Yimin Xu

YXI’s BTC Quant Signals For Investment Professionals Can Deliver A Compounding Edge

We employ individual proprietary quantitative models for each name we cover to outperform the Buy-and-Hold strategy. The model examines the various macro drivers and asset specific factors against an asset’s histoical performances, taking positions when the conditions are favourable and moving to cash when they aren’t. It is a long-only strategy without leverage.

BTC

For Bitcoin, our backtests show that buying when the signal is 1 and moving to cash when it is 0 could improve daily success rates by roughly 3% versus “Buy and Hold.” The strategy also exhibits about half the maximum drawdown. (These results are based on historical data and may not predict future performance.)