The futility of crypto diversification

Discussion in 'Crypto Assets' started by Pekelo, May 19, 2021.

  1. Sprout

    Sprout


    For a guy who doesn't like crypto, you seem very obsessed with them. It's also clear you don't understand the capital flow between BTC, Alt's and USD.

    Enjoy this bear trend segment while it lasts, we'll finish the year with new ATH's.

    Yeah my Alt portfolio has retraced 50% off it's highs but is up 6x yoy, big deal. One of my bags is up 4k% yoy, another 17k% yoy. They are microcaps not even in the top 100. It comes with the space. Before the year ends, several 10x's and maybe a couple of 100x's with my other bags are expected.

    Losses are there too. I got rugged on two projects recently ~ 10k, again it comes with the space.

    Crypto's are a trader's dream even with all the bullshit.
     
    Last edited: May 22, 2021
    #41     May 22, 2021
  2. Pekelo

    Pekelo

    All the charts look the same, that was the point. Sure there is difference between the % drop, but if you are diversified you still dropped the average of those coins drop, which wasn't pretty.

    So no, diversification didn't save your ass. Also it is a double edged sword, when coins go up, your portfolio only goes up their average, even if you have 1-2 really good performers among them.

    But because I am a good sport, let's do an experience. Let's say I have a portfolio of 5 coins and I put even 20-20% into each. We are going to follow my diversified assets in this thread and see how it performs up and down.

    I picked my coins because I know about them and they are established, older coins. My choices are: (using CoinGecko's current numbers)

    BTC 38,300
    ETH 2,450
    ADA 1.54
    Doge 0.35
    LTC 179

    From time to time after a big move up or down, we will revisit these base numbers and see how we did. Their last 24 hours performance average was -9.2% compared to BTC's -5.5%. So how the hell is that better than just BTC alone?

    If you start to bitch about my choices, it is the concept of diversification we are talking about, not personal choices. But I encourage you to post your portfolio and we shall see if it works better than just BTC alone.

    Here is Baron's portfolio, not evenly spread, I think it is 26%,25%,11% and X%:

    BTC 38,300
    ETH 2,450
    ADA 1,54
    Matic (Polygon) 1.39
     
    Last edited: May 22, 2021
    #42     May 22, 2021
    NoahA likes this.
  3. krugman25

    krugman25 Guest

    DeFi has a much higher beta than bitcoin, so even though a DeFi index has lower volatility than most individual DeFi tokens it will still generally have more volatility than Bitcoin. Indexes offer mitigation to specific risk (i.e. holding all of your holdings in a single protocol token that then gets exploited) and reduces volatility. Reduced volatility bites both ways since it's reduced to the upside as well. I haven't seen anyone claim that indexing magically eliminates losses, but it seems to be some straw man your trying to build here. If you ever do figure out how to make thousands of % upside with no downside risk, please let us know. I'm sure there would be a Nobel prize waiting for you.

    There are more than enough tokens and historical data for anyone to test all sorts of index compositions to see how they faired against a benchmark.
     
    Last edited by a moderator: May 22, 2021
    #43     May 22, 2021
    johnarb and Sprout like this.
  4. virtusa

    virtusa

    You cannot generalize that. It is surely not my dream, and I know many traders that have the same opinion as me.
    Each trader has his own dream.

    I posted already a few times that if you start from 1/1/2012, till today, there are other things to trade that have:
    • more profit
    • less risk
    • much smaller drawdown
    Each trader's dream is limited by his own knowledge and capabilities. If he only knows stocks and crypto's, he can only make a judgment on these two. If he also knows futures, options and forex, his choice is bigger and chances are that he will find something better. The more you know the higher the probability that you will make a better choice then someone who only knows two things.

    I know several people that are on the lowest level in society (cleaning toilets, collecting garbage, flipping burgers...) that are "trading" crypto's.
    The two main reasons why they do that are:
    • they believe they can become million are and have a better life
    • they only need a few $$ to start trading, which enables them to do so. They have no money to even open a $1K account. So they are condemned to crypto's.
     
    Last edited: May 22, 2021
    #44     May 22, 2021
  5. krugman25

    krugman25 Guest

    What are you trying to optimize for anyway? Volatility, Sharpe, maximum upside, something else?

    You can't have them all, but you already know that. As a single token, BTC has the lowest volatility. Do you consider synth coins crypto? If so, CGI has a much lower volatility than BTC. As a single token, ETH has one of the highest Sharpe's in the space. For maximum upside that depends on your start date, since 2021, probably DOGE. Since 2019/2020 there are some defi tokens that have delivered 100k-1M+%.

    You're looking at laughable low timeframes (1 day). If you really think it's a good idea to measure an extremely volatile asset class based on 1 day, you best stick to stocks and bonds.
     
    #45     May 22, 2021
    johnarb and Sprout like this.
  6. krugman25

    krugman25 Guest

    When I search your name for comments that contain the word "Bitcoin", 50 pages show up. 50 pages! That's halfway to a doctoral dissertation!

    Since you're clearly an expert on this space, we'd all love to hear how much of a killing you've made over the years trading with this vast well of crypto knowledge and experience you have.
     
    Last edited by a moderator: May 22, 2021
    #46     May 22, 2021
    Sprout likes this.
  7. Pekelo

    Pekelo

    Ah, the good, old "let's kill the messenger" excuse! I take you couldn't find any good argument thus you had to use a logical fallacy. Not surprising froma crypto fan, honestly I was expecting it much sooner.

    Let me know when you come up with something, in the maintime, my thesis on the Futility of Crypto diversification still stands. :)

    And yes, you are right about me being expert on cryptos. I correctly predicted the 2017 and the 2021 crashes. Yet do I get a thank you from you guys?? :(
     
    #47     May 22, 2021
  8. krugman25

    krugman25 Guest

    It's the good ol' "considering how much this guy talks about Bitcoin, he's either a leading expert or a clown".

    We're all still eagerly awaiting the answer.
     
    #48     May 22, 2021
  9. Pekelo

    Pekelo

    So let's check back how our portfolio doing, shall we? Over the last 24 hours:

    BTC -12%
    ADA -23.5%
    ETH -18%
    Doge -16%
    LTC -24%

    BTC is down -12% as compared to portfolio down -18.7%

    So diversification nicely fucked me in the ass. I mean you if you are stupid enough to diversify in crypto. :)

    And let's put Krugman on Ignore, because you get only 2 chances to make an impression on me. Message for John, I said I would sleep better BTC around 35K, I had a really good sleep last night....
     
    #49     May 23, 2021
  10. johnarb

    johnarb

    I also had a good sleep, not that you asked...

    Many people are hurt by this downturn in bitcoin and cryptos and I don't know why it gives you so much comfort, Pek

    While it helped you with your sleep, others are losing sleep over this
     
    #50     May 23, 2021