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Live track record, independently verifiable

Live, daily performance of Algotoria’s systematic long–short strategies since 1 January 2024 — shown both gross and net of the 25% and 30% performance-fee tiers, time-weighted in USDT, benchmarked against Bitcoin, BITA Crypto 10, Gold and the S&P 500, and reconcilable on TradeLink Passport.

One signal, two strategies

Both strategies share the same algorithmic engine. Diversified extends the collateral base; Stable simplifies it.

0%+100%+200%+300%+400%+500%+550%Jan 2024Apr 2024Jul 2024Oct 2024Jan 2025Apr 2025Jul 2025Oct 2025Jan 2026Apr 2026+358%+337%+33%-1%+93%+58%
Algotoria Diversified · grossAlgotoria Stable · grossBitcoinBITA Crypto 10Gold (PAXG)S&P 500
ParameterAlgotoria DiversifiedRECOMMENDEDAlgotoria Stable
DiffersCollateralBTC, approved stables and RWAs (managed by Algotoria)USDT or USDC (chosen by the client)
DiffersInception (live track)1 October 20231 January 2024
DiffersActual gross CAGR+115.71%+80.64%
DiffersTarget gross CAGR120% at 35% risk90% at 30% risk
DiffersTarget Calmar ratio3.53.0
DiffersRisk tiers (max drawdown)15% / 25% / 35%10% / 20% / 30%
DiffersPerformance-fee methodNAV-based (AMA §1.1.18(a))Isolated USDT method (AMA §1.1.18(b))
SameTrading universe20–40 USDT-margined perpetual futures20–40 USDT-margined perpetual futures
SameCapital split≈ 90% trend-following · ≈ 10% counter-trend≈ 90% trend-following · ≈ 10% counter-trend
SameMinimum allocation$50,000–$150,000$50,000–$150,000
SameManagement fee0%0%
SamePerformance fee25–30% quarterly · rolling HWM25–30% quarterly · rolling HWM
SameLock-inNone · 5-day redemption noticeNone · 5-day redemption notice
Explore Diversified Explore Stable
Custom-Collateral. A third SMA profile for investors who prefer to manage their collateral assets themselves. The client retains full ownership and control of the collateral — Algotoria does not acquire, rebalance, or dispose of it. Any asset supported as cross-margin on the client’s exchange account is accepted (BTC, ETH, BNB, USDC, DAI, PAXG, XAUT, and similar). The Isolated USDT method (AMA §1.1.18(b)) applies for performance-fee accounting: only the USDT balance generated by futures trading is measured — the market value of the underlying collateral is excluded from PnL.

Signal generation

Both strategies are driven by a single, fully automated engine: a risk-parity portfolio of non-correlated sub-strategies traded across 20–40 of the most liquid cryptocurrency perpetual futures. Roughly 90% of capital is allocated to mid-frequency trend-following systems and 10% to counter-trend mean-reversion, operating on the 5-minute, 15-minute, 1-hour and 4-hour timeframes — deliberately above high-frequency intervals to preserve execution quality and strategy capacity. The blended book executes roughly 50 trades per day at an average holding period near three to four days, and the portfolio is optimised to maximise the Calmar ratio rather than raw return. Leverage is scaled inversely to prevailing volatility and hard-capped at 3×.

Entry signals

Long and short positions are initiated by a confluence of technical and statistical signals that monitor price action continuously: N-period maximum / minimum price discovery for breakout identification, Parabolic SAR for momentum-shift detection, simple moving averages for baseline trend direction, price-channel metrics that flag volatility contraction ahead of a directional move, and standard-deviation and proprietary volatility measures that gate engagement. The systems seek the early stages of a sustained directional move and ride the resulting momentum.

Exit signals

Exits are equally systematised and prioritise capital preservation: dynamic trailing stop-losses that ratchet with a favourable trend, fixed hard-coded stop-losses to cap catastrophic drawdowns, take-profit limit orders set on statistical probability, mean-reversion triggers on excessive deviation, time-stop closures when expected momentum fails to materialise, and immediate closure on an inverse directional signal.

Strategy footprint & capital split

# Instruments# Trend# Counter-trendTotalCapital
Bitcoin strategies1821035%
Ethereum strategies1821035%
Altcoin strategies104162030%
Total12202040100%
Trend-following ~ 90%
Counter-trend ~ 10%

Trading systems are reviewed quarterly — strategies are added or retired to enhance the Calmar ratio and minimise inter-strategy correlations. Capital is allocated under a risk-parity framework.

Methodology

Returns are computed as daily time-weighted returns with compounding from the unrealised margin balance of each strategy’s reference portfolio, denominated in USDT and rebased to 0.00% on 1 January 2024. The chart and the headline drawdown / Calmar figures are gross of performance fees and inclusive of exchange trading costs; the Returns and Risk & Return tables on this page show the matching net-of-fee figures at the 25% and 30% performance-fee tiers. Benchmarks: Bitcoin (BTC-USDT spot, OKX), BITA Crypto 10 (market-cap-weighted top-10 cryptocurrency index, BITA GmbH), Gold (PAXG-USDT spot, OKX), S&P 500 (SPY-USDT-SWAP perpetual on OKX). Risk-free rate: FRED GS3M. Raw data is updated monthly from TradeLink Passport (primary) and the respective public sources (benchmarks).

Download the raw dataset (CSV) →

Adjusted drawdown

Drawdown figures on this page use the spike-resistant definition: the value path is first smoothed by a one-day look-ahead minimum (smoothed[t] = min(V[t], V[t+1])); the adjusted peak is the running maximum of the smoothed series; reported drawdown is V[t] / adj_peak[t] − 1. This filters transient one-day spikes that would otherwise inflate the reference peak. The same algorithm is applied uniformly across every benchmark so cross-asset comparisons are like-for-like.

Basis. All drawdown figures, the agreed account-risk limit, and the live risk monitoring engine operate on the gross trading-account return curve — before deduction of Algotoria’s quarterly performance fee. Net-of-fee drawdowns experienced by the investor are larger by construction.

Drawdowns are a feature, not a bug

Typical annual drawdowns run 20–25%; historical back-tests reached 30%. All drawdown figures and the agreed account-risk limit are measured on the gross trading-account return curve, before deduction of Algotoria’s quarterly performance fee. Do not allocate capital you cannot afford to see marked down by one-third at some point.

Crypto is a leveraged risk-on asset

Despite ETF adoption, Bitcoin’s daily volatility is three to four times that of the S&P 500. The asset class remains regime-dependent.

Past performance is not a promise

Live data shown here is historical. Future results will differ from history, often materially. Read the full Risk Notice before allocating.

Read the full Risk Notice

Get Started

A few common questions — then a direct line to the team.

Are these returns net of fees?
Both. The headline chart and the Calmar / drawdown figures are shown gross — computed on the gross return curve before deduction of the quarterly performance fee — because that is the curve the agreed account-risk limit and the live risk engine operate on. Alongside, the Returns and Risk/Return tables on this page give the matching net-of-fee figures at the 25% and 30% performance-fee tiers so you can compare gross, net 25%, and net 30% side by side. There is no management fee, hurdle rate, entry fee or lock-in; Algotoria only earns when the account makes new profits above its rolling high-water mark. Monthly investor reports likewise show gross and net-of-fee returns (and the matching net drawdowns, which are larger by construction) for each Separately Managed Account.
Source · qa/07-performance-benchmarking.md §7.1
If I make a loss in one period, do you bring it forward to the next period?
Yes — losses carry forward indefinitely under our Rolling High Watermark methodology. The Success Fee is only charged on Net Trading Profits that take the account above its highest historical ending balance at the close of any previous calendar quarter — formally, P = E − MAX(B, HW) − I. If a quarter ends below that peak, no fee is assessed and you keep paying nothing until the strategy has fully recovered the prior loss and earned new profit on top. Fees paid in earlier profitable quarters are not clawed back. Diversified uses the NAV-Based variant; Stable and Custom-Collateral use the Isolated USDT variant (AMA §1.1.18).
Source · qa/10-commercial-terms.md §10.1
Can I reduce my risk tier? What does that change?
Yes. Each strategy offers three Investment Committee–approved risk tiers (High / Medium / Conservative) selected during onboarding and adjustable at any quarter-end. Lower tiers scale leverage down — average leverage drops from 100% at High to 33% at Conservative, max leverage from 300% to 100% — and the maximum drawdown ceiling drops proportionally (Stable: 30 / 20 / 10%; Diversified: 35 / 25 / 15%). Lower-risk tiers carry a higher minimum investment ($50k / $100k / $150k).
Source · qa/10-commercial-terms.md §10.1
Can I invest BTC and ETH?
Yes, through one of two profiles. Under the Diversified-Collateral SMA you deposit USDT only and Algotoria builds and manages the BTC / ETH / BNB / USDT collateral mix on your behalf; PnL is computed with the NAV-Based Method (P = E − MAX(B, HW) − I), so collateral price moves are included in your performance and the Success Fee base. Under the Custom-Collateral SMA you deposit and retain full control of your own collateral — BTC, ETH, BNB, USDC, PAXG or other approved digital assets — and PnL is computed with the Isolated Method (P_iso = U_E − MAX(U_B, HW_iso) − I_USDT), which tracks only the USDT balance change from futures trading and excludes collateral price moves. The choice determines who manages collateral risk and what the Success Fee is calculated on.
Source · qa/03-investment-strategy.md · qa/10-commercial-terms.md §10.1
How do I make a withdrawal?
There are no lock-in periods — you retain full liquidity at any time. Submit the request to your relationship manager with a 5-day notice; the engine systematically unwinds the corresponding exposure on your account, prioritising the most liquid instruments and scaling leverage down to limit slippage. Funds settle on your own exchange sub-account, which you control end-to-end — Algotoria has trade-only API access and cannot move capital out. A mid-quarter withdrawal triggers a pro-rata Success Fee on the Net Trading Profit earned up to the exit date, computed on the same Rolling High Watermark used for standard quarterly billing.
Source · qa/10-commercial-terms.md §10.2
Why should I trust numbers on your own site?
You shouldn’t take them on trust. The chart streams from the same CSV that powers our internal reporting, and every figure is independently verifiable on TradeLink Passport via a read-only exchange API. The “Verify on TradeLink” buttons above link directly to the two reference portfolios. Algotoria can additionally provision read-only API keys to your designated auditor for full trade-history access, or export comprehensive trade logs on request.
Source · qa/07-performance-benchmarking.md §7.2
How did the strategy perform during crypto crises?
The strategy is directional and trades both sides of the market, so sustained downward moves are favourable rather than catastrophic. The most recent example within the official track-record window is January–February 2026: while Bitcoin declined roughly 24% over those two months, the Stable strategy delivered approximately +47% gross and the Diversified strategy approximately +26% gross. Both figures are independently verifiable on TradeLink. The risk-parity framework and hard-coded drawdown halts mean back-test and live worst-case drawdowns have stayed inside the agreed risk ceiling across the published window.
Source · qa/07-performance-benchmarking.md §7.2
See the full due-diligence FAQ for 50+ additional questions.
Download strategy factsheets and investor materials from the Documents page.

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Algotoria Limited is a BVI-regulated Approved Investment Manager under the Securities and Investment Business Act, 2010. The content on this page is informational and does not constitute an offer to sell securities or investment advice. Services are available to qualified investors only. Past performance is not indicative of future results.