Testing Performance

The AQTIS team has years of experience building investment strategies. However any new strategy needs extensive testing before it can be deployed live.

AQTIS quant tech investment strategies have been battle-tested over several years of turbulent crypto markets, and have still managed to deliver substantial returns.

As part of AQTIS’ transparency, you can see the performance of our strategy in full at the following links:

Detailed performance data can be found at the links below.

• Breakout long: https://gamma.app/docs/dc89kipnd6m0ufv

• Breakout short: https://gamma.app/docs/ke7ogvuyya67v88

• Breakout performance: https://gamma.app/docs/n24pj80m78rq62u

• Mean Reversion (long): https://gamma.app/docs/ckp42afr9ma5hmi

• Mean reversion (short): https://gamma.app/docs/r48ya8qcbr4655m

• Mean reversion (performance): https://gamma.app/docs/70rycsv6du6fccp

• Trend following (long): https://gamma.app/docs/j4diywwlrokc0qs

AQTIS thesis is that being nimble, as in, having a more manageable amount of capital to deploy, allows us to deliver better yield, and be more efficient when it comes to slippage. What do we mean by this?

The larger the amount of capital deployed, the higher the costs to enter and exit trades. We go into this in more detail below.