ETH Trending Alpha ST Set ETAS
DescriptionETH Trending Alpha is a short term automated trend following strategy which uses statistical analysis and technical indicators to identify and exploit short-medium up trends. As with the long term strategy, this set uses EMAs and RSI to identify up-trends with a volatility metric for confirmation, however the strategy is optimised for a shorter term time-frame so it is able to exploit some of the more shorter term trends. This means this strategy trades far more often. The strategy is long-only, rebalancing into ETH when the strategy identifies an up-trend and rebalancing back to DAI (USD) when not in the market (e.g. flat or bear markets). The short-term nature of the strategy results in approximately 15–20 trades per year, each held for an average of 5 days. This enables the strategy to take advantage of the smaller trends that emerge in eth and result in a lower max drawdown compared to its longer-term brother.