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: Aggressive
This configuration targets maximum absolute returns while maintaining institutional-grade risk management. It represents our flagship performance profile, optimized for allocators seeking aggressive growth with proven volatility-harvesting edge.
Target Characteristics:
- Maximum Drawdown: -24.70%
- Annualized Return: 2417.5%
- Sharpe Ratio: 4.84
- Sortino Ratio: 9.73
- Calmar Ratio: 98.03
Performance Period
Data Range: January 7, 2023 to November 1, 2025
Over this period, Quantoshi Emerald has demonstrated exceptional consistency across multiple regime types including trending markets, range-bound consolidation, volatility spikes, and liquidation cascades.
Ideal For
- Family offices seeking BTC-denominated yield
- Institutional allocators with flexible risk mandates
- Treasury operations targeting aggressive growth
- Sophisticated investors looking for uncorrelated alpha
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 system runs 12 fully independent volatility strategies, designed so no single model dominates. The portfolio adapts automatically to regime shifts without predictions, sentiment analysis, or machine learning optimization - only pure volatility extraction.
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.