A mid-frequency systematic crypto fund operating across hourly-to-daily horizons in spot and derivatives. Twenty production strategies, multiple uncorrelated signal families, validated across six years of market history.
中低频系统化数字资产投资机构，运行于小时至日级时间维度，覆盖现货与永续合约市场。20 项生产策略，多类正交信号体系，历经六年完整市场周期验证。
Cross-venue spreads capture institutional capital flow — a leading signal across major digital assets. 跨交易所价差，捕捉机构资金流向，领先主流资产行情。
Identify structural trend reversals, filter false breakouts, raise hit rate. 识别趋势结构反转，过滤假突破，提升胜率。
Adapt to market state — activate only in suitable regimes, controlling drawdowns. 自适应市场状态，只在有效环境下开仓，控制回撤。
Our 20-strategy production portfolio. In-sample backtest Sharpe 3.32 (2022–2025), validated out-of-sample on 2020–2021 (Sharpe 2.08) and 2026 YTD live OOS (Sharpe 3.46). 20 项策略组合。样本内回测夏普 3.32（2022–2025）；样本外覆盖 2020–2021（夏普 2.08）与 2026 年迄今真实样本外（夏普 3.46）。
Targets below are anchored on actual 2026 out-of-sample results through Jun 5 (155 days, true OOS), with conservative haircuts applied. Numbers are presented as target live / in-sample backtest. 以下目标基于 2026 年迄今 155 天真实样本外表现（截至 6 月 5 日），经保守折扣后给出。数据成对呈现：实盘目标 / 样本内回测。
Sharpe retention well above the industry >0.5 threshold for genuine edge in two independent out-of-sample windows places the portfolio in the top decile of systematic strategies. 在两段独立的样本外区间，夏普保持率均显著高于 0.5 的行业真实阿尔法阈值——这一表现跻身系统化策略前十分位。
Backtest-to-live divergence held within 1–2 percentage points. Engineering-grade deployment. 回测与实盘偏差控制在 1–2 个百分点，工程级部署。
Minute-resolution OHLCV across multiple market regimes. Coinbase, Binance, Binance Perp. Funding rate history modeled for directional cost. 横跨多个市场周期的分钟级 OHLCV 数据。来源涵盖 Coinbase、Binance、Binance 永续，包含完整资金费率历史。
Under 2x nominal leverage, actual net risk exposure is only 0.67x — multi-strategy internal hedging substantially reduces portfolio volatility. 名义 2 倍杠杆下，实际净风险敞口仅 0.67 倍，多策略内部对冲，大幅降低波动。
No discretionary overrides. No narrative trades. Every position is a model output. Drawdown limits are pre-committed, not reactive. 不做主观干预，不做叙事交易。每笔仓位皆为模型输出；回撤上限事先约定，而非事后被动响应。
Your capital stays in your own exchange account. We trade it through a trade-only, IP-whitelisted, withdrawal-disabled API key — we can never move your funds. A separately managed account, not a commingled fund: there is no manager-custody risk, and your money never leaves your account. 资金始终留在您自己的交易所账户。我们仅通过「只读交易、IP 白名单、禁止提现」的 API 密钥进行交易，无法转移您的资金。这是独立管理账户（SMA），而非混同基金——不存在管理人托管风险，您的资金从不离开您的账户。
Capital sits in your own Binance / OKX sub-account. You hold the keys and 100% of the balance. 资金存放于您自己的 Binance / OKX 子账户，您持有密钥与全部余额。
You grant a withdrawal-disabled, IP-whitelisted API key — scoped to trading only. Revoke it any time. 您授予一枚禁止提现、IP 白名单的 API 密钥，仅限交易权限，随时可撤销。
We place trades and settle agreed fees. Every fill is exchange-timestamped — a third-party-verifiable record from day one. 我们执行交易并结算约定费用。每笔成交均有交易所时间戳，第一天起即可第三方验证。