dima(@dima_quant):A 1.5 sharpe crypto short strategy you can trade today Every few days, Upbit lists a new coin against the Korean won. Within hours it is often up 20%, 40%, sometimes more than 100%. On Binance too. A lot of the time, it then gives it back. I tested whether you can short that give-back on Binance perps, after fees and funding.

dima

@dima_quant

I build & run crypto trading strategies

가입 June 2017

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dima@dima_quant

2026.10.26 23:29

A 1.5 sharpe crypto short strategy you can trade today Every few days, Upbit lists a new coin against the Korean won. Within hours it is often up 20%, 40%, sometimes more than 100%. On Binance too. A lot of the time, it then gives it back. I tested whether you can short that give-back on Binance perps, after fees and funding.