A market-neutral, momentum-based swing trading strategy specialising in trend reversals across the most liquid digital assets. Few positions, held with high conviction — and no dependence on market direction.
Signal Confirmation ModelSchematic · not fund data
Markets misprice the end of a move more reliably than its middle. Our edge lies in identifying trend exhaustion — the point at which directional positioning is most crowded and least supported by underlying demand — and taking the opposing side once momentum confirms the turn. The inefficiency is structural rather than directional, which is why it recurs across regimes and does not depend on the market rising.
Style
Swing trading, long and short. Positions held across the move, not the noise — repeatable, high-probability windows rather than constant exposure.
Universe
The top 50 digital assets by market capitalisation, weighted toward the largest and most liquid.
Signals
Systematic, data-driven frameworks integrating momentum, macroeconomic indicators, cross-asset relationships, and investor positioning and sentiment.
Conviction
Low-frequency and selective by design. Every position is discretionary, taken under active human oversight — judgment over automation. Execution is off-exchange, settled via mirrored credit through Fireblocks.
Leverage
None. All positions fully funded. By policy.
Allocation
Constrained by mandate.
Exposure is bounded by market-capitalisation tier at the time of investment. The universe is the top 50 digital assets; the weighting is deliberate, not opportunistic.
30%50%20%
BTC / ETHRank 3–20Rank 21–50
Per-Trade Ceiling
Single-position limits are capped by tier — up to 30% of portfolio in BTC/ETH, 25% in rank 3–20, and 20% in rank 21–50. No position may exceed its tier ceiling regardless of conviction.
Direction
Long and short. Historically the strategy has been weighted toward short exposure, reflecting where trend-exhaustion signals most frequently occur — but net exposure is actively managed rather than fixed.
Liquidity
Trading is confined to the most liquid segment of the market, limiting slippage and market impact on entry and exit.
Risk
Risk is sized before it is taken.
Normal
0 – 4%
Caution
4 – 8%
Auto-Closure
8%
Reviewed Extension
≤ 12%
Tiered checkpoints in approximately 4% increments. Extension beyond auto-closure requires documented thesis and technical confirmation.
Within parametersRule brokenCut
Illustrative only — a schematic of the monitoring process, not live fund data.
Risk Engine
A proprietary risk engine enforces the fund’s parameters — market capitalisation thresholds, exposure limits, position sizing — in real time. It monitors every position continuously and enables us to cut on demand the moment a rule is broken or conditions turn unfavourable.
Drawdown
Structured checkpoints in approximately 4% increments. The caution zone activates enhanced monitoring and dynamic stop-loss engagement; auto-closure triggers at 8% unless a documented review validates extension to a maximum of 12%.
Exposure
Active management of net and gross exposure, with strict per-asset and per-tier limits on capital allocation.
Oversight
Every position is subject to human review. Momentum and volatility metrics — MACD, rate-of-change, and ATR breakout behaviour — inform discretionary intervention.
Independent Review
Artemis Advisory provides continuous independent monitoring of the fund, ensuring all trading is conducted correctly, professionally, and within defined risk and exposure limits.