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QUANTITATIVE STRATEGIES

Two strategies.View theirperformance summaries.

Matrix and Aegis are Prism's current quantitative strategies. This page presents the performance summaries provided by Prism and identifies each strategy's calculation basis and disclosures.

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01 / QUANTITATIVE STRATEGY

Matrix

Built on a long-biased ETHUSDT perpetual-contract inventory, combining short-term spread trading as a maker with CTA swing trading, with staged profit-taking, inventory adjustment, and risk controls to manage exposure.

Compound Annual Growth Rate48.09%CAGR
Maximum Drawdown
-3.51%
Sharpe Ratio
1.58
Sortino Ratio
Not provided
Profit Factor
5.41
Win Rate
73.6%

Performance calculation basis:

  • Net value accounts for actual fills, trading fees, funding rates, and mark-to-market inventory P&L.
  • The report does not list fixed fee rates or execution slippage assumptions.

Past results do not represent future performance, and actual market results may differ.

02 / QUANTITATIVE STRATEGY

Aegis

This is a coin-denominated strategy. It centers on BTC directional trends and volatility expansion, focusing on directional opportunities as trends extend; it enters with the trend after confirmation, combining micro-level signals, market-risk filters, and dynamic execution to manage position risk and trade quality.

Annualized Return171.25%Annualized Return
Maximum Drawdown
-6.02%
Sharpe Ratio
11.76
Sortino Ratio
12.52
Profit Factor
3.24
Win Rate
88.99%

Performance calculation basis:

  • Reported performance accounts for trading fees.
  • Reported performance accounts for execution slippage.

Past results do not represent future performance, and actual market results may differ.

PERFORMANCE DISCLOSURE

The performance data on this page is provided by the Prism team. Past results do not indicate future performance. This information does not constitute investment advice, an offer, solicitation or a promise of returns.