Perps
[ Systemic Strategies ] L/S Grids
by 0x2b80…6f4b · created by Vector · $12.9M tvl · #195 of 220 by Sharpe · source ↗ · updated 7m ago
Performance
- Return, 1Y
- −23.2%
- Sharpe
- 0.13
- Max drawdown
- −42.5%
- Volatility, ann.
- 86%
Drawdown from peakmax −42.5%
By timeframe
| Window | Return | Sharpe | Max DD | Vol |
|---|---|---|---|---|
| 1W | +12.1% | 3.66 | −18.1% | 222% |
| 1M | −21.6% | 0.31 | −35.4% | 276% |
| 3M | −12.2% | 0.54 | −42.5% | 169% |
| 6M | −8.3% | 0.46 | −42.5% | 120% |
| 1Y | −23.2% | 0.13 | −42.5% | 86% |
| 2Y | track record shorter than window | |||
Monthly returns
Jan ’25+7.3%Feb ’25+12.6%Mar ’25+4.0%Apr ’25+5.0%May ’25+43.2%Jun ’25+5.0%Jul ’25−0.2%Aug ’25+31.2%Sep ’25−0.7%Oct ’25+1.1%Nov ’25−19.2%Dec ’25+0.3%Jan ’26+8.3%Feb ’26−6.4%Mar ’26+12.6%Apr ’26+4.8%May ’26−6.8%Jun ’26+3.8%Jul ’26+3.5%Aug ’26−15.2%Sep ’26−5.1%
How Vector sizes this. You set a drawdown you can live with; Vector scales the position so this strategy’s historical risk fits inside it, and resizes when realised volatility drifts outside the band. Mirroring is automatic; the sizing is the product. Our first Vault - Grid longing low inflation / unlocks Grid shorting high inflation / unlocks Join the eternal money printer Stay up to date here : https://tinyurl.com/systemicStrategies
