Algorithmic Long Short Strategy
ALS is a trend following momentum based strategy in BTC and ETH
Positive returns on uptrend and downtrending crypto markets
Significant drawdown and volatility reduction vs buy and hold portfolios
Developed and run by an award winning systematic hedge fund vlg.digital
Traded on your account on Binance
#1
Delivering higher returns than BTC and ETH
#3
Significant drawdown and volatility reduction vs buy and hold portfolios
#2
Positive returns on uptrending and downtrending crypto markets
#4
Developed and run by an award winning systematic hedge fund management team
#5
Traded on your account on Binance
Since inception in 2021 until today ALS made 5x compared to BTC and 3.7x compared to ETH. During that period ALS maximum drawdown was 67% less than for BTC and ETH
WHY DO YOU NEED IT
It doesn’t matter what you think of the market - in uptrending markets the portfolio has long positions, in downtrending markets the portfolio has short positions and in non-trending markets the portfolio is allocated to stable coins
Higher returns and less risk
Follow the flow
The strategy’s investment decisions are systematic or rule-based. That means there is no human discretion in decision making, the strategy follows the predetermined investment algorithm. Trades execution is also fully automated
No emotional bias
The strategy is run on your Binance account. You can withdraw the funds anytime
You control your assets
Why do you need it
Since inception in 2021 until today ALS made 5x compared to BTC and 3.7x compared to ETH. During that period ALS maximum drawdown was 67% less than for BTC and ETH
It doesn’t matter what you think of the market - in uptrending markets the portfolio has long positions, in downtrending markets the portfolio has short positions and in non-trending markets the portfolio is allocated to stable coins
Higher returns and less risk
Follow the flow
The strategy’s investment decisions are systematic or rule-based. That means there is no human discretion in decision making, the strategy follows the predetermined investment algorithm. Trades execution is also fully automated
No emotional bias
The strategy is run on your Binance account. You can withdraw the funds anytime
You control your assets
Performance of US $100 invested
Statistics*
ALS
BTC
ETH
Sharpe Ratio
1.47
neg
0.42
Max drawdown
-50.42%
-76.63%
-79.30%
Total return
530.6%
-1.6%
147.3%
Best month
79.2%
39.9%
78.2%
Worst month
-18.7%
-37.3%
-44.8%
10/22
4/21
7/21
10/21
1/22
4/22
7/22
100
200
300
400
500
600
700
* gross of fees data for the period 01.01.21 - 31.03.23
800
900
1 000
1 100
1 200
00
1/21
ALS
BTC
ETH
1/23
Statistics*
ALS
BTC
ETH
Sharpe Ratio
2.76
0.59
1.54
Max drawdown
-21.0%
-53.3%
-58.2%
Total return
555.2%
-59.1%
397.2%
Best month
79.2%
40.3%
77.1%
Worst month
-4.0%
-35.4%
-20.9%
3/21
5/21
7/21
9/21
11/22
100
200
* since inception till 31.12.21 net of all fees
400
600
80
1/21
ALS
BTC
ETH
Statistics*
ALS
BTC
ETH
3/22
5/22
7/22
9/22
11/22
100
150
* from 31.12.21 till 31.12.22 gross of all fees
200
00
1/22
ALS
BTC
ETH
50
Sharpe Ratio
0.07
neg
neg
Max drawdown
-41.4%
-66.9%
-74.0%
Total return
3.2%
-64.2%
-67.5%
Best month
21.6%
16.8%
56.7%
Worst month
-18.7%
-37.3%
-44.8%
Statistics*
ALS
BTC
ETH
22/01/23
05/02/23
19/02/23
05/03/23
100
* from 31.12.22 till 31.03.23 gross of all fees
200
00
08/01/23
ALS
BTC
ETH
50
Sharpe Ratio
neg
3.96
3.05
Max drawdown
-19.07%
-18.89%
-16.25%
Total return
-6.8%
72.1%
52.3%
Best month
8.4%
39.8%
32.5%
Worst month
-13.3%
0.1%
1.3%
19/03/23
150
How to get started
Step #1
Create a new Binance sub-account with Futures enabled
Step #2
Add crypto assets to sub-account
Step #3
Delegate trading rights to us
F&Q
ALS is an Algorithmic Long Short strategy that trades two most liquid crypto assets BTC and ETH. The algorithm determines uptrending and downtrending market regimes. In the uptrending regime, the strategy opens long positions, proportionately to BTC and ETH price momentum. In the downtrending regime, the strategy’s algorithm identifies the best setups for opening short positions in BTC and ETH. In non-trending market the portfolio is converted into USDC stablecoin.
Whenever the ALS algorithm sees a downtrending market, the strategy will open short positions in BTC and ETH futures.
Whenever the ALS algorithm sees an uptrending market, the strategy will open long positions in BTC and ETH futures, giving more weight to the asset with stronger momentum.
ALS returned 555% gross of fees in 2021 and 15% gross of fees during 11 months of 2022. Please note that past performance does not guarantee future returns.
- Holders of BTC and ETH who believe in the long-term upside of the assets but would like to reduce their portfolio drawdowns and to increase returns in falling markets.
- Anyone who’s looking for a superior risk/reward investment strategy profile.
- Anyone who’s looking for a superior risk/reward investment strategy profile.
ALS portfolio weights of BTC and ETH are defined once a day and are traded if needed accordingly.
We don’t charge any fixed fees such as subscription or management fees. We’ll charge a success fee of 20% on the profits made by the investor. We profit ONLY if you make money.
ALS strategy is offered for Binance clients only.
Yes, you can exit the strategy at any time.
A minimum of $1,000 is required for the strategy to be executed effectively.