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SYSTEMATIC DIGITAL ASSETS

Concentrate the universe. Diversify the alpha.

Crypto Tactical 30 holds one universe — Bitcoin and Ether — chosen for depth, derivatives availability and institutional custody. Return is generated by multiple independent systematic engines operating on that universe, each with its own signal family and holding horizon. They do not carry separate capital; they compete for allocation from a single portfolio risk budget.

PORTFOLIO ARCHITECTURE

Independent sources of return, one risk budget.

The product separates two problems that are commonly conflated: which sources currently have exploitable edge, and how much risk capital each should hold. Alpha engines address the first. A portfolio construction layer addresses the second, aware of volatility, of correlation between sources, and of total gross exposure.

  1. Liquid Universe

    Bitcoin and Ether — the depth, derivatives and custody a systematic strategy needs.

  2. Alpha Engines

    Independent systematic sources, distinct signal families and holding horizons.

  3. Dynamic Allocation

    Risk capital moves between sources on volatility, correlation and exposure.

  4. Unified Risk Budget

    One portfolio-level budget and gross exposure limit governs the whole book.

  5. Execution

    Institutional venues, custody and reporting — one investable product.

What diligence should ask for.

Ex Vi does not publish performance figures on this site. The material below sets out the categories of evidence an allocator should expect to receive under a diligence process, and which Crypto Tactical 30 is structured to provide.

  • Reconciled record

    An independently reconciled track record produced by a third-party administrator, not by the manager.

  • Risk reporting

    Third-party risk reporting on a stated cadence, covering exposure, concentration and limit usage.

  • Custody attestation

    Qualified custody arrangements documented and attested, including the segregation model.

  • Return attribution

    Attribution by alpha source, evidencing that the engines are independent rather than variations of one exposure.

  • Risk policy

    The documented risk-budgeting and allocation policy, including gross exposure limits and the drawdown response.

  • Operational review

    Governance, valuation policy, counterparty and venue documentation, and audit history.