STOIC
CAPITAL
We are live and specialized in crypto: systematic strategies with verified performance and rigorous out-of-sample validation for institutional due diligence.
Focus
Systematic strategies on liquid crypto derivatives—what we run and document today.
Documentation
Live series plus OOS reports per strategy so you can review performance and methodology in one place.
Next step
Email us or book a call from About to discuss allocation fit, risk limits, and how you want to connect.
Risk management comes first
Our core focus is how risk is managed in live portfolios. We treat governance of exposure, drawdowns, and controls as being just as important as the quality of the underlying signal—so investors can see performance in the context of a deliberate risk framework, not returns alone.
Sirocco
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.
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Riace
This strategy exploits temporary price imbalances between correlated cryptocurrency pairs: when their historical relationship breaks down, it positions to profit from the expected reversion to the normal correlation pattern. It uses regime detection to trade only in favorable market conditions and maintains strict risk controls through dynamic position sizing and automated stop-losses. By focusing on divergence opportunities during stable regimes, the strategy aims for consistent returns with controlled drawdowns through systematic pair trading across multiple timeframes and asset combinations.
Avg Monthly Turnover: 50X | Avg Net exposure: 0
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We also run other live strategies with different turnover and risk profiles. We show two here for clarity. On a call we can discuss integration, execution, and how to align what you see with your risk profile and turnover needs.
Contact Us
Ready to explore our strategies? Get in touch with us to learn more about our services.