Multi-Factor · Binance · OKX · Live Since Jul 2023

Multi-Factor Delta-Neutral & CTA Strategy

80% funding rate arbitrage + 20% systematic CTA — the all-weather portfolio.

72.86%
Total Return
27.91%
Annualised
5.21
Sharpe Ratio
−3.07%
Max Drawdown

Strategy Description

The Multi-Factor Delta-Neutral & CTA Strategy employs a risk-balanced approach designed to deliver consistent risk-adjusted returns across all market cycles.

The 80/20 allocation is engineered deliberately: funding rate arbitrage provides a stable income floor independent of market direction, while the CTA component ensures the portfolio participates in major trend moves.

  • 80% Funding Rate Arbitrage — Market-neutral carry from perpetual/spot spreads
  • 20% CTA Strategy — Systematic trend-following for outsized returns in volatile periods
  • Best year: 2024 with +46.32% | 2023: +14.50% | Jan–Mar 2026: +11.76%
  • Sortino 5.53 · Calmar 0.77
  • Consistent positive performance in 26 of 32 live months

Investment Terms

Minimum Investment1,000,000 USDT / USDC
Management Fee0%
Performance Fee50%
Lock-up Period6 Months
Withdrawal1 Month
ExchangesBinance, OKX
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Annual Performance
+14.50%
2023 (H2)
+46.32%
2024
+11.76%
2025 YTD
DISCLAIMER: For professional investors only. Past performance is not indicative of future results. Crypto assets involve significant risk including total loss of capital. All figures net of fees unless stated.
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