Strategies / S61
Crowded Longs Fade
Short when funding is two deviations above its own recent mean. The crowd is paying up to stay long.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 4h | -30.2% | +1,034% | -0.32 | -38.6% | 52.7% | 2,717 |
The exact rule
- Go short when ext - SMA(90) / standard deviation(90) is above 2.
- Exit the short when ext - SMA(90) / standard deviation(90) is below 0.
- Stop: 3 ATR(14) from entry.
- Leave after 42 bars at most.
- Declared timeframe: 4h.
Explain it with Ask AI (Premium, on a desktop)
Runs on MarginPad data. This rule reads our funding history, which TradingView cannot see, so it has no Pine or Python file and no live lab.
Related strategies
Crowded Shorts FadeLong when funding is two deviations below its own recent mean. Shorts are paying to stay in.Paid To Hold The TrendLong above the 200 SMA while funding is negative, so longs collect instead of paying.Long Flush BounceBuy after long liquidations hit four times their two-week hourly average: 3 ATR stop, 2R target.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.