Two uncorrelated strategy groups — mean-reversion and trend-following. Built for institutional and private capital.
Backtested over 50 months (Jan 2022 – Feb 2026)
Our Approach
Combining systematically different risk premium sources to reduce drawdowns while maintaining strong absolute returns across all market conditions.
Deploys capital systematically around calculated fair value on longer time horizons. As price deviates from the mean, positions accumulate. Profit is captured when price reverts over days to weeks.
Accepts small, defined losses while positioning for directional moves. When trends emerge, positions capture extended price movements. A single successful trend typically recovers multiple small losses.
Why it works: Mean reversion profits when markets oscillate. Trend following profits when markets move directionally. Operating across different time horizons and uncorrelated, when one strategy draws down the other typically compensates — producing a blended portfolio with dramatically reduced drawdowns and consistent returns across all market regimes.
Validated Backtest
Balanced profile performance across a 50-month backtest period (Jan 2022 – Feb 2026), including the full 2022 crypto bear market.
For live track record, please contact us.
Configurable
We don't offer a one-size-fits-all product. Portfolio parameters are calibrated to each client's risk tolerance and return expectations.
| Conservative | Balanced | Aggressive | |
|---|---|---|---|
| CAGR (APY) | 54.6% | 130.7% | On request |
| Max Drawdown | 11.8% | 21.6% | |
| Avg Yearly DD | 7.5% | 13.9% | |
| Sharpe Ratio | 2.79 | 2.80 | |
| Calmar Ratio | 4.64 | 6.04 |
Your capital, your risk profile — we implement it systematically.
Added Value
Beyond performance, we provide tangible exchange-level benefits that compound over time — from preferential fees to dedicated trading activity services.
As part of our partnership, clients benefit from preferential fee structures on supported exchanges. Lower execution costs mean better net returns — an advantage that compounds significantly over time.
For institutions or clients that require exchange trading activity KPIs, we offer dedicated Intense Trading Activity and liquidity provision services tailored to your specific needs.
Infrastructure
Systems designed for capital preservation and consistent execution. All protections operate automatically — no discretionary overrides.
Resources
Updated regularly as we optimize our algorithms. View our comprehensive strategy overview and detailed performance breakdown.
Comprehensive overview of our strategy architecture, portfolio construction, risk management framework, and investment thesis.
View Pitch Deck →Detailed performance metrics, monthly returns, drawdown analysis, correlation data, and benchmark comparisons.
View Results →Let's discuss how our systematic strategies can work for your capital.