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Quant strategy
Delegate to Meridian — we maintain the optimal 20-address portfolio
On-chain scan
100 addresses scanned this hour · Updated 9/9/2026, 10:15:25 AM
Track Record
Per-address 7/30/90-day rolling backtests on historical trades; 20-address quant portfolio with monthly and per-trade return estimates
Quant portfolio backtest · 15 addresses
Moderate copy
Copy strength: 15/100
Monthly return
+-72.11%
30-day rolling
Per-trade return
+-0.02%
Rolling-window backtest
Est. monthly P&L
$-101
$100/Per-trade return
30-day rolling
Monthly return
+-72.11%
Per-trade return
-0.02%
30d Win Rate
70.2%
Max drawdown
81.91%
90-day rolling
Monthly return
+150.82%
Per-trade return
+0.02%
30d Win Rate
71.9%
Max drawdown
83.69%
Backtests simulate historical on-chain trades; not a guarantee of future returns.
Inventory risk control
Max 3 addresses per token · cluster weight caps enforced
Token exposure
Strategy cluster exposure
How it works
Copy sizing mode
Every copy trade uses the same USDC amount.
Default 1% slippage · 2% impact — trades exceeding budget are skipped
Risk profile
Current portfolio (15)
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