Stoic Capital

This is a directional trend-following strategy, designed to capture momentum in the top 10 most capitalized crypto futures. It operates within predefined volatility clusters, entering when specific conditions are met while avoiding less favorable market states. Exit thresholds for take-profit and stop-loss are dynamically adjusted based on evolving market conditions.

Performance data is available for both live trading and out-of-sample (OOS) simulations. The live strategy operates with dynamic and occasionally reduced risk compared to the out-of-sample simulations.

This strategy begins by filtering trade opportunities based on market volume, ensuring that positions are only taken when liquidity conditions support efficient execution. It then applies a trend-following approach to the top 10 most capitalized crypto futures, identifying breakout signals within predefined volatility clusters. By avoiding low-volume and unfavorable market phases, it enhances trade quality and minimizes unnecessary risk.

Take-profit and stop-loss levels are dynamically adjusted based on real-time market conditions. The live strategy operates with dynamic and occasionally reduced risk compared to the out-of-sample simulations.

This strategy is a dynamic pair trading approach, utilizing a proprietary statistical model to estimate beta between correlated assets. It identifies mispricings by tracking the spread and enters positions based on discrepancies in convergence or divergence. The model adapts to evolving market conditions, adjusting thresholds for spread deviations. The strategy aims to capture alpha from temporary inefficiencies in asset relationships.