Hedge
In testingA strategy in which market direction stops being a risk.
Strategy status
The strategy is in testing. Public statistics will appear on this page once it is complete — in the same verifiable-data format as the flagship's.
Want to know about the launch? Leave a request.
How it works
The classic dilemma of trading is guessing where the price will go. Hedge is built so that the question never has to be asked. The design is market-neutral: the asset is bought on spot, and at the same time a short position is opened on futures, collateralized by the asset itself. The long and short legs offset the price movement — rising and falling markets stop being the deciding factor of the result.
So where does the strategy earn? From the mechanics of the design itself — and that is the part we do not disclose.
A caveat without which this text would be advertising rather than description: neutrality to direction does not mean the absence of risk. Execution, liquidity and venue-infrastructure risks remain. We take directional risk out of the equation — we do not promise the absence of risk as such.
Questions about the strategy?
Write to us — we'll answer questions about the mechanics, onboarding terms and risks. No autoresponders, no sales scripts.