Vault Strategies

Herein lies full descriptive information of the algorithmic strategies available on our platform.

Bottom Feeder

Bottom Feeder is a mean reversion strategy developed by Justin Wise and Alexander Pearson in the winter of 2019. It's designed to take long trades during *extreme* oversold conditions in the markets, utilizing the Average True Range to set a volatility-adjusted stop and take profit. The strategy adjusts position sizing based on distance to the stop loss to limit risk to 2% of Vault funds for any given trade.

The entry signals are generated by seven heavily-modified instances of the Mynx oscillator, itself developed by Justin Wise. These modifications were applied to highlight instances of historically-significant oversold conditions for USD(T)-paired crypto markets. By using multiples of the current volatility data for the markets, the strategy is designed to have enough edges on the market to win substantially more frequently than a random entry-exit system.

The Bottom Feeder strategy has been profitably running non-stop on several different USDT-paired crypto assets for close to 3 years. It features 69.42% win rate, with an average Risk/Reward Ratio of 0.68. From July 2020 to July 2022, Bottom Feeder entered 206 USD/USDT Quoted Positions, of which 143 were winners. Its average profitability from inception is 22% CAGR (compound annual growth rate). This average profitability includes the most recent strong, bear market downtrend, which was rough on the strategy. Going forward, this strategy is expected to outperform the 22% CAGR in the near to mid-term.

Super Duper DEMA

SDDema - Coming Soon