Rank #5
Elena Novak
DeFi Mean Reversion
Primary pair: UNIUSDT•Holding 6-20 hours•Return 18.6%•Low
Strategy Overview
Targets pullbacks on UNIUSDT by buying when price dips 2 standard deviations below a 24-period VWAP and exits at the VWAP retest.
Approach Highlights
- Focus Markets: Major DeFi governance tokens
- Holding Period: 6-20 hours
- Key Notes: Uses tight risk budgeting and scales in with three equal tranches.
Trading Universe
UNI/USDTAAVE/USDT
Profile
Quant researcher focused on liquidity pockets within DeFi majors, deploying adaptive reversion algos.
Backtest
Live
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