An automated mean-reversion system for Bitcoin perpetual futures. 3.9 years of verified trade history. Live execution measured on every fill. Now raising its first outside capital.
Bitcoin on the 1-minute chart constantly overshoots — stretched moves that snap back toward their average within minutes. Yasashi fades those stretches: long when price dips too far below its mean, short when it extends too far above. No prediction, no narrative — just a measured, repeatable market behavior harvested thousands of times.
Full verified history, September 2022 → June 2026, flat position sizing — and the edge is strengthening: the trailing twelve months ran at profit factor 5.1.
The backtest window isn't a bull-market cherry-pick — it spans every major crash, crisis, and structural shift Bitcoin has produced in nearly four years. Mean reversion doesn't care which direction the market is trending; it harvests the noise either way. Max drawdown across all of it: 3.84%.
Most strategies die in the gap between signal price and fill price. We didn't assume that gap — we measured it on every live fill, then A/B-tested passive limit-chase entries against direct market execution on real capital. Verdict: at size, certainty wins. Passive fills are limited by incoming taker flow and erode as orders grow; market impact on a deep book is a rounding error.
Every number below is live and public on the execution dashboard — recomputed with each fill.
Every system below was designed, built, and battle-tested on live capital before asking for a dollar of outside money. This is the part a backtest can't fake — and the part a competitor can't copy over a weekend.
We sample the live BTC order book around the clock — 2,867 depth snapshots in the last 24 hours — so slippage at any size is a measurement, not a guess. This raise deploys ≈ $200K of positioning: about 2% of the standing book. Scale is an execution question, and we ran it as an experiment: market orders are bounded by book depth, limit-chase by incoming taker flow — so chase wins on price at small size, and market wins on certainty at size. That result is why the live bots run market execution. At $1M of positioning, measured slippage is still under 0.025% — and if this venue ever becomes the constraint, the same signal runs on another.
Yasashi has been trading live capital since June 2026 on a deliberately small, deliberately over-leveraged stress-test account — 426 completed trades at up to 27× to find the breaking points before outside money arrives. Every trade, fill, and mistake is public on the dashboard in real time. You verify the machine before you fund it, and watch it daily after.
The manager earns only on net new profit above the high-water mark. Final structure and tax reporting are documented in a separate terms sheet before any funds move.
Leverage amplifies both directions. The strategy's unleveraged drawdowns are small, but at 5× they are real equity swings. We ran 10,000 Monte Carlo resamples of the verified trade log — the figures below are scaled to your configured leverage.
A single worst-case trade (the 1.4% hard stop at full size) costs about 7% of equity at 5× — and that is a per-trade figure, not a ceiling: losses can cluster. The edge can also decay: markets adapt, and past performance does not guarantee future results. That is precisely why the terms carry no lock-up — if the live numbers stop resembling these, you leave.
| Month | Net result | Distribution | What happens |
|---|---|---|---|
| Losing | −6% | None | Exposure scales down; high-water mark holds at prior peak |
| Recovery | +4% · below peak | None | No fee on recovery — climbing back toward the mark |
| Profitable | +5% · new peak | 50% retained · 70/30 on the rest | New high-water mark set |
Three questions decide this, and you should be able to answer all three for yourself by now. Here is where I land on each.
If all three landed, the next page is how. If one of them didn't — tell me which.
Read the term sheet, pick whichever funding rail is easiest, and the account is trading the same day. Questions first? One text away.
Watch it trade live ↗ · John Christmas · tradeordiex@gmail.com
Backtest data from TradingView on the verified Yasashi trade log · Past performance does not guarantee future results. This is not a securities offering and nothing here is financial advice; no legal partnership or fiduciary obligation is created. All terms are set by mutual agreement between participants. Capital at risk up to the full amount invested.