Etesia Research

Research & Insights

Analysis, breakdowns, and field notes on institutional-grade quantitative strategies, onchain yield, and the evolving DeFi landscape.

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Trend Following – Systematic Macro Trading
Not an investment advice – ACADEMIC PURPOSE ONLY Why trade trend following, and why on crypto and RWA Over the simulated year from April 2025 to April 2026, our trend-following strategy returned 35.3% net with a 1.26 Sharpe ratio, while exhibiting a correlation of -0.22 to Bitcoin and -0.40 to the S&P 500. At equivalent […]
Jun 4, 2026