Donchian Trend Lab long / flat · daily close · spot

Portfolio Gauntlet 1 runs Guide & Data

Rule

Type

Entry (N-day high)

Exit (M-day low)

Lookback (days)

Certified config: D55/20 (gauntlet PASS 6/6, 2026-07-05). Anything else is exploration — mind the run counter.

Portfolio

Starting capital (USD scoreboard)

Universe (16/16 coins)

BTC ETH BNB SOL XRP ADA DOGE AVAX LINK DOT LTC ATOM NEAR SUI ONDO HYPE

Weights: inverse-vol (90d), 20% cap, monthly rebalance. Cost 0.10%/turnover, 1-day signal lag. The gauntlet always uses the frozen 16-coin universe regardless of this selection.

Portfolio backtest

Basket is the default view — single-coin is the weak mode (HYPE lesson). Long/flat only, spot, no leverage.

No result yet — press Run backtest in the sidebar. Default is the certified config: D55/20 on the full 16-coin universe.