Track record

The strategies,
in depth.

Each strategy's edge, execution approach, and validation methodology — labeled by its current stage. No hindsight, no cherry-picking. Concrete performance is shared individually with qualified investors on request.

2Active · 2 closed
3Exchanges
2020–2026Validation window
LUNA · FTXStress-tested
The Portfolio

Return sources, by design

Each strategy is a distinct engine — and they don't move in sync. The edge it captures, how it executes, and how it was validated — shown side by side, never hidden.

Systematic Long/ShortClosed 23 Sep 2026

VOLCANO

closed 23 Sep 2026 · record retained

Systematic long/short BTC perpetual strategy driven by positioning extremes and deleveraging cascades. Each position carries directional risk; low long-run correlation to BTC is a byproduct of timing, not a hedge.

Updated 10 Sep 2026: previously labeled “market-neutral”. Relabeled after a live exposure review; the strategy itself is unchanged.

Approach — Reads crowding and forced-deleveraging pressure in perpetual futures; maker-first execution with taker fallback to manage cost, volatility-targeted with a hard leverage cap.
Validation — Validated through expanding walk-forward with out-of-sample windows and adverse-path (worst-case fill) reconstruction — the edge must hold on data the model never saw.
Performance data available to qualified investors on request.
Delta-Neutral CarryPaper forward test

GLACIER

paper forward test · capital pending

Delta-neutral carry across major perpetuals. Harvests funding and basis spreads with both sides hedged — built to grind, not to swing.

Approach — Long spot against short perpetual of equal notional on a single venue; captures funding and basis while staying continuously delta-hedged.
Validation — Backtested across multiple years spanning major stress events (LUNA, FTX) and validated in real-time paper trading, with liquidation avoidance as a first-class constraint.
Performance data available to qualified investors on request.
Volatility IncomePaper

HORIZON

paper test in progress · 3 open positions

Defined-risk BTC options income. Harvests volatility premium while staying continuously delta-hedged, so it earns whether BTC drifts up or down.

Approach — Multi-leg defined-risk option structures on Deribit, delta-hedged with perpetuals on a threshold band; premium harvesting held to expiry.
Validation — Backtested across multi-year option cycles including major volatility events; currently in real-time paper validation before any capital is deployed.
Performance data available to qualified investors on request.
AI Signal ServiceFreeClosed

AURORA

closed 26 Sep 2026

AI day-trading signals across five majors (BTC·ETH·XRP·SOL·BNB). Closed 26 Sep 2026 after 212 days of pre-published daily signals; the record is retained. Enters only on high-conviction setups and sits out the rest.

Closed · 2026-02-27 ~ 2026-09-26 · Signal publication ended 26 Sep 2026 (decision 10 Sep 2026); no new signals or alerts. Historical record retained.

Approach — Machine-learning direction models with confidence-gated entries; trades only a fraction of days and holds cash when conviction is low.
Validation — Leakage-free expanding walk-forward validation across multiple years — every prediction tested only on unseen future data.
Performance data available to qualified investors on request.
Why we say "validated"

Proof before capital

Anyone can show a good backtest. We publish how it was tested — and what could still go wrong.

🔬

Walk-forward, out-of-sample

Parameters are chosen only from past data, then tested forward on data the model never saw. No hindsight, no cherry-picking.

🌪️

Stress-tested on real crashes

Validation windows run through LUNA, FTX, and 2024's spikes — not just calm markets. Worst-case assumptions, not best-case.

📊

Tested, not just claimed

We label each strategy by stage — paper, forward test, or live — and describe how its edge was validated, not merely that it works. Transparency is the product.

Risk disclosure: This page describes each strategy's approach and how far it has cleared validation (paper / forward test / validation complete). Concrete performance data is not published here — it is shared individually with qualified investors on request. No strategy deploys real capital at paper or forward-test stages. Cryptocurrency trading carries significant risk, including total loss of capital.