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Summary - as of March 31, 2018
Our Tactical Crypto strategy was designed to take advantage of intraday momentum-backed swings in cryptocurrency prices. Since inception, the strategy has out-performed Bitcoin’s overall returns by a factor of 10*, while lowering both the volatility and drawdowns by more than 90%, compared to Bitcoin.
“Since inception in 2017, the strategy achieved a total return of 1,794.4%, with 2018's Q1 returns set at 55.3%, compared to Bitcoin's -46.8%.”
The strategy is 100% systematic, with all decisions made by a computer algorithm using quantitative models for capital allocation.
Please contact us for further information regarding the strategy, including a complete factsheet and trade log.
BITCOIN VS STRATEGY **
* 1,794.4% total return vs Bitcoin's 188.8% (x9.5)
** Pro-forma, net of fees
HIGHLIGHTS
- Attractive risk-adjusted returns compared to buy-and-hold
- Trading both long and short provides more opportunities than "vanilla BTC"
- Protects investors capital during market downturns
| Metric | Strategy | BTC |
|---|---|---|
| YTD Returns | 55.3% | -46.8% |
| Total Returns | 1,784.4% | 188.8% |
| Sharpe Ratio | 10.71 | 1.49 |
| Standard Deviation | 1.62% | 6.13% |
| Downside Deviation | 0.48% | 3.67%% |
| Max Drawdown | 5.51% | 66.43% |
| Longest Drawdown | 10 | 78 (ongoing) |
| Alpha | 0.27 | - |
| Beta | 0.04 | - |
| Correlation | 0.02 | - |