Most Volatile Protected

BMxVTP TOKEN
Contract Address: 0x30f2d215c9091dd230f988a6f24a1176ceca2ecd / Decimals: 10
This token is the asset token tracking performance of coins with the largest volatility in the previous 24-hour period. The strategy employs trend protection mechanism, that ensures that part of the funds is kept in cash in the downtrend market. The core objective of the strategy is to generate the returns corresponding to the yield of the cryptocurrencies with the largest capitalization.
Introducing Crypto Strategies
Change 24 hours
-0.12 %
in USD
Invests in
cryptocurrency
Wallet settings for token
Symbol:
BMxVTP
Contract Address:
0x30f2d215c9091dd230f988a6f24a1176ceca2ecd
Decimals:
10
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STRATEGY TOKEN VALUE

One Day Most Volatile Strategy with Trend Protection Token Value in USD
Past performance is not an indication of future results
  • Live
  • Backtested
Net of fees. Past performance is not an indication of future results
  • Live
  • Backtested
Net of fees. Past performance is not an indication of future results
As of 17 Jul’ 19, in ETH
  1. Standard deviation of daily returns
  2. Highest loss from the peak to a trough within the same time period
The represented backtested results are calculated taking into account the 0.5% trading commission fee for portfolio rebalancing. The backtested results are presented solely for explanatory purposes and do not indicate or guarantee future results.
    Description

    The strategy tracks coins with the largest volatility within the latest 24-hour period. The strategy allocates funds to the most volatile coins only to the extent the overall cryptocurrency market is rising and is reducing the downside risk through keeping another part of funds in cash. The quantitative strategy seeks to generate alpha to ETH regardless of the market conditions. Most Volatile Protected is designed by an outstanding team of professionals with cumulative experience of more than 30 years in quantitative data analysis and cryptocurrency trading.

    Strategy

    Most Volatile Protected is based on a proprietary cryptocurrency selection process. The portfolio consists of no more than 20 coins with the largest price volatility for the latest 24-hour period. Part of the funds, equal to the share of the total market being on the downtrend, is kept in cash. The rest of the portfolio is allocated to the most volatile coins weighted against one another based on their market capitalization. The portfolio is rebalanced every 24 hours. Strategy execution is fully automated 24 hours a day, 7 days a week.

    Key Features
    No lock-up after issuance
    Regional restrictions apply

    Key strengths

    • Tracks up to 20 cryptocurrencies with the largest volatility
    • Provides downward trend protection
    • Rebalanced and reconstituted daily
    • Seeks to generate alpha to ETH irrespective of the cryptocurrency market performance
    • Executed automatically 24/7
    • Cost efficient
    • Trades on several eligible exchanges
    • Designed and managed by an outstanding team of professionals

    Key metrics

    • Asset class: cryptocurrencies
    • Maximum coins: 20
    • Rebalanced: every 24 hours
    • Reporting currency: ETH
    • Service fee: 1.5%