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Quantoshi Emerald Defensive Alpha

Quantoshi Emerald Defensive Alpha

Defensive positioning with exceptional capital protection

January 7, 2023 - November 30, 2025

Performance Metrics

Cumulative Return Total period return
+610.9%
CAGR Annualized return
+96.6%
Sharpe Ratio Risk-adjusted returns
4.78
Sortino Ratio Downside risk-adjusted
9.56
Calmar Ratio Return vs drawdown
18.26
Max Drawdown Peak-to-trough decline
-5.3%
Volatility Annualized volatility
+14.4%
Max DD Duration Longest drawdown period
46 days

Risk Metrics

1-Day VaR (95%) Value at Risk (95%)
-0.83%
1-Month VaR (99%) Monthly VaR (99%)
-2.50%
CVaR (95%) Expected shortfall (95%)
-1.36%
CVaR (99%) Expected shortfall (99%)
-1.82%
Omega Ratio Probability-weighted returns
2.32
Gain/Pain Ratio Monthly gain vs pain
46.54
Tail Ratio Right vs left tail
1.95
Gini Coefficient Return inequality
0.64

Rolling Sharpe Ratios

90d Sharpe (Mean) 4.89
90d Sharpe (Last) 3.46
365d Sharpe (Mean) 5.01
365d Sharpe (Last) 4.51

Period Returns

MTD +2.3%
3M +10.1%
6M +22.7%
YTD +61.6%

vs Bitcoin Benchmark

Metric Strategy BTC
Return +610.9% +436.2%
Sharpe 4.78 1.46
Max DD -5.3% -32.0%
Volatility +14.4% +47.0%

Performance Charts

Strategy Overview

Quantoshi Emerald is our flagship volatility-driven, regime-agnostic algorithmic strategy. Built entirely on our proprietary tick-by-tick data framework, it delivers uncorrelated returns across all market conditions.

Key Features

  • 12 Independent Volatility Strategies: Six long, six short, all operating on different volatility signatures
  • Regime-Agnostic Performance: Works in bull, bear, chop, and liquidation cascades
  • Live Performance Matches Backtest: Zero overfitting, proven reliability
  • Configurable Risk Controls: Strict maximum drawdown and loss-per-trade limits

Risk Profile: Defensive

This configuration prioritizes capital preservation with defensive positioning, making it ideal for the most risk-averse institutional mandates. It delivers substantial returns while maintaining extremely tight drawdown controls.

Target Characteristics:

  • Maximum Drawdown: -5.30%
  • Annualized Return: 98.9%
  • Sharpe Ratio: 4.83
  • Sortino Ratio: 9.73
  • Calmar Ratio: 18.69

Performance Period

Data Range: January 7, 2023 to November 1, 2025

The defensive profile demonstrates that even with extremely tight risk controls, Emerald continues to deliver near-100% annualized returns. The consistency of risk-adjusted metrics across all configurations proves the robustness of our volatility-harvesting approach.

Ideal For

  • Ultra-conservative institutional allocators
  • Regulatory-constrained portfolios
  • Risk-averse family offices
  • Allocators with maximum 5% drawdown limits

How It Works

Emerald operates on our proprietary data engine that ingests full tick-by-tick tape data, analyzing market microstructure through dimensions and filters no competitor has access to. This structural information advantage enables us to identify volatility patterns invisible to funds relying on candles, indicators, or traditional datasets.

The defensive configuration employs the tightest risk controls in our suite, with conservative position sizing and rapid stop-loss execution. This maintains access to volatility-driven alpha while keeping maximum drawdown below 5.5%.

Live Verification

Our backtest methodology streams historical tick data "as if live," producing identical behavior in backtests and forward tests. Emerald's live performance has matched its backtest with exceptional precision, confirming zero overfitting and demonstrating the integrity and reliability of our proprietary data engine.