The Correlation Break strategy exploits the tight correlation between Bitcoin and altcoins. In crypto markets, altcoins tend to move in lockstep with BTC — but not perfectly. When an altcoin temporarily deviates from its expected BTC-correlated move, this strategy identifies the dislocation and bets on mean reversion. The algorithm computes a rolling linear regression of each altcoin's hourly returns against BTC's hourly returns. This gives an "expected return" for the alt given what BTC did. The divergence (actual minus expected) is the trading signal. When divergence falls below -0.08 (the alt underperformed BTC more than expected), the strategy goes long, expecting the alt to catch up. When divergence exceeds 0.065 (the alt overperformed), it goes short, expecting a pullback. A blacklist filters out low-alpha coins that track BTC too closely to generate meaningful divergences. The asymmetric thresholds (-0.08 long vs 0.065 short) reflect that altcoins tend to overreact to the upside more than the downside. This strategy generated the highest returns in backtesting across 65+ altcoins over 5 years, primarily due to the sheer number of trading opportunities (9,500+ trades) and a win rate above 50%. The high P&L figure reflects compounded returns without position size limits — real trading would require strict risk management.