Portfolio Overview
Total Closed PnL
--
All accounts, all regimes
Overall Win Rate
--
Across 211K+ trades
Best Regime Win Rate
46.5%
Extreme Greed
Worst Regime Win Rate
37.1%
Extreme Fear
Inverted Sizing Risk
$7.8K
Avg size in Fear (42% WR)
PnL Concentration
62%
Top 5 of 32 accounts
Extreme Fear — 21.4K trades
Fear — 61.8K trades
Neutral — 37.7K trades
Greed — 50.3K trades
Extreme Greed — 40.0K trades
Regime Performance Breakdown
Win Rate by Regime (%)
% of trades closed with positive PnL. Extreme Greed leads at 46.5%; Extreme Fear trails at 37.1%.
Avg PnL per Trade ($)
Mean closed PnL per trade by regime. Extreme Greed generates $67.9 vs $34.5 in Extreme Fear.
Avg Position Size ($)
Capital deployed per trade. Fear shows the largest size ($7.8K) at the worst win rate - inverted capital allocation.
Multi-Metric Regime Comparison
Regime Radar - Normalized Metrics
Win rate, avg PnL/trade, fee efficiency, and trade volume each normalized 0-100. Extreme Greed dominates on all axes.
Regime Risk-Return Scatter
X = Win Rate, Y = Avg PnL/Trade. Bubble size = trade volume. Ideal: top-right. Fear cluster: bottom-left with largest bubbles.
Time Series Analysis
Daily Closed PnL vs Bitcoin Fear & Greed Index
Pearson r = -- — raw score is a near-zero predictor. The categorical regime label (especially Extreme buckets) is the actionable variable, not the 0-100 number.
Directional Bias & Capital Concentration
Buy vs Sell Mix by Regime
Sell share rises to 52.9% in Greed vs ~50% in Fear - traders are instinctively scaling out into strength, which is directionally correct.
PnL Concentration by Account Tier
Top 5 accounts generated 62% of total $10.25M PnL. Bottom 5 drag negative. Critical concentration risk for portfolio allocation.
Per-Coin Regime Analysis
Avg PnL per Trade by Coin & Sentiment Regime
TRUMP: +$81 avg PnL in Fear vs -$454 in Greed. FARTCOIN: -$98 in Fear vs +$19 in Greed. Universal regime rules miss these asymmetric per-coin signals.
Account-Level Performance
Top 10 Accounts by Total PnL
Top 5 drive 62% of total portfolio PnL. Concentrate resources here.
| Account | Trades | Total PnL | Win Rate |
|---|
Bottom 10 Accounts by Total PnL
Consistent PnL drags. Audit, retrain, or reallocate capital from these accounts.
| Account | Trades | Total PnL | Win Rate |
|---|
Strategic Insights & Recommendations
Extreme Greed is the alpha regime. Highest win rate (46.5%) and highest avg PnL/trade ($67.9) with the smallest position ($3.1K). Size up 30-50% when F&G enters Extreme Greed - the edge is concentrated in the euphoria tail.
Extreme Fear destroys capital. Worst win rate (37.1%) and worst avg PnL/trade ($34.5) of any regime. Cut size 30-50% when the index enters this bucket. Less is more.
Fix the inverted sizing in Fear. Largest avg position ($7.8K) at only 42.1% win rate is the single biggest capital efficiency problem in the dataset. This should be the #1 rule change.
Fee drag compounds in Fear. Avg fee per trade is $1.50 in Fear vs $0.68 in Extreme Greed - over-trading in bad regimes doubles the fee drag. Fewer, higher-conviction entries needed.
Raw score is a near-zero signal (r = -0.08). The 0-100 index value barely correlates with daily PnL. The categorical regime label - especially Extreme buckets - is the actionable variable, not the number.
Build per-coin, per-regime playbooks. TRUMP: +$81 in Fear vs -$454 in Greed. FARTCOIN: opposite. ETH: +$224 in Fear vs +$55 in Greed. Universal rules miss these signals entirely.