Algotoria Classic Diversified
A fully automated, non-custodial long–short strategy for bull and bear markets, running a risk-parity portfolio of trend-following and counter-trend systems on liquid crypto perpetual futures. Algotoria manages the collateral. Funds stay in the investor’s own exchange account, under the investor’s control.
Reference account: Binance, trading the strategy since 1 October 2023 (inception), at the 35% drawdown budget (High risk tier). Verify on TradeLink
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | Since inception |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +45.0% | −6.7% | +38.2% | +86.9% | +86.9% | |||||||||
| 2024 | +14.0% | +45.0% | +8.5% | −5.8% | +29.0% | −11.5% | +15.6% | +4.8% | +0.7% | +20.6% | +46.1% | −2.5% | +304.4% | +655.9% |
| 2025 | +5.7% | −7.5% | −4.5% | +17.8% | +16.0% | −6.8% | +10.1% | −1.4% | 0.0% | +13.9% | −3.5% | −15.6% | +19.8% | +805.8% |
| 2026 | +21.7% | +5.1% | −4.4% | −7.5% | −9.7% | −7.2% | −1.4% | +35.4% | +1.5% | +28.3% | +1,062.4% |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | Since inception |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +45.0% | −6.7% | +38.2% | +86.9% | +86.9% | |||||||||
| 2024 | +0.9% | +45.0% | +8.5% | −16.6% | +29.0% | −11.5% | +13.7% | +4.8% | +0.7% | +15.2% | +46.1% | −2.5% | +197.6% | +456.2% |
| 2025 | −5.3% | −7.5% | −4.5% | +17.8% | +16.0% | −6.8% | +5.6% | −1.4% | 0.0% | +11.7% | −3.5% | −15.6% | +1.0% | +461.9% |
| 2026 | +21.7% | +5.1% | −4.4% | −10.3% | −9.7% | −7.2% | −1.4% | +35.4% | +1.5% | +24.5% | +599.8% |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year | Since inception |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +45.0% | −6.7% | +38.2% | +86.9% | +86.9% | |||||||||
| 2024 | −1.7% | +45.0% | +8.5% | −18.8% | +29.0% | −11.5% | +13.4% | +4.8% | +0.7% | +14.1% | +46.1% | −2.5% | +178.8% | +421.1% |
| 2025 | −7.5% | −7.5% | −4.5% | +17.8% | +16.0% | −6.8% | +4.7% | −1.4% | 0.0% | +11.3% | −3.5% | −15.6% | −2.5% | +407.9% |
| 2026 | +21.7% | +5.1% | −4.4% | −10.8% | −9.7% | −7.2% | −1.4% | +35.4% | +1.5% | +23.8% | +528.6% |
| Metric | Classic DiversifiedGross | Replaysimulated · Gross | Bitcoinbenchmark | BITA Crypto 10benchmark | Gold (PAXG)benchmark | S&P 500benchmark |
|---|---|---|---|---|---|---|
| 1 month | +1.27% | −4.61% | +7.65% | +10.20% | −6.52% | −0.10% |
| 3 months | +35.46% | +21.01% | +42.63% | +52.84% | +3.95% | +2.58% |
| 6 months | +5.78% | −4.01% | +25.18% | +39.16% | −7.70% | +21.49% |
| 12 months | +18.93% | +7.66% | −26.68% | −27.74% | +7.14% | +14.88% |
| 24 months | +164.30% | +207.95% | +32.04% | +21.40% | +56.92% | +33.39% |
| CAGR | +126.65% | +117.36% | +44.05% | +36.62% | +31.33% | +21.48% |
| Total return | +1,062.39% | +925.24% | +198.69% | +154.83% | +126.23% | +79.11% |
| Metric | Classic DiversifiedNet 25 | Replaysimulated · Net 25 | Bitcoinbenchmark | BITA Crypto 10benchmark | Gold (PAXG)benchmark | S&P 500benchmark |
|---|---|---|---|---|---|---|
| 1 month | +1.27% | −4.61% | +7.65% | +10.20% | −6.52% | −0.10% |
| 3 months | +35.46% | +21.01% | +42.63% | +52.84% | +3.95% | +2.58% |
| 6 months | +2.65% | −6.35% | +25.18% | +39.16% | −7.70% | +21.49% |
| 12 months | +13.22% | −0.45% | −26.68% | −27.74% | +7.14% | +14.88% |
| 24 months | +106.47% | +125.39% | +32.04% | +21.40% | +56.92% | +33.39% |
| CAGR | +91.36% | +82.89% | +44.05% | +36.62% | +31.33% | +21.48% |
| Total return | +599.81% | +510.94% | +198.69% | +154.83% | +126.23% | +79.11% |
| Metric | Classic DiversifiedNet 30 | Replaysimulated · Net 30 | Bitcoinbenchmark | BITA Crypto 10benchmark | Gold (PAXG)benchmark | S&P 500benchmark |
|---|---|---|---|---|---|---|
| 1 month | +1.27% | −4.61% | +7.65% | +10.20% | −6.52% | −0.10% |
| 3 months | +35.46% | +21.01% | +42.63% | +52.84% | +3.95% | +2.58% |
| 6 months | +2.02% | −6.81% | +25.18% | +39.16% | −7.70% | +21.49% |
| 12 months | +12.10% | −2.04% | −26.68% | −27.74% | +7.14% | +14.88% |
| 24 months | +96.09% | +111.30% | +32.04% | +21.40% | +56.92% | +33.39% |
| CAGR | +84.64% | +76.39% | +44.05% | +36.62% | +31.33% | +21.48% |
| Total return | +528.64% | +448.15% | +198.69% | +154.83% | +126.23% | +79.11% |
| Metric | Classic DiversifiedGross | Replaysimulated · Gross | Bitcoinbenchmark | BITA Crypto 10benchmark | Gold (PAXG)benchmark | S&P 500benchmark |
|---|---|---|---|---|---|---|
| Current drawdown[9] | −5.08% | −11.05% | −32.28% | −33.72% | −24.03% | −1.39% |
| Adjusted max drawdown[6] | −31.10% | −35.93% | −51.38% | −56.02% | −26.94% | −17.52% |
| Max drawdown duration[10] | 155 days | 215 days | 358 days | 356 days | 243 days | 125 days |
| Ulcer index[11] | 10.08 | 8.96 | 22.59 | 28.51 | 9.75 | 2.90 |
| Calmar ratio[12] | 4.07 | 3.27 | 0.86 | 0.65 | 1.16 | 1.23 |
| Sortino ratio[13] | 7.70 | 9.21 | 1.56 | 1.04 | 1.68 | 1.52 |
| Sharpe ratio[14] | 3.30 | 3.47 | 1.01 | 0.69 | 1.32 | 1.15 |
| Annualised volatility[15] | 37% | 32% | 39% | 46% | 20% | 15% |
| Metric | Classic DiversifiedNet 25 | Replaysimulated · Net 25 | Bitcoinbenchmark | BITA Crypto 10benchmark | Gold (PAXG)benchmark | S&P 500benchmark |
|---|---|---|---|---|---|---|
| Current drawdown[9] | −5.08% | −13.22% | −32.28% | −33.72% | −24.03% | −1.39% |
| Adjusted max drawdown[6] | −33.14% | −37.49% | −51.38% | −56.02% | −26.94% | −17.52% |
| Max drawdown duration[10] | 186 days | 215 days | 358 days | 356 days | 243 days | 125 days |
| Ulcer index[11] | 11.99 | 10.35 | 22.59 | 28.51 | 9.75 | 2.90 |
| Calmar ratio[12] | 2.76 | 2.21 | 0.86 | 0.65 | 1.16 | 1.23 |
| Sortino ratio[13] | 4.25 | 4.62 | 1.56 | 1.04 | 1.68 | 1.52 |
| Sharpe ratio[14] | 2.26 | 2.31 | 1.01 | 0.69 | 1.32 | 1.15 |
| Annualised volatility[15] | 38% | 34% | 39% | 46% | 20% | 15% |
| Metric | Classic DiversifiedNet 30 | Replaysimulated · Net 30 | Bitcoinbenchmark | BITA Crypto 10benchmark | Gold (PAXG)benchmark | S&P 500benchmark |
|---|---|---|---|---|---|---|
| Current drawdown[9] | −5.08% | −13.65% | −32.28% | −33.72% | −24.03% | −1.39% |
| Adjusted max drawdown[6] | −33.55% | −37.80% | −51.38% | −56.02% | −26.94% | −17.52% |
| Max drawdown duration[10] | 186 days | 215 days | 358 days | 356 days | 243 days | 125 days |
| Ulcer index[11] | 12.64 | 10.81 | 22.59 | 28.51 | 9.75 | 2.90 |
| Calmar ratio[12] | 2.52 | 2.02 | 0.86 | 0.65 | 1.16 | 1.23 |
| Sortino ratio[13] | 3.60 | 3.85 | 1.56 | 1.04 | 1.68 | 1.52 |
| Sharpe ratio[14] | 2.05 | 2.09 | 1.01 | 0.69 | 1.32 | 1.15 |
| Annualised volatility[15] | 39% | 34% | 39% | 46% | 20% | 15% |
All Algotoria Classic trading systems are optimised for the Calmar ratio: return per unit of drawdown, not return alone.
Collateral[16]
Algotoria manages the assets posted as margin. Clients deposit and withdraw in USDT.
| Asset type | Assets | Current share | Cap[17] |
|---|---|---|---|
| Common stablecoinsUSDT, USDC | USDT, USDC | 70% | No cap |
| Yield-bearing stablecoinsRLUSD, USDG, OKUSD | RLUSD, USDG, OKUSD | 0% | No cap |
| BitcoinBTC | BTC | 30% | 30% |
| Tokenised goldPAXG, XAUT | PAXG, XAUT | 0% | 30% |
| Broad equity ETFsxSPY, xQQQ | xSPY, xQQQ | 0% | 40% |
- History
- Until 30 September 2026 the reference account’s collateral was approximately 45% BTC and 5% BNB, with the balance in USDT; the real-money track reflects that mix. On 30 September 2026 the Investment Committee moved it to 30% Bitcoin and 70% stablecoins. The Replay models 30/70 throughout.
Excluded assets, rebalancing and fees
- Excluded
- Altcoins and memecoins, and leveraged or inverse wrappers, are never held as collateral.
- Rebalancing
- The collateral is rebalanced to its target every quarter. The Investment Committee can also rebalance it at any time, within the caps above.
- Performance fees
- Gains and losses on the collateral count in the performance-fee base. To keep them out, invest through Algotoria Classic Custom, which measures fees on Isolated PnL; you then choose and manage the collateral yourself.
Trading signal
One Algotoria Classic signal drives Classic Stable, Classic Diversified and Classic Custom; they differ only in collateral. Beside it: the signal’s shared capacity, and how the reference account trades.
How the signal works
A fully automated, rules-based portfolio of trading systems from 9 strategy families (currently 21 as of 30 September 2026, from a set of 10–50 uncorrelated systems approved by the Investment Committee and adjusted to market conditions), on 5-minute to 4-hour bars. Trend-following systems ride sustained directional moves; counter-trend systems trade back from excessive price deviations. Capital is allocated by risk parity, so each system contributes a similar share of risk, and no one intervenes in individual trades.
Capital by strategy type
Investment terms
Every investor selects a risk tier during onboarding. The tier sets the drawdown budget, average and maximum leverage, and the minimum allocation.
Terms
| Investment form | SMA / MSA |
|---|---|
| Investment assets[21] | Up to 40 perpetual futures |
| Minimum investment[18] | 50,000–150,000 USDT |
| Management fee | 0% |
| Performance fee[5] | 25–30% quarterly |
| PnL method[26] | NAV-Based Method |
| Hurdle rate | None |
| High watermark | Rolling, post-fee |
| Lock-in period | None |
| Recommended horizon | ≥ 1 year |
| Redemptions | 5-day notice |
| Trading venues | OKX, Binance, Bybit |
| Exchange fee tier[19] | VIP2 |
| Custody | Investor retains; trade-only API |
Risk tiers[20]
| Tier | Max DD | Avg leverage | Max leverage | Min allocation |
|---|---|---|---|---|
| High | 35% | 100% | 300% | 50,000 USDT |
| Medium | 25% | 67% | 200% | 100,000 USDT |
| Conservative | 15% | 33% | 100% | 150,000 USDT |
Methodology and sources
- Returns
- Daily time-weighted returns in USDT over UTC days, from 1 October 2023 to 30 September 2026. Monthly, yearly and rolling figures compound the daily returns; CAGR annualises the full period.
- Fee bases
- Net 30 and Net 25 are modelled from the gross curve by deducting a 30% or 25% fee on profit above the rolling, post-fee high watermark, settled quarterly. They are not taken from a fee-paying account.
- Replay
- The trading book deployed today, replayed on exchange market data at 20 bps per side at the High risk tier, with a 30% BTC / 70% USDT collateral overlay rebalanced at 00:00 UTC on the first day of each quarter. Earlier versions of the book and the Investment Committee’s discretionary risk reductions are not reflected. The series runs to 30 September 2026; it is not extended beyond the last replayed day.
- Drawdown
- Adjusted drawdown with the 24-hour peak and trough tests, applied to every column on daily closes. Durations count calendar days from the first day below the adjusted peak to the day it is regained, or to 30 September 2026 where still open.
- Ratios
- Sharpe and Sortino use the US 3-month Treasury yield (FRED GS3M), 4.55% on average over the period; volatility scales daily returns by √252.
- Data and updates
- Figures as of 30 September 2026, generated 1 October 2026; updated monthly. Account and term facts are dated where they appear.
Important information
Regulatory status
Algotoria Limited · BVI Registration No. 2161048 · Approved Investment Manager under the Securities and Investment Business Act, 2010 · Certificate No. IBR/AIM/25/2214 · Registered with the BVI Financial Services Commission. The approved-manager regime does not provide the protections of retail fund regulation; clients have no recourse to a statutory ombudsman or compensation scheme.
Eligibility and jurisdiction
This page is for professional investors (as defined by SIBA) only. It is not directed at United States persons or at residents of any jurisdiction on the Restricted Jurisdictions register kept by the firm’s MLRO, and it is not intended for use where its distribution would be contrary to local law or regulation. Each client confirms professional-investor status in the Asset Management Agreement.
No offer, no advice, no tax advice
This page is published for information only. It is not an offer or solicitation to buy or sell any security or service, and not investment, legal or tax advice or a personal recommendation. Algotoria does not provide tax reporting; each client is solely responsible for the tax arising from its account. Any engagement is governed by the Asset Management Agreement alone.
Performance basis
Performance is that of a single real-money reference account on Binance, trading the strategy at the 35% drawdown budget since its inception on 1 October 2023. It is not a composite. Returns are daily time-weighted returns in USDT over UTC days, shown gross and with modelled 30% and 25% fees. The Classic Family and the firm’s cross-strategy charts rebase both strategies to 1 January 2024, the inception of Classic Stable, so that the two share one window. Past performance is not a guarantee of future results.
Hypothetical performance
The Replay is simulated. It applies the trading book deployed today, selected with data that overlaps the period shown, to historical market data, with assumed costs of 20 bps per side and no funding. Hypothetical results are prepared with hindsight, do not reflect real trading or the effect of market conditions on decisions, and no account achieved them. They are not a forecast and should not be relied on alone.
Drawdown definition and gross basis
Drawdowns use Algotoria’s adjusted definition: peak and trough each confirmed over 24 hours. They are measured on the gross curve, the basis of the drawdown budget and of risk monitoring; net drawdowns are larger when fees are paid from the trading account. Elsewhere on this site, drawdowns still use the peak test only until the data pipeline adopts the trough test. The unadjusted figure is shown beside the adjusted one.
Benchmarks
Bitcoin and the BITA Crypto 10 Index are the primary references; the S&P 500 and gold are context. BITA Crypto 10 Index, BITA GmbH; not sponsored or endorsed by BITA. Benchmarks are unmanaged and bear no fees or costs. They differ from the strategy in leverage, short exposure and volatility, and comparison with them is illustrative only.
Fees
No management fee and no hurdle. A performance fee of 25–30% of net trading profit, tiered by account balance under Appendix 1 of the Asset Management Agreement, is charged quarterly on the rolling post-fee high watermark under the NAV-Based Method, so collateral gains and losses are in the fee base. No clawback applies. The net views on this page are modelled, not billed.
Collateral
Collateral is managed by Algotoria within the caps shown on this page. Until 30 September 2026 the reference account held approximately 45% BTC and 5% BNB; since then 30% Bitcoin and 70% stablecoins. Collateral prices move with crypto markets and add to gains and losses. Stablecoins can lose their peg.
Principal risks
Leveraged crypto-asset derivatives can lose all capital committed. Read the full Risk Notice, in particular its sections on leverage and the drawdown budget, drawdown expectations, market volatility, model risk, exchange and stablecoin risk, liquidity and redemptions, and regulatory and legal risk.
Data currency
Figures are as of 30 September 2026 and are updated monthly. Each monthly publication is versioned in the firm’s records; earlier versions are available on request.
Verification and contact
The reference account can be verified on TradeLink. On request, Algotoria provides read-only exchange API keys and full trade logs to an investor’s auditor or verification platform. Contact your Algotoria representative or [email protected].
Definitions and notes
The numbered markers on this page refer to these notes.
- How returns are measured The solid line is the real-money reference account. Returns are time-weighted (TWR), measured daily in USDT over UTC days, so deposits and withdrawals do not distort them. USDT is a stablecoin, not the US dollar: its value can move away from 1 USD, and returns measured in dollars or another currency would differ.Every series is rebased to 0% on 1 October 2023, the strategy’s inception. Gross figures are before Algotoria’s performance fee. Past performance is not a guarantee of future results.
- Real-money reference account The solid line is one real client-capital account on Binance, trading the strategy since its inception on 1 October 2023 at the 35% drawdown budget (High tier). It is a single account, not a composite of all accounts. Every account receives the same signal, scaled to its own balance, but individual results vary with risk tier, entry date, fee tier, exchange, collateral and cash flows.The account can be verified on TradeLink; read-only exchange API keys and full trade logs are available to your auditor on request.
- Classic Diversified Replay Simulated, not traded. The Replay plays back the current version of the strategy: the trading book deployed today (its roster, parameters and risk-parity weights), run over the whole period on exchange market data. It shows what today’s strategy would have done had it traded in the past. These are hypothetical results; no account achieved them. The book was selected with data overlapping this period, so the Replay benefits from hindsight.It can differ from the real-money track for two reasons. First, the strategy evolves: the Investment Committee adds, retires and reweights systems at its quarterly reviews, and at times more often, so the account traded earlier versions of the book. Second, the Committee may reduce risk at its discretion, below the selected drawdown budget; it did so several times in 2025 and 2026, but not in the 2024 bull cycle. The Replay applies neither: it runs today’s book at the High risk tier throughout.It charges 20 bps per side for fees and slippage, against approximately 5.7 bps per side measured on the Algotoria Classic Stable real-money account at OKX; funding payments are not modelled. Collateral is modelled as 30% BTC and 70% USDT throughout, rebalanced quarterly.The Replay is shown to 30 September 2026 and will be extended with the next refresh. Simulated results have inherent limitations and are not a forecast.
- Benchmarks Bitcoin: BTC-USDT spot on OKX. BITA Crypto 10 (B10): price-return index of the ten largest cryptocurrencies by trading volume (BITA Crypto 10 Index, BITA GmbH; not sponsored or endorsed by BITA). These two are the primary references.S&P 500 (SPY-USDT-SWAP perpetual on OKX; Investing.com SPY ETF data before 4 March 2026) and gold (PAXG-USDT spot on OKX; Investing.com XAU/USD data before 15 October 2025) are shown for context.Benchmarks are unmanaged and bear no fees or trading costs; an index cannot be invested in directly. Risk-free rate for Sharpe and Sortino: US 3-month Treasury yield (FRED GS3M), 4.55% on average.
- Gross, Net 30 and Net 25 Gross is the trading-account return before Algotoria’s performance fee.Net 30 and Net 25 deduct a 30% or 25% fee on net trading profit above the rolling, post-fee high watermark, settled quarterly for the quarter just closed. The standard schedule is 30% for an account below 100,000 USDT, falling one point per band to 25% at 1,000,000 USDT and above; an executed contract may set a different rate.Both net paths are modelled from the gross curve, not taken from a fee-paying account. There is no management fee and no hurdle. Benchmarks carry no fee and read the same in every mode. All switches on this page move together.
- Adjusted drawdown Drawdowns on this page use Algotoria’s adjusted definition, which tests both ends of a fall over 24 hours.Peak: a new high counts only at the lowest balance of the following 24 hours.Trough: a low counts at full depth only if the account is still at or below it 24 hours later; if it has recovered, the level 24 hours on is used.The same rule applies to every column. Unadjusted maximum drawdown of the real-money track, gross: −31.61%. Figures are gross; net drawdowns are larger by construction.The same rule applies to every column. Unadjusted maximum drawdown of the real-money track, net of a 25% fee: −33.63%. Figures are gross; net drawdowns are larger by construction.The same rule applies to every column. Unadjusted maximum drawdown of the real-money track, net of a 30% fee: −34.04%. Figures are gross; net drawdowns are larger by construction.Other pages of this site still show the peak-only figure until our pipeline adopts the trough test.
- Monthly returns Calendar-month time-weighted returns of the real-money track in USDT, on UTC days. Year compounds the months of that year; Since inception is the cumulative return from 1 October 2023 to the year’s last month shown.
- Rolling returns Trailing time-weighted return to 30 September 2026 over each window. CAGR and total return run from 1 October 2023, the strategy’s inception. The Replay column runs to 30 September 2026.
- Current drawdown Adjusted drawdown on the as-of date, measured from the confirmed peak. The last day has no following day to confirm it, so it is read at its closing value.
- Max drawdown duration The longest stretch, in calendar days, from the day the series first fell below its adjusted peak to the day it regained it. Where that stretch is still open on the as-of date, it is counted to that date.
- Ulcer index Root-mean-square of the daily adjusted drawdown, in percentage points. Unlike maximum drawdown it counts both how deep and how long the series stays under water; lower is better.
- Calmar ratio CAGR divided by the adjusted maximum drawdown over the same period.
- Sortino ratio CAGR minus the risk-free rate, divided by the annualised standard deviation of losing days (downside deviation, √252 scaling).
- Sharpe ratio CAGR minus the risk-free rate, divided by annualised volatility.
- Annualised volatility Standard deviation of daily returns, scaled by √252.
- Collateral Algotoria manages the collateral; clients deposit and withdraw in USDT. Since 30 September 2026 it has been 70% stablecoins and 30% Bitcoin. Until then the reference account held approximately 45% BTC and 5% BNB, with the balance in USDT, and the real-money track shown here reflects that mix.Collateral gains and losses count in the performance-fee base. To keep them out, invest through Algotoria Classic Custom, which measures fees on Isolated PnL and leaves the choice and management of collateral to you.
- Concentration caps Maximum share of the account’s net asset value, checked at every rebalance and every change of allocation. Stablecoins are uncapped: they are how clients fund the account and how trading profits arrive.
- Minimums and risk tiers Three risk tiers are chosen at onboarding: High (35% drawdown budget, maximum leverage 3×, minimum 50,000 USDT), Medium (25%, 2×, 100,000 USDT) and Conservative (15%, 1×, 150,000 USDT). Lower tiers scale leverage down; signal and execution are otherwise identical. They need a larger minimum because per-account operating costs do not fall with leverage. Diversified budgets sit five points above Classic Stable’s to allow for the volatility of its collateral.
- Fee tier The exchange fee tier of the reference account is VIP2. The minimum tier for the strategy is VIP1. Algotoria clients trading through a Managed Sub-Account (MSA) are given a VIP tier automatically, regardless of the account balance.
- Drawdown budget The investor selects the budget at 15%, 25% or 35%; the reference account runs at 35%. It is a monitored ceiling, not an automatic stop. Alerts fire at 60%, 80% and 100% of it; at two-thirds the Investment Committee reviews the account and decides case by case whether to reduce risk; at the full budget the client elects to continue, lower the budget or stop.The Committee may also run the strategy below the budget, down to 0%, and restore it later; returns are then proportionally lower. The budget is not a guarantee and can be exceeded.
- Investment universe 11 active instruments; the mandate permits up to 40 USDT-margined perpetual futures on the executing venue. The active book comprises BTC, ETH, SOL, XRP and BCH as single-name legs, plus a 10-constituent altcoin basket (ADA, AVAX, BNB, BTC, DOGE, ETH, LINK, SOL, TRX, XRP) traded infrequently and by counter-trend strategies only. The active set is reviewed quarterly against minimum liquidity, spread and open-interest thresholds.
- Capacity and AUM Estimated capacity of the Algotoria Classic signal, shared by Classic Stable, Classic Diversified and Classic Custom: $150 million across the three exchanges it trades today, Binance, OKX and Bybit. Adding exchanges would increase it.Used is the combined AUM of the three: $23.76 million across 49 separately managed accounts at 31 August 2026. Both figures are point-in-time estimates, dated, and updated with this page each month.
- Maker / taker mix Measured by traded volume over the 12 months to 17 August 2026 on the Algotoria Classic Stable real-money account at OKX, which runs the same signal: approximately 73% maker and 27% taker (37 / 63 by fill count, because maker fills are larger).
- Leverage Position value as a multiple of the account value on the reference account: 0.5× on average and 2.6× at the highest. The risk engine caps leverage at 3.0×, and position size is scaled down as volatility rises.
- Average position holding The average time from opening a position to closing or reversing it, across the blended portfolio. While a position is open its size can be adjusted several times a day, so the number of trades is higher than the number of positions.
- NAV-Based Method Net trading profit is the change in the account’s aggregate USDT-equivalent net asset value, adjusted for net inflows and fees. Collateral gains and losses are inside the performance measure, which is the correct treatment when Algotoria manages the collateral. To keep them out, invest through Algotoria Classic Custom, which measures fees on Isolated PnL.
Due-diligence downloads
Everything to verify this strategy independently
For professional investors (as defined by SIBA) only: information, not an offer or investment advice; past performance is not a guarantee of future results, and all capital can be lost.
Drawdowns are part of the strategy
The reference account’s deepest adjusted gross drawdown since inception is −31.10%; its longest spell below a previous peak lasted 155 days, from 18 March 2026 to 20 August 2026. The 35% budget is a monitored ceiling, not a guarantee, and can be exceeded.
Crypto is volatile, and this strategy is leveraged
The strategy trades leveraged crypto perpetual futures and holds Bitcoin collateral. Its annualised volatility since inception is 37.0%, against 39.0% for Bitcoin and 14.7% for the S&P 500. Losses can arrive quickly and last for months.
Past performance is not a promise
The real-money track is one account’s history, and the Replay is a simulation with hindsight. Neither predicts future results, which will differ, often materially. All capital committed can be lost. Read the full Risk Notice before allocating.