VK-M01LiveSample data
Majors Momentum
Multi-horizon momentum with a volatility filter, capturing medium-term trends in BTC/ETH and cutting exposure automatically in chop.
- CAGR
- +31.5%
- Sharpe
- 1.92
- Max Drawdown
- -14.8%
// Quantitative Strategies
Strategy Showcase
14 strategies spanning trend, arbitrage, market-neutral, on-chain and AI signals. Below is a public view of each strategy's framework and risk profile.
- Strategies
- 14
- In Production
- 11
- Avg. Sharpe
- 2.20
- Markets
- 12
About this data
All performance figures on this page — equity curves, Sharpe ratios, drawdowns — are illustrative sample data used to convey each strategy's framework and risk profile. They do not represent actual historical performance or any promise of future returns. Audited figures will be published when available.
VK-A02LiveSample data
Cross-Exchange Arbitrage
Watches the same instrument across venues and crosses both sides when the spread still clears fees and slippage. Market neutral.
- CAGR
- +12.4%
- Sharpe
- 3.41
- Max Drawdown
- -2.1%
VK-A03LiveSample data
Funding Rate Harvest
Builds hedged positions when perpetual funding deviates materially, earning the rate without directional exposure. Settles every 8h.
- CAGR
- +17.8%
- Sharpe
- 2.76
- Max Drawdown
- -4.6%
VK-N04LiveSample data
Statistical Pairs
Screens cointegrated pairs and fades the spread when it departs its historical mean beyond threshold, waiting for reversion.
- CAGR
- +19.2%
- Sharpe
- 2.13
- Max Drawdown
- -6.8%
VK-M05LiveSample data
Volatility Breakout
Trades directional expansion out of low-volatility compression, sizing and stopping on ATR. High payoff, low hit rate.
- CAGR
- +42.1%
- Sharpe
- 1.54
- Max Drawdown
- -22.3%
VK-N06LiveSample data
Altcoin Mean Reversion
Fades short-term overextension in liquid mid-caps with volume confirmation. Holding periods measured in hours.
- CAGR
- +24.6%
- Sharpe
- 1.87
- Max Drawdown
- -11.2%
VK-C07LiveSample data
On-Chain Flow
Tracks large Solana transfers, DEX net inflow and new holder growth, positioning ahead of inflection points in flow.
- CAGR
- +38.4%
- Sharpe
- 1.66
- Max Drawdown
- -19.7%
VK-C08LiveSample data
Liquidity Provision
Actively manages concentrated-liquidity ranges on major DEXs to earn fees while hedging impermanent-loss exposure.
- CAGR
- +21.9%
- Sharpe
- 2.08
- Max Drawdown
- -9.4%
VK-I09BetaSample data
Sentiment Alpha
Uses an LLM to score social and news sentiment intensity, combining the resulting factor with price momentum to form signals.
- CAGR
- +34.8%
- Sharpe
- 1.48
- Max Drawdown
- -17.6%
VK-I10BetaSample data
News Event Driven
Parses the newsflow in real time, classifying event direction and magnitude, then takes short-horizon positions before full repricing.
- CAGR
- +28.3%
- Sharpe
- 1.71
- Max Drawdown
- -13.1%
VK-A11LiveSample data
Cash & Carry Basis
Longs spot against short futures when the curve is in contango, locking the basis to convergence. Near risk-free carry.
- CAGR
- +10.9%
- Sharpe
- 3.88
- Max Drawdown
- -1.7%
VK-M12LiveSample data
Regime Switching
A hidden-Markov model classifies bull, bear and range regimes, switching sub-strategies and leverage per state.
- CAGR
- +27.1%
- Sharpe
- 2.02
- Max Drawdown
- -12.9%
VK-N13ResearchSample data
Microstructure
Ultra-short signals from order-book imbalance and trade-flow asymmetry. Minute-scale holds; still in research, not in production.
- CAGR
- +15.3%
- Sharpe
- 2.44
- Max Drawdown
- -3.9%
VK-I14LiveSample data
Multi-Factor Selection
Blends momentum, value, quality and on-chain activity factors into a long/short book across the top 100 by cap, rebalanced weekly.
- CAGR
- +30.2%
- Sharpe
- 1.95
- Max Drawdown
- -15.4%
Need the full signal set?
The VectorKeith terminal delivers live signals across 14 production strategies, order-book depth, prediction markets and an AI research assistant.
Quantitative trading carries market, model-failure and liquidity risk, and may result in total loss of capital. Past performance does not predict future results. Nothing here constitutes investment advice, an offer or a solicitation.