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MB Dual

Live execution

Long and short momentum running simultaneously from a single account - capturing the highest-conviction setups in both directions at once.

Long leg Short leg Single account 3-factor score Regime gated

What it does

MB Dual combines the long-side logic of MB L with the short-side logic of MB S inside a single executor. Every rebalance cycle it independently scores the full universe for both long and short momentum, then opens the best setups in each direction that clear the score threshold.

Long and short positions run concurrently on different tokens - the strategy never holds the same token in both directions simultaneously.

Score thresholds

Both legs share the same composite 3-factor score (XS momentum + TS momentum + Market score) but apply independent thresholds and directional gates.

Long leg

High composite score threshold - only the top-conviction long setups qualify.

TS gate: time-series momentum must confirm upward trend before entry.

BTC gate: entries blocked when BTC is already in a strong uptrend absorbed by the market.

Short leg

Score identifies tokens with deteriorating momentum relative to the universe.

TS gate: time-series momentum must confirm downtrend before entry.

BTC gate: short entries blocked if BTC is under sharp selling pressure.

How it executes

4-hour rebalance

Universe re-scored every 4 hours. Both legs updated independently each cycle.

Stop-loss

Each position carries a native stop-loss order placed immediately on entry.

Score-decay exit

Positions close when 3-factor score falls below exit threshold, regardless of P&L.

Dual vs individual strategies

Where Dual has an edge
  • Sideways or rotating markets where directional strategies struggle
  • Smoother equity curve - legs partially offset each other during drawdowns
  • Works across any regime without switching strategies
  • More signal surface - both directions in play every cycle
Where individual strategies win
  • Strong trending markets - the opposing leg acts as a drag on returns
  • Pure directional conviction in a single-regime environment
  • Higher long-entry bar means some long signals that MB L takes, Dual skips
  • Capital is always split across both directions

Running all three strategies together produces a portfolio whose equity curve is smoother than any single strategy - the correlation between legs is imperfect by design.

MB L MB STrack record