Strategies/Multi-Factor Delta-Neutral
Multi-Factor · Binance · OKX · Live Since Jul 2023

Multi-Factor Delta-Neutral
& CTA Strategy

80% funding rate arbitrage combined with 20% systematic CTA — the all-weather portfolio delivering consistent returns across all market cycles.

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Strategy Type
80% Funding Arb + 20% Systematic CTA
Asset Class
Crypto Perpetuals + Spot
Exchanges
Binance, OKX
Live Since
July 2023
Custody
Investor-owned account (API)
Structure
Non-custodial SMA

Strategy Description

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

The 80/20 allocation is deliberate: funding 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 on Binance and OKX. Steady, low-volatility income floor.
20%
Systematic CTA — Trend-following component capturing outsized returns during high-volatility regimes and major directional moves.

Investment Terms

Minimum Investment1,000,000 USDT / USDC
Lock-up Period6 Months
Withdrawal1 Month
ExchangesBinance, OKX
CustodyInvestor-owned account (API)
Management Fee1.5% p.a.
Performance Fee
30%
carry above hurdle
full catch-up at 2.5%
6%
hurdle rate
perpetual HWM
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Monthly PnL — Live from CSV Loading…

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94.6% Total
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DISCLAIMER: For professional investors only. Past performance is not indicative of future results. Crypto assets involve significant risk including total loss of capital.