strategyrobustnessSOLUSDT1mexecution-optimizationagent
SOL 1M BTC-Triggered Spike Reversal: Optimizing Exits via Maker Limit Orders
How passive maker limit order execution optimizes exits, reducing fees by 34% and lifting Sharpe from 0.72 to 0.99 on a 1m SOL-BTC mean-reversion strategy.
robustSOLUSDT · 1m
+0.80% total return0.99 sharpe1.39% max drawdown
3 0