Systematic CTAs

Discover Robust Systematic Momentum / Mean Reversion strategies to outperform Buy & Hold Bitcoin on a risk-adjusted basis e.g. better Sharpe or Calmar ratios.

Why Systematic CTAs ?

Crypto market is 24/7 so a systematic strategy is necessary.
Crypto market is booming due to halving & spot ETFs in 2024.
Crypto volatility is 3x that of S&P500.
Capacity of CTAs strategies is higher than market neutral strategies.
CTAs strategies can beat Bitcoin and hedge portfolio drawdown during bear market.
To compensate for the potential -100% losses from black swan events such as the FTX & Luna collapses and USTD's depegging, only CTAs strategies can effectively achieve an annualized return of 100% through unleveraged positions

How It Works

Proprietary Automated Execution System

Controlling slippage in 3bps for various coins and timeframes

Non-custodial, Separately Managed Accounts (SMAs)

Clients can self-custody their assets through a Managed Account, where assets are held in their own account.

*Only Whitelisted IPs & Coins

Risk Management

Assess risks of pump & dump, token unlock, liquidity, counterparty, stablecoin and so on

100% Automated Trade Execution

Eliminating manual errors and emotional biases from trading decisions

Dollar-Cost Averaging Algorithm

To counter the potential drawdowns of CTA strategies when entered at the wrong moment, we offer an innovative dollar-cost averaging feature that mitigates market volatility and helps investors optimize their entry points.

Monitoring

We closely monitor strategy performance, track the rolling Sharpe ratio, and conduct stress tests to ensure returns align with the client's risk profile.