Quant Performance
Last updated
Last updated
At the core of AQTIS is our quant tech, our bespoke AI and machine learning algorithms that manage the AQTIS investment portfolio. In this document, we will share the performance data for each of the strategies AQTIS employs in its investment portfolio.
Our backtests from the 2020 bull run through the first part of 2023 have been profitable and enlightening, delivering impressive returns. Interestingly, reflecting on the downturn experienced from 2021 to 2022 provides insight into the remarkable potential returns that can be achieved.
Our strategy is not bound to perpetual investing, meaning we don’t aim for continuous investments or maximum time exposure. We prioritize maintaining liquidity efficiency, enabling diversification into other models or assets. Through portfolio simulation of the top 20 assets, we have maintained an average market exposure time of only 22.2%, safeguarding us against challenging market downturns.
While our system empowers us to capitalize on opportunities, it is equally proficient at minimizing losses. Because we have multiple trading strategies designed to work in different market conditions, we can take advantage of shifts in market sentiment efficiently.
In this document, you’ll find links to a detailed overview of how each of our strategies performed.If you’re looking just for a quick overview, you can find it below:
Breakout Long - Averaged 20x return since 2020.
Breakout Short - 663% return across the full market cycle.
Mean Reversion Long - 90.8% APY return.
Mean Reversion Short - more than 100% APY return.
Trend Following Long - 141.92% returns.
Detailed performance data can be found at the links below.
Breakout long:
Breakout short:
Breakout performance:
Mean Reversion (long):
Mean reversion (short):
Mean reversion (performance):
Trend following (long):
In the documents above we discuss drawdowns. At first glance, a drawdown may look like a loss incurred by one of our trades. However, when we refer to a drawdown, we are referring to the market trend overall, and our strategy's performance in reference to that market shift.
Because we have multiple strategies to choose from, when one strategy is underperforming, we have others that are outperforming. As our machine learning improves, the percentage drawdown will become smaller as our models become more efficient at spotting changing trades.
But it's worth noting, that drawdowns are an inevitable part of any market, and therefore any market strategy.
Unlike other yield-bearing ecosystems, AQTIS is not reliant on third-party staking services to generate a yield. AQTIS deploys its sophisticated Quant technology to deliver yield to the community.
By bringing together technologies and tools found only in the most privileged corners of the finance sector, AQTIS allows anyone to take advantage of its Quant technology wherever and whenever.
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