Equilibria is an advanced futures trading strategy designed to balance growth potential with risk management, combining trend-following, mean reversion and market neutral signals for a balanced, medium risk approach.
Overview*
- Type:
- Momentum, mean reversion, market neutral
- Asset class:
- Crypto Futures
- Instruments:
- Top 11 cryptos
- Total return:
- 1558.3%
- Annual return:
- 91.2%
- Max Drawdown:
- -20.8%
- Sharpe ratio:
- 2.22
- Frequency:
- Hourly
*Hypothetical backtests January 2020 to April 28, 2024
Summary
Equilibria, from SYGNAL, is an advanced futures trading strategy that balances growth potential with risk management. It is ideal for mid to long-term investors and is crafted to navigate the top cryptocurrency futures with a medium-risk profile.
Objective and Methodology
Employing a multi-faceted approach, Equilibria integrates Trend Following, Mean Reversion, and Market Neutral strategies. It leverages market momentum, price corrections, and relative asset performance to harness market opportunities, all while maintaining a strategic eye on risk through careful market analysis and intraday rebalancing.
Insights
Equilibria stands out for its hourly rebalancing without leverage, demonstrating agility and a disciplined approach to risk. The strategy has consistently delivered an average monthly profit of 6.5% and has impressively maintained positive returns in 70.2% of the months, showcasing the strategy's effectiveness and consistency.
Equilibria is committed to a medium-risk approach, ensuring that drawdowns are kept around or below 20% and that the investors' journey is as stable as it is profitable. With a Sharpe ratio of 2.27 and a Sortino ratio of 5.83, the strategy seeks to maximise returns. It does so with an acute risk awareness, aligning with SYGNAL's philosophy of sustainable trading excellence.
See in Action
ZIGNALY: Live Track Record
Strategy Performance
| All | 1Y | 6M | 3M | 1M | 7D |
|---|---|---|---|---|---|
Live on ZIGNALY since:
Monthly Performance Breakdown
Data provided by ZIGNALY
Track Record Audit
| Instrument | Signal Model | Status | View Trail |
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The Track Record Audit offers a meticulous verification of each signal generated by the strategy, focusing on the signal's value at the time of issuance. This detailed audit reflects our dedication to transparency and accuracy, providing our users with a clear view of the strategy's operational integrity. By examining the real-time value of each signal, investors gain a deeper understanding of the strategy's responsiveness to market conditions, empowering them to make well-informed decisions grounded in precise, signal-based insights.
The audit process meticulously tracks the issuance of each signal, capturing its value at the precise moment of generation. This rigorous approach not only ensures the authenticity and reliability of the data but also showcases our strategy's performance in real-time market scenarios. Furthermore, to guarantee the utmost integrity and immutability of the audit trail, all records are securely stored on the Ethereum blockchain. This blockchain integration not only enhances the audit's credibility but also provides a tamper-proof ledger, allowing investors to verify the historical accuracy and consistency of our signals with unparalleled confidence.
WHAT YOU NEED TO KNOW ABOUT THE SIGNALS
Our signals ("the Signals") are based on mathematical or statistical models, which academics and practitioners use in the context of financial markets. For instance, they give an indication for a certain trend, a relative valuation or a price pattern. Our Signals are typically sourced from leading practitioners like professional quantitative research firms. Before accepting a Signal to the platform, we analyse the quality and characteristics of the historic signal time series and assess the quality of the person, team or firm supplying the Signals. Despite our best efforts, we can give no guarantee as to the future quality of the Signals and the providers of the Signals (Signal Managers). Signals, which might have been value adding in the past, might not be value adding in the future, due to a changing market structure, changing market inefficiencies, changes in the model methodology and many other reasons.
A Signal must therefore NEVER be used as the sole input or trigger for a trading decision. It can only be regarded as one of many input factors in making your own investment decision.
You should therefore treat a Signal similar to Price / Earnings information of a stock: It can be a helpful information to evaluate the attractiveness of a stock or another financial instrument, but it is only one piece of information. You will need additional information before you can make a sound investment decision.
SYGNAL therefore excludes all liability related to the Signals or any other services provided by us or any related party. Any use of the Signals, in whatever context or way, will be at your sole responsibility and YOUR COMPLETE OWN RISK.
You must fully understand and accept these terms before using our services.
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