1 Correlation Improvement
Key Insight: Iterative optimization improved correlation from 0.700 to 0.886 (+26.6%)
2 Portfolio Performance
Key Insight: High-rated cryptos outperform by 37.6% with 2.3x better Sharpe ratio
3 Exchange Success Rates
Key Insight: Binance.US (85%) vs Coinbase (45%) - 40% swing in success rate!
4 Rating Component Weights
Key Insight: Grid Performance (30%) and risk metrics (30%) drive most of the rating
5 Component Importance (Ablation)
Key Insight: Grid Performance is most critical - removing it drops correlation by 0.089
6 Exchange Fee Breakdown
Key Insight: Coinbase costs 4.4x more than Binance.US per round-trip trade
7 Crypto Returns on Binance.US (All 20)
Key Insight: Top 6 performers (LTC to ETH) are all A or B rated. Bottom 3 (ALGO, VET, NEAR) are D rated.
8 1% Spacing Disaster
Warning: NEVER use 1% spacing. Coinbase: 0/20 profitable, -11.3% average!
9 Rolling Test Results (19 Windows)
Key Insight: LTC wins 89% of test windows vs ALGO at 21%. Consistency validates ratings.
10 Profitability Heatmap: Crypto x Exchange
Key Insight: Green clusters in top-left (good cryptos + low-fee exchanges). Avoid bottom-right red zone.