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Quantitative Futures Strategy

Systematic
Alpha in
Digital Assets

A fully automated, regime-adaptive strategy trading leading cryptocurrency perpetual futures. Engineered for consistent, risk-controlled returns uncorrelated to passive crypto exposure.

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+5.7% YTD 2026
March 2026 Live Since
24-Asset Universe Coverage
1× Leverage
Bybit Exchange
Investment Approach

Built on rigour.
Driven by data.

Yunori Lab runs three independent, fully systematic strategies in parallel at 1× leverage with no discretionary intervention: delta-neutral funding-rate carry, cross-sectional momentum, and time-series momentum, spread across a 24-asset universe.

Sleeve allocation weights are set by walk-forward optimisation — re-selected from trailing data only at every retrain, never fitted on the full sample — rather than a fixed, hand-chosen split.

Risk is managed independently per sleeve: hard position limits, volatility-scaled sizing, and portfolio-level drawdown halts under adverse conditions.

All performance is reported as Time-Weighted Return (TWR), unaffected by capital additions or withdrawals.

Strategy Systematic / Quantitative
Assets ETH · SUI (Carry) + 24-Asset Momentum
Exchange Bybit (USDT Perpetuals)
Leverage 1× Unlevered
Timeframe Multi-frequency · systematic
Live Since March 2026
Current Construction Live since August 2026
Currency USD (USDT)
Liquidity Daily

Investor Documentation

Access the full factsheet, weekly performance reports and strategy overview.

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