ETH Trending Alpha ST set

 ETAS  

How does it work?

ETH Trending Alpha ST is a trend following strategy which uses technical indicators to identify and exploit short-medium trends.

The strategy uses EMAs and RSI to identify up-trends with a volatility metric for confirmation. We have developed the strategy to be adaptable to varying market cycles, enabling it to assess the current market structure (e.g. trending, sideways, trend strength) and adapt its trading parameters and risk management rules accordingly. The strategy is optimised for shorter time-frames enabling it to exploit some of the more shorter term trends.

 

The strategy is long-only, rebalancing into ETH when the strategy identifies an up-trend and rebalancing back to cUSDC when not in the market (e.g. flat or bear markets). All cash USD balances earn interest via Compound enhancing returns (not accounted for in back test).

The ERC20 token 'ETAS' is associated with the ETH Trending Alpha ST set.

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Diversifcation

Our investment strategies provide investors exposure to highly liquid digital assets that are uncorrelated across a diverse universe of global markets. They provide uncorrelated returns to traditional and alternative asset classes. The highly liquid markets in which we trade enable scalability, operational efficiency and daily liquidity.

performance

Live on-chain performance is verifiable and immutable. In the first few weeks of live trading on Token Sets the ETA sets have proved to be some of the best performing strategies to date.

We apply a rules-based systematic approach to trade execution, ensuring consistency and discipline, while reducing behavioural bias and operational risk.  

risk management

Our strategies are optimised for high risk-adjusted returns. Capital preservation is a priority when developing wealth- building strategies. The adaptable nature of the model allows trading parameters to automatically adjust based on market dynamics. 

Institutional knowledge

Our team has extensive experience across blockchain start-ups, digital assets, and tier 1 global investment banks. We believe a thorough understanding of the core technology is essential in order to successfully navigate the world of digital assets. Our experience spans global institutions such as Bank of America Merrill Lynch, Citigroup and Quality Capital Management.

Performance data
Back Test Results

Full Back Test Results: Back Test Performance for 2.0

 

IMPORTANT: Back-tested performance does not guarantee similar future performance. Future performance may be worse than the back test suggests. 

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© Alphachain Capital Ltd