CryptoQuantix was born from a fundamental realization: intraday orderflow in crypto is largely noise. After years of testing high-frequency mean reversions, the data spoke clearly — those strategies lacked a persistent statistical edge.
Focused heavily on orderbook imbalances and short-timeframe (1m-5m) volume spikes. While profitable on paper, real-world execution was eroded by Binance latency and sudden regime shifts.
Disabled all HFT bots. Zoomed out to the Daily and Weekly charts. Discovered that crypto's true edge lies in its massive, multi-week volatility expansions driven by structural liquidations.
Launched CryptoQuantix v2. A fully async, Python-based engine running on Deribit. Strictly gated by the 200-day SMA, capturing massive secular trends while protecting capital during chop.
| Requirement | Threshold | Status |
|---|---|---|
| Profit Factor | > 1.50 | PASS |
| Max Drawdown | < 30% | PASS |
| Trade Frequency | < 100 / yr | PASS |
| Slippage Tolerance | 0.20% RT | PASS |
Crypto markets are engineered to liquidate the undisciplined. We built a standalone Risk Engine that runs concurrently with the trading models, armed with absolute veto power.
Regardless of how many strategies trigger simultaneously, the total portfolio exposure (Long + Short) can never exceed 150% of the account equity. If a new signal would breach this limit, the order is rejected at the engine level.
A hard-coded circuit breaker. If the portfolio equity drops by more than 3% within a rolling 24-hour window, the engine instantly flattens all open positions and suspends trading until manual operator intervention.
We believe that black-box algorithms are a liability. The entire trading engine, execution logic, and analytical dashboards are open source. Inspect our research, fork the repository, and build upon our failures.