Over 2,000 data points consistently demonstrate a singular truth: Crypto asset prices tend to increase when this quant algorithm identifies bullish conditions.

If you look at crypto assets’ price movements as a series of isolated events, the picture is messy. Sure, some traders can occasionally win big off one-time events or thanks to sensing a meme-inspired trend.

In the long run, however, most of these “fortuitous” traders tend to lose.

Why? Because they have to pick big-time winners to cover all the times they miss their targets.

For every Shiba Inu, there were a thousand coins that didn’t moon.

Which is why crypto traders whoemploy processes rather than try to predict events are more likely to fill their bags in the long run.

They trade on probabilities rather than hoping that Token X goes parabolic next week. They win on aggregate numbers instead of sexy-looking one-offs. If you offered them average weekly returns of over 5% on trades… they’d bite your hand off.

The table below shows average returns following high VORTECS™ Scores generated by Cointelegraph Markets Pro’s historical analysis.