02 — Strategies
We do not improvise. Every investment goes through the same analytical and quantitative process before we manage real capital, and is assigned to one of our four strategies according to its risk profile.
The process
Before trading, we define in writing the edge, the conditions that invalidate it and the success criteria set in advance.
Backtest with walk-forward windows on unseen data. We require target metrics for risk-adjusted return, maximum drawdown and turnover.
A second review challenges the assumptions and rules out data leakage. The prior risk limits are set and position size is scaled by volatility.
Live trading at small scale: slippage, execution and signal quality must reconcile with the backtest before scaling.
Deployment with automated limits and around-the-clock oversight by our artificial intelligence agent system.
The four strategies
We generate dollar yield (stablecoins) with the maximum liquidity and without taking directional exposure to the assets. It is the fund's defensive base: available capital that works while it waits for opportunities.
We provide liquidity to the market and collect its fees, while we hedge the asset's direction with derivatives. This way volatility no longer affects us: the return comes from the fees, not from the price.
Conviction positions, mainly in crypto assets, but also in equities, commodities and semiconductors. It is the leg that captures the major trends, sized by technical levels.
Trading with derivatives and options strategies to build asymmetric profiles: capped loss and broad upside. It is the fund's most tactical leg and the one with the greatest potential.
The target return of each strategy is reserved for registered investors. Each strategy carries its own level of risk, and investing in crypto-assets may result in the total loss of capital.
Yardstick
Each strategy is measured against a demanding benchmark: consistently outperforming the asset's own "buy and hold", adjusted for risk. If it does not outperform, it does not enter the portfolio. The team's capital is invested alongside the fund's.
The weekly reporting and the fund's exact composition are available to investors.