Strategy log — simulated, methodology first.
Algorithmic strategies on crypto perpetual futures, run in simulation. Every simulated trade is logged, and a public track record is published after the evaluation cohort completes.
- StatusSimulated
- Risk per trade1–2% (policy target)
- Maximum monthly drawdown15% (policy target)
- Public track recordAfter the evaluation cohort
Targets describe the risk policy. They are not guarantees of results, and nothing on this page is a performance claim.
Three strategies, one portfolio
Each strategy targets a distinct market regime. They combine into a portfolio with per-trade risk limits.
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Momentum Regime
Identifies trending markets and captures directional moves.
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Funding Carry
Captures perpetual funding rate differentials.
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Volatility Breakout
Enters on breakout from defined volatility ranges.
Risk framework: keep every trade small
Risk controls keep each trade small and each drawdown bounded. The numbers are policy targets, not guarantees.
- Per-trade risk cap: 1–2% of account equity (a policy target, not a guarantee)
- Maximum monthly drawdown: 15% (a policy target, not a guarantee)
- Four-week cohort reviews: underperformers get paused
- Every simulated trade is logged with entry, exit and rationale
- AI-assisted strategy logic with deterministic fallbacks
Methodology first, record later
A public track record is planned after Q4 2026. Until then the strategies run in simulation, and nothing here is a performance claim.
- StatusSimulated
- Published resultsNone yet
How the system works
From venue to simulated execution, the full stack.
- Binance perpetual futures: deep liquidity, 24/7 markets
- kimi-k3 AI layer: pattern recognition across regime, funding and volatility inputs
- Deterministic fallbacks: rule-based execution when model confidence is low
- Four-week cohorts: every strategy runs in an isolated cohort for independent evaluation