Investment Objective

This strategy employs a risk-balanced, multi-factor approach designed to deliver consistent risk-adjusted returns across all market cycles. By combining arbitrage stability with quantitative momentum, the portfolio seeks to optimise the Sharpe ratio while maintaining high liquidity.

Strategy Philosophy

The '80/20' allocation is engineered to provide a high 'floor' for returns via arbitrage, while the CTA component ensures the portfolio does not miss major market movements. This synergy results in a robust vehicle that thrives on both market stability and volatility.

Core Components

80	Funding Rate Arbitrage — The Yield Engine Market-neutral (Delta Neutral) funding arbitrage capturing 'carry' from perpetual/spot spreads. Provides steady, low-volatility income independent of delta.
20	CTA Strategy — The Alpha Generator Systematic CTA model utilising trend-capture to generate outsized returns during high volatility periods.

72.86%

Periodic Return

27.91%

Annualised Return

5.21

Sharpe Ratio

−3.07%

Maximum Drawdown

How to Invest

Wealth Management

Available Now

Minimum Investment	1M USDT / USDC
Management Fee	0%
Performance Fee	50%
Lock-up Period	6 Months
Withdrawal Period	1 Month
Exchanges	Binance, OKX

Strategy Key Facts

Strategy Type	Multi-Factor Delta-Neutral & CTA
Allocation	80% Funding Arb / 20% CTA
Structure	Delta-neutral, Market-neutral
Inception	July 2023
Sortino Ratio	5.53
Calmar Ratio	0.77
Annualised Volatility	Low (Sharpe 5.21)
Reporting	Monthly

Strategy Performance — Monthly PNL (%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Yearly
2023	—	—	—	—	—	—	0.65%	0.03%	1.94%	0.60%	1.96%	8.35%	14.50%
2024	0.76%	5.08%	10.72%	5.97%	−0.56%	2.56%	2.13%	2.88%	4.35%	1.09%	8.76%	6.49%	46.32%
2025	0.57%	8.62%	2.02%	0.54%	−0.41%	−1.11%	−1.26%	−1.52%	−0.52%	2.70%	1.46%	−0.32%	11.76%
2026	0.27%	—	—	—	—	—	—	—	—	—	—	—	0.27%

Cumulative Growth Since Inception · Jul 2023 – Jan 2026

DISCLAIMER: THIS IS A MARKETING COMMUNICATION. PLEASE ENSURE A COMPLETE UNDERSTANDING OF THE RISKS AND SEEK THIRD PARTY ADVICE INCLUDING TAX ADVICE. If you are not a professional investor, please disregard this document. Past performance and figures shown do not guarantee future results. Target returns are aspirational only. Crypto assets involve significant risks including extreme volatility, potential total capital loss, and limited regulatory oversight. The strategy is subject to market, liquidity, and counterparty risks. THE STRATEGY IS NOT MANAGED AGAINST ANY BENCHMARK.

Multi-Factor Delta-Neutral & CTA Strategy