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: Default
This configuration offers optimal risk-adjusted performance, balancing substantial returns with moderate drawdown exposure. It represents the sweet spot for institutional allocators seeking strong performance with manageable downside risk.
Target Characteristics:
- Maximum Drawdown: -12.90%
- Annualized Return: 436.0%
- Sharpe Ratio: 4.83
- Sortino Ratio: 9.73
- Calmar Ratio: 33.83
Performance Period
Data Range: January 7, 2023 to November 1, 2025
This balanced configuration maintains the same exceptional Sharpe and Sortino ratios as our default profile while significantly reducing maximum drawdown exposure, making it ideal for allocators with moderate risk tolerance.
Ideal For
- Multi-strategy funds seeking diversification
- Institutional portfolios with balanced mandates
- Allocators prioritizing risk-adjusted returns
- Long-term wealth preservation with growth
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 balanced risk configuration achieves lower drawdowns through dynamic position sizing while maintaining the same underlying signal generation. This ensures consistent access to volatility-driven alpha across all market regimes.
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.