SELECTED RESEARCH · DIGITAL ASSETS
When to be in Bitcoin and Ether, and how much.
Crypto Tactical 30 is Ex Vi research into tactical Bitcoin and Ether exposure, the two digital assets with the depth, derivatives and custody a systematic strategy needs. Several independent signal families compete for one risk budget, so modelled exposure changes with market conditions rather than holding permanent crypto beta.
HOW THE MODEL IS BUILT
Independent signals, one risk budget.
The model separates two questions that usually get mixed together: which signals have an opportunity right now, and how much risk each should carry. The signal families answer the first. An allocation layer answers the second, using volatility, correlation between signals and total gross exposure.
Universe
Bitcoin and Ether. The depth, derivatives and custody a systematic model needs.
Signal Families
Independent systematic signals with distinct logic and holding horizons.
Dynamic Allocation
Risk moves between signals on volatility, correlation and exposure.
Risk Budget
One budget and one gross exposure limit govern the whole model.
Implementation research
Venue, custody, cost and reporting requirements.
Available on request.
No performance figures are published on this site. Crypto Tactical 30 results are backtested research, not live trading, and are shared with qualified counterparties on request.
Methodology
Signal families, horizons and universe rules.
Research results
Backtested, with assumptions, costs and limitations stated. Not live performance.
Risk policy
Risk budget, gross exposure limits and drawdown response.
Implementation
Venue, custody and reporting requirements.
Licensing
Terms for licensing the model or the research behind it.