Portfolio Allocation
How We Allocate Capital
45%
Quantitative Crypto Strategies
Algorithmic directional trading, volatility capture, delta-neutral arbitrage across BTC, ETH, SOL, AVAX, LINK. Exploits cyclical mean reversion (30–60 day oscillations).
20%
DeFi Yield & Liquidity
Multi-chain liquidity provisioning, LST/LRT staking, cross-chain arbitrage. 10.7% annualized blended yield. Deployed on Ethereum, Solana, Avalanche, BNB.
15%
Crypto Venture Equity
Seed & Series A rounds in blockchain infrastructure — custody providers, bridges, oracles. Supporting long-term technology growth.
15%
AI Private Equity & Venture
Minority stakes in AI foundational model companies. Portfolio includes top-tier AI infrastructure startups. Projected 31% CAGR IRR through 2030.
5%
Liquidity Buffer
Fiat & stablecoins (USDC, USDT, FDUSD) for margin requirements, risk control, and opportunistic deployment during market dislocations.
Core Strategy
Range-Bound Quantitative Trading
Mechanics
90% spot allocation in BTC, ETH, SOL, AVAX, LINK within ±1.25σ dynamically adjusted range corridors. 10% tactical leverage applied only during regime shifts confirmed by volatility signals. Positions entered when assets trade at the extreme of a 20–60 day oscillation and exited at mean reversion. Trade horizon: 3–15 days.
Spot Allocation
90%
Leverage Overlay
1.1–1.3×
Range Width
±1.25σ
Win Rate
68%
Avg Trade Duration
8.3 days
Reversion Probability
>60%
Execution Framework
Daily Turnover$80–100M across CEX & OTC
Slippage<10bps VWAP vs. spot
Max Drawdown-4.8% (2022) / -3.2% YTD 2025
Leverage Cap1.3× notional maximum
Trade Horizon3–15 days mean reversion
Liquidity72% redeemable ≤7 days
Order TypesVWAP, TWAP, Smart OTC routing
VenuesBinance, OKX, Bybit + prime OTC
Asset Universe
Traded Assets
Signal Library
240+ Alpha Signals
Our proprietary signal library spans four categories, each capturing a distinct source of edge in digital asset markets.
Market Microstructure
- ▶Order book depth imbalance
- ▶Trade flow toxicity
- ▶Bid-ask spread dynamics
- ▶Liquidation cascade detection
On-Chain Analytics
- ▶Wallet clustering & whale tracking
- ▶Exchange netflow analysis
- ▶Stablecoin mint/burn signals
- ▶Miner capitulation indicators
Funding Rate Regime
- ▶Perpetual vs spot premium
- ▶Open interest delta
- ▶Funding rate normalization
- ▶Basis trade opportunity scoring
Volatility Signals
- ▶20/60-day realized vol corridors
- ▶GARCH(1,1) dynamic targeting
- ▶Implied vol surface shifts
- ▶Fat-tail regime classification
See the Results
Explore our verified performance track record since 2021.