BTCUSDT vs BTCDOMUSDT — does a BTC-dominance hedge reduce BTC risk?
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→ trading page: signals on the dominance chart, with or without a BTC leg
Bars
Hedge ratio
Rolling window (bars)
Long BTC notional ($)
Funding
include perp funding
Headline statistics
P&L: BTC alone vs BTC + dominance hedge
BTC buy&hold
BTC + BTCDOM hedge
dominance leg P&L (starts at notional)
BTC drawdown
hedged drawdown
Stability of the relationship
rolling correlation of returns
rolling min-variance hedge ratio h ($ of BTCDOM per $1 BTC; negative = go long BTCDOM)
per-bar returns: x = BTCDOM return, y = BTC return, dashed = fitted slope h
By market regime (daily bars)
Method & caveats