- MDD
- -26.40%
- Sharpe
- 0.79
- Win rate
- 46.1%
- Vol 30D
- $1.25M
- Age
- 358d
- Skin in game
- 24%
- Perf fee
- 22%
- Lockup
- 3d
- Depositors
- 10
- Description
- Three-name momentum basket rotated weekly. The most volatile sleeve on Orbit, and priced like it.
- Cross-sectional momentum vs BTC, 4h, cut on 2 ATR.
- Process
- Weekly cross-sectional ranking vs BTC, equal weight, 2.5 ATR stop per name.
- Custody
- Capital enters a MAIN illustration account, subscription moves to STRATEGY, exits return to MAIN then redeem. Segregation is illustrative.
| Market | Side | Size | Entry | Mark | uPnL (ROE) | Liq. price | Margin |
|---|---|---|---|---|---|---|---|
| SOL | long | $81,503 | 148.31 | 148.00 | -$171.04 -1.75% | 106.78 | $9,780 |
| AVAX | long | $51,156 | 28.33 | 28.40 | $119.05 +1.94% | 20.40 | $6,139 |
| LINK | long | $151,370 | 14.35 | 14.20 | -$1,594.84 -8.78% | 10.33 | $18,164 |
Community & manager updates
The manager's market reads, rebalance records and monthly letters, alongside depositors' discussion. All simulated.
Discussion
8 posts · 6 replies · 8 participants · Last activity 6 Sept 2026
- 7 Sept 2026via Web
Signal check: Alt Momentum Basket is long and in trend. The stop and the sizing rule are on the factsheet and have not moved. Flat stretches are part of the design; do not read them as a broken product.
Alt Momentum Basket did exactly what the factsheet said last month. Staying, and the lockup is fine.
Checked this against the fills. Consistent with the letter.
- 6 Sept 2026via Web
How would you size Alt Momentum Basket inside a book that already holds $Orbit Liquidity Provider (OLP)$ as ballast?
As a satellite: single-digit percent of NAV for an R5. OLP is the ballast; this is not, however good the 30D looks.
- 5 Sept 2026via iPhone
Scheduled rebalance, largest moves listed.
Market Side Fill Weight SOL long 146.24 22.0%→27.0% AVAX short 28.07 27.0%→22.0% LINK short 14.32 43.0%→33.0% Rebalanced 5 Sept 2026 - 3 Sept 2026via Web
How does the 22% performance fee interact with a drawdown, is there a high-water mark?
High-water mark, yes. The performance fee only accrues on new highs, and it is netted before your NAV prints, so what you see is what you keep.
- 31 Aug 2026via iPhone
August letter for Alt Momentum Basket: +12.4% for the month, intramonth drawdown inside budget, no rule changes. Fees and lockup unchanged: 22% performance, 3-day lockup. Full attribution is on the factsheet.
Attribution before excuses. Thank you.
- Ben (short vol)Depositor · 2026-0631 Aug 2026via Web
Compared Alt Momentum Basket with the two closest vaults on the list. Same category, lower drawdown here, slightly lower APR. I will take that trade every time.
Same experience here. The rules are the product.
Trading involves risk. Past performance is not indicative of future results. Vault NAV can rise or fall.
SOL momentum. Accepts that this sleeve will be ugly in range markets.
- Official posts
- 4
- Replies
- 2
- Last post
- 7 Sept 2026
Signal check: Alt Momentum Basket is long and in trend. The stop and the sizing rule are on the factsheet and have not moved. Flat stretches are part of the design; do not read them as a broken product.All vaults by this manager
Latest rebalances
Fills and weight changes the manager published
| Market | Side | Fill | Weight |
|---|---|---|---|
| SOL | long | 146.24 | 22.0%→27.0% |
| AVAX | short | 28.07 | 27.0%→22.0% |
| LINK | short | 14.32 | 43.0%→33.0% |
Trading involves risk. Past performance is not indicative of future results. Vault NAV can rise or fall.