Crypto Long & Short: Putting the bitcoin sizing question to the test
CoinDesk·
60-second summary
Gregory Mall from Lionsoul Global backtests bitcoin in a 60/40 allocation across bull, bear, and sideways regimes, revealing divergent performance between a straight bitcoin position, a large-cap basket, and a trend-managed sleeve. The results highlight the importance of bitcoin's allocation strategy, suggesting that the way you hold bitcoin can be as significant as the amount you hold.
In a follow-up to his essay on sizing crypto risk, Lionsoul Global's Gregory Mall backtests bitcoin in a 60/40 across bull, bear and sideways regimes, showing how a straight bitcoin position, a large-cap basket and a trend-managed sleeve part ways and why the way you hold bitcoin can matter as much as how much you hold.