Edge Model
Systematic edge and execution designed for L1 alpha with strict risk controls. Rules-based positioning and disciplined risk management.
Performance vs Layer 1 (ETH & SOL)
February 2020 – February 2026 · Hypothetical growth of $100
Chart coming soon. Backtest data and methodology available upon request.
Strategy Performance
Hypothetical performance; past results do not guarantee future returns.
Total Return
654%
CAGR
39.74%
Sharpe Ratio
1.81
Max Drawdown
-13.16%
Sortino
2.74
Calmar
3.02
Volatility
17.4%
Win Rate (Years)
100%
Best Year
94.09%
Worst Year
6.28%
Strategy vs Benchmark
| Metric | Edge Model | Ethereum (ETH) |
|---|---|---|
| Total Return | 654% | 131% |
| CAGR | 39.74% | 14.9% |
| Sharpe Ratio | 1.81 | 0.6 |
| Max Drawdown | -13.16% | -33.68% |
Rolling Returns
MTD
-1.77%
3M
15.21%
6M
32.26%
YTD
9.18%
1Y
58.88%
3Y (ann.)
66.94%
5Y (ann.)
38.73%
Risk Metrics
Daily VaR
-1.48%
Expected Shortfall
-2.14%
Avg. Drawdown
-2.46%
Longest DD (days)
154
Recovery Factor
16.05
Serenity Index
5.88
Important notice
Backtested performance is hypothetical and does not represent actual trading or live results.
Past performance is not indicative of future results. Investing involves risk, including loss of principal.
This material is for informational purposes only and does not constitute investment advice.
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