A fully systematic digital-asset fund trading major crypto perpetual futures, long and short, executed end-to-end by machine. Systematic production strategies across four independent signal families — from 15-minute cross-venue premium to daily trend — validated on six years of market history under strict out-of-sample discipline.
全系统化数字资产基金，多空双向交易主流加密货币永续合约，全流程机器执行。系统化生产策略、四大相互独立的信号体系——从 15 分钟级跨交易所溢价到日线趋势——在六年完整市场历史上以严格的样本外纪律完成验证。
Cross-venue spreads capture institutional capital flow — a leading signal across major digital assets. 跨交易所价差，捕捉机构资金流向，领先主流资产行情。
Identify structural trend reversals, filter false breakouts, raise hit rate. 识别趋势结构反转，过滤假突破，提升胜率。
Adapt to market state — activate only in suitable regimes, controlling drawdowns. 自适应市场状态，只在有效环境下开仓，控制回撤。
Our systematic production portfolio. In-sample backtest Sharpe 4.27 (2022–2025), validated out-of-sample on Jun 2020–2021 (Sharpe 2.94) and 2026 YTD forward OOS (Sharpe 2.44). 系统化策略组合。样本内回测夏普 4.27（2022–2025）；样本外覆盖 2020 年 6 月–2021（夏普 2.94）与 2026 年迄今前向样本外（夏普 2.44）。
Targets below are anchored on actual 2026 out-of-sample results through Aug 12 (224 days, true OOS), with conservative haircuts applied. Numbers are presented as target live / in-sample backtest. 以下目标基于 2026 年迄今 224 天真实样本外表现（截至 8 月 12 日），经保守折扣后给出。数据成对呈现：实盘目标 / 样本内回测。
Sharpe retention well above the industry >0.5 threshold for genuine edge in two independent out-of-sample windows places the portfolio in the top decile of systematic strategies. 在两段独立的样本外区间，夏普保持率均显著高于 0.5 的行业真实阿尔法阈值——这一表现跻身系统化策略前十分位。
Backtest-to-live divergence held within 1–2 percentage points. Engineering-grade deployment. 回测与实盘偏差控制在 1–2 个百分点，工程级部署。
Minute-resolution OHLCV across multiple market regimes. Coinbase, Binance, Binance Perp. Funding rate history modeled for directional cost. 横跨多个市场周期的分钟级 OHLCV 数据。来源涵盖 Coinbase、Binance、Binance 永续，包含完整资金费率历史。
At 1.5× nominal leverage, average net market exposure is only ~0.5× (gross ~0.9×) — offsetting long/short positions across the portfolio internally hedge away nearly half of deployed risk. 在 1.5 倍名义杠杆下，平均净市场敞口仅约 0.5 倍（总敞口约 0.9 倍）——组合内多空头寸相互对冲，内部消化了近一半的已部署风险。
No discretionary overrides. No narrative trades. Every position is a model output. Drawdown limits are pre-committed, not reactive. 不做主观干预，不做叙事交易。每笔仓位皆为模型输出；回撤上限事先约定，而非事后被动响应。
Your capital stays in your own exchange account. We trade it through a trade-only, IP-whitelisted, withdrawal-disabled API key — we can never move your funds. A separately managed account, not a commingled fund: there is no manager-custody risk, and your money never leaves your account. 资金始终留在您自己的交易所账户。我们仅通过「只读交易、IP 白名单、禁止提现」的 API 密钥进行交易，无法转移您的资金。这是独立管理账户（SMA），而非混同基金——不存在管理人托管风险，您的资金从不离开您的账户。
Capital sits in your own Binance / OKX sub-account. You hold the keys and 100% of the balance. 资金存放于您自己的 Binance / OKX 子账户，您持有密钥与全部余额。
You grant a withdrawal-disabled, IP-whitelisted API key — scoped to trading only. Revoke it any time. 您授予一枚禁止提现、IP 白名单的 API 密钥，仅限交易权限，随时可撤销。
We place trades and settle agreed fees. Every fill is exchange-timestamped — a third-party-verifiable record from day one. 我们执行交易并结算约定费用。每笔成交均有交易所时间戳，第一天起即可第三方验证。
Latent Meta is now listed as a Directional strategy on 1ndex, 1Token's strategy platform — giving allocators an independent place to discover the book and follow its live performance.Latent Meta 现已作为方向性策略登陆 1Token 旗下的策略平台 1ndex——为配置方提供一个独立的渠道，了解本组合并跟踪其实盘表现。
Our production integration with Hexon is live, and Latent Meta strategies are now listed on the Hexon marketplace — a new way to access the book.与 Hexon 的生产环境集成已上线，Latent Meta 策略现已登陆 Hexon 交易市场——为投资者提供全新的接入方式。
Guided by our post-ETF market-structure research, an ETH range-regime sleeve was rotated out for a newly validated low-frequency 1H trend-inflection strategy — selected on training data only and 8/8 on the validation battery: parameter stability, walk-forward reselection, Monte-Carlo timing, 5x cost stress, cross-asset transfer. The book composition is unchanged.基于我们对 ETF 时代市场结构的研究，一项 ETH 区间策略被轮换为新验证的低频 1H 趋势拐点策略——仅以训练数据选型，并以 8/8 通过验证测试：参数稳定性、滚动重选、蒙特卡洛时序检验、5x 成本压力与跨资产迁移。组合构成维持不变。
Two newly validated strategies joined the book — including our first ZEC edge — and one retired, keeping the four signal families regime-balanced.两项新验证的策略加入组合——包括我们首个 ZEC 策略——同时退役一项，保持四大信号体系的状态均衡。
A volatility-aware regime-sizing layer and a counter-trend profit-taking rule now govern position sizing — cutting modeled max drawdown by roughly a third at comparable returns.波动率感知的状态仓位调节层与逆势止盈规则接入仓位管理——在收益相当的情况下，将模型最大回撤压缩约三分之一。
The production bot began trading live capital in April 2026 — realized Sharpe 1.9, exchange-verified.生产环境交易机器人于 2026 年 4 月开始实盘交易——已实现夏普 1.9，可交易所验证。