Bitcoin Hedge Strategy
SINCE 2018
Long-term asset growth outperforming Bitcoin’s appreciation against the US dollar.
Investment strategyThe strategy employs fully automated quantitative long/short algorithmic models. Each model is rigorously tested on historical data and validated through walk-forward analysis and Monte Carlo simulations. The portfolio focuses on the most liquid market instruments to ensure stability and efficiency.
Counterparties
- Binance
- BitMEX
- OKX
The proportion of trade
- Bitcoin - 35%
- Ethereum - 25%
- Ripple - 15%
- Binance Coin - 10%
- Liquid altcoins - 15%
Currency
- BTC
100%
Liquidity
50%
Target annual net return
Fee
structure
Management fee: 2%. Performance fee: 30%. High water mark
Setup
structure
Ruthless calculation
Trends have been a fundamental aspect of financial markets for centuries, and a vast academic literature has been devoted to their persistence and influence. Our trend-following strategies use advanced computer algorithms to accurately identify trends, allowing them to trade hundreds of different markets simultaneously, removing biases caused by human emotions.
20%
~ volatility
2 BTC
min investment amount
1+ year
optimal investment holding period
Daily
rebalancing
Proven reliability
Our systematic trend-following approach has proven itself for almost a decade, demonstrating its adaptability and reliability in a variety of market conditions. The strength of our strategy is due to its ability to profit from both uptrends and downtrends.
| Strategy snapshot | Compound annual net growth rate, net of all fees | Average negative volatility | Sharpe ratio | Sortino ratio | Calmar ratio | Maximum drawdown | β |
| Bitcoin hedge | 49.09% | -8.61% | 1.06 | 5.19 | 3.44 | -12.97% | -0.03 |
| Bitcoin | 38.42% | -31.04% | 0.48 | 1.09 | 0.47 | -73.01% | 1 |
Bitcoin Hedge Strategy
Long-term asset value growth exceeding the increase in Bitcoin’s valuation against the US dollar
US Trend Strategy
Long-term asset value growth exceeding the return on the S&P500 Index
Crypto Trend Strategy
Our flagship active trend strategy for the digital assets market