- MDD
- -22.70%
- Sharpe
- 0.92
- Win rate
- 46.1%
- Vol 30D
- $2.60M
- Age
- 493d
- Skin in game
- 20%
- Perf fee
- 20%
- Lockup
- 3d
- Depositors
- 10
- Description
- Aggressive cross-sectional momentum versus BTC. High drawdown by design.
- Cross-sectional momentum vs BTC, 4h, cut on 2 ATR.
- Process
- 4h signals, 2 ATR stop, no add-on.
- 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 | short | $145,102 | 147.80 | 148.00 | -$195.08 -1.12% | 189.19 | $17,412 |
Community & manager updates
The manager's market reads, rebalance records and monthly letters, alongside depositors' discussion. All simulated.
Discussion
8 posts · 6 replies · 7 participants · Last activity 6 Sept 2026
- 7 Sept 2026via Web
Signal is long. 4h momentum versus BTC is +2.1σ and the stop sits 2 ATR below at 138. If you are new here, read the factsheet line 'satellite only' twice. This sleeve had a −22% drawdown in June and it will do that again some day.
Only manager on the platform whose pinned post is a warning. Staying small and staying.
- PorticoDepositor · 2026-026 Sept 2026via Web
Up 18% in a month and the manager's first post of the week is a warning. That is why I am here.
- 5 Sept 2026via iPhone
What is the largest position you would run here before slippage eats the edge? The vault is $4.2M now.
Around $8M on current SOL depth. Above that I close the vault to new deposits, and I will say so here first.
- KestrelDepositor · 2026-054 Sept 2026via Web
Rode the June drawdown, redeemed at the bottom like an idiot, and re-deposited last week. The lesson was sizing, not the strategy.
The lesson is always sizing. Keep it under 5% of NAV and you will never redeem at the bottom again.
- 3 Sept 2026via iPhone
Re-entered on the 4h breakout. Full size, stop at 2 ATR, no add-ons.
Market Side Fill Weight SOL long 148.00 0.0%→100.0% USDC cash 1.000 100.0%→0.0% Rebalanced 3 Sept 2026 - 31 Aug 2026via Web
August letter: +11.2% for the month, two trades, one stop-out at −4.1%, one runner. Hit rate this year is 46%; the average winner is 2.6x the average loser. That ratio is the product, the hit rate is the tax.
2.6x with a 46% hit rate is the whole thesis in one line.
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
- 3
- Last post
- 7 Sept 2026
Signal is long. 4h momentum versus BTC is +2.1σ and the stop sits 2 ATR below at 138. If you are new here, read the factsheet line 'satellite only' twice. This sleeve had a −22% drawdown in June and it will do that again some day.All vaults by this manager
Latest rebalances
Fills and weight changes the manager published
| Market | Side | Fill | Weight |
|---|---|---|---|
| SOL | long | 148.00 | 0.0%→100.0% |
| USDC | cash | 1.000 | 100.0%→0.0% |
Trading involves risk. Past performance is not indicative of future results. Vault NAV can rise or fall.