Adaptive Trend
Directional · vol-targeted · Days to weeksFollows persistent moves in the most liquid, most volatile perpetual markets. It buys strength, sells weakness, and sizes every position so the whole sleeve carries a fixed risk budget rather than a fixed notional.
- Objective
- Capture medium-term trends while keeping realised volatility close to a 25% annualised target.
- How it works
- Three lookback windows (1w / 1m / 3m) vote on direction each hour. Agreement sets conviction; conviction and recent volatility set size.
- Exposure
- Net long or net short by design. Gross capped at 5x equity; single-name cap at 15% of gross.
- Risk management
- Positions exit on signal flip, not on price targets. A −6% daily equity drawdown flattens the sleeve until the next session.
- Markets
- Crypto majors and high-volatility alts, plus tokenised US equity perpetuals.
- Execution
- Passive limit orders on the Hyperliquid, rebalanced every 15 minutes; taker fallback only at the session close.
- Methodology
- Time-series momentum with a funding-rate tilt: crowded carry reduces size, paid carry increases it.