🚢Bitcoin Flagship II
A fundamentals quant strategy, developed in conjunction with CoinWorth Capital
This quantitative trading strategy uses CoinWorth Capital’s proprietary bitcoin fundamentals valuation model in conjunction with proprietary momentum indicators to capture bitcoin upside while minimizing drawdowns.
Strategy Page: https://quant.fun/vaults/bitcoin-flagship-ii Risk Rating: 🍊 High Risk Yield Source: Trading Performance
Strategy Performance
Backtest Performance for 01 Jan 2020 to Present
Total Return
1,936%
1,538%
CAGR
72.0%
65.5%
Sharpe Ratio
1.20
0.94
Max Drawdown
-38.5%
-76.5%
Best Day
+19.2%
+20.9%
Worst Day
-15.0%
-37.0%
Backtested win-rate: 57%
Average time in market: 59%
Optimization: This strategy was optimized over a full crypto investment cycle, from 01 Jan 2020 to 31 Dec 2024. Out of sample testing has outperformed backtested expectations for 01 Jan 2025 to Present.
Interactive performance information is available at https://quant.fun/vaults/bitcoin-flagship-ii under Strategy Overview
Strategy Details
Deposit Asset: USDC
Assets Utilized: USDC, BTC-PERP
Blockchain Used: Solana
Protocols interacted with: Drift protocol
Uses leverage: No - all trades are fully collateralized by deposits
Minimum investment requirements: $10 to start earning
Withdrawal time: 2 hours redemption delay to process withdrawals
Technical Risks
Leverage: This strategy maintains at or less than 1.0 leverage ratio, mimicking spot trading
Liquidation: This strategy has no liquidation risk - all perpetual futures positions are fully collateralized by deposits
Fees
Management fee: 0%
Performance fee: 30%
For more on fees: Explore Fees
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