Long Arc

Systematic Crypto Trading

We build systematic trading strategies for crypto perpetual futures. No discretionary decisions. No market timing. No narratives. Every position is computed by the same engine that produced the backtest—the same signals, the same sizing, the same risk controls.

The system combines eighteen signal families spanning momentum, mean reversion, volume, funding rates, and microstructure. It rebalances hourly, clusters correlated positions, caps net exposure, and scales down automatically during drawdowns.

The edge comes from disciplined execution of backtested rules, not from predictions about where crypto is going. Markets are noisy. Systematic strategies extract signal from noise by being consistent, patient, and risk-aware over thousands of trades.

Funds

Hyperliquid Vaults · Fully On-Chain

Conservative Growth

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Inception: —

View Vault
—Sharpe
—Sortino
—CAGR
—Max DD
—Calmar
—Profit Factor

Backtest

Net Return—
Win Rate—
Round Trips—
Avg Leverage—
Period—

Risk Controls

Leverage—
Max Position—
Net Exposure Cap—
Max Positions—
Circuit Breaker—

Parameters

Deploy—
Rebalance—
Corr Threshold—
Max / Cluster—
Kelly—

Backtest: Feb 2025–Mar 2026. Stitched Binance + Hyperliquid data. 3.4 bps cost model. Past performance does not guarantee future results.

Aggressive Growth

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Inception: —

View Vault
—Sharpe
—Sortino
—CAGR
—Max DD
—Calmar
—Profit Factor

Backtest

Net Return—
Win Rate—
Round Trips—
Avg Leverage—
Period—

Risk Controls

Leverage—
Max Position—
Net Exposure Cap—
Max Positions—
Circuit Breaker—

Parameters

Deploy—
Rebalance—
Corr Threshold—
Max / Cluster—
Kelly—

Same engine as Conservative Growth. Identical signals—different sizing. Backtest: Feb 2025–Mar 2026. Past performance does not guarantee future results.

Engine

Architecture · Testing · Methodology

Codebase

—Lines of Rust
—Tests
—Line Coverage
—Signal Families
—Commits
—Source Files

Single compiled Rust binary. No Python. No notebooks. No runtime dependencies. The same executable that runs backtests runs live trading—identical signal computation, identical risk controls, identical execution logic.

Every parameter is validated through walk-forward backtesting before deployment. Signal families are evaluated independently via information coefficient analysis with anchored expanding windows. No in-sample optimization reaches production without out-of-sample confirmation.

Signal Architecture

Eighteen independent signal families vote on position direction and magnitude. Each family captures a different market microstructure phenomenon—time-series momentum, cross-sectional momentum, pairs cointegration, funding rate arbitrage, structural breakouts, volume divergences, and mean reversion.

Signals are combined via z-score averaging of walk-forward-validated features. No tree-based model, no neural network. The combiner has five features and zero trainable parameters. Simplicity is the point: fewer degrees of freedom means less overfitting.

Risk Management

Position sizing follows fractional Kelly criterion with concentration caps. Correlated assets are clustered and their combined exposure is bounded. Net exposure is capped as a fraction of gross. Graduated drawdown scaling reduces all positions proportionally as the portfolio approaches its maximum drawdown threshold.

A setup-based entry filter requires multi-signal consensus before opening new positions. Early stop-losses cut underwater positions within the first 48 hours. A circuit breaker halts all new entries at the maximum drawdown level.