CTA-Adaptive Alpha (Atlas Research)

Disclaimer Atlas Research

We’ve excluded Atlas Research’s full name to mitigate alpha leaking. Neutral Trade has completed thorough due diligence, including real-money testing.

CTA-Adaptive Alpha Strategy

CTA-Adaptive Alpha Strategy is a fully automated, quantitative trading strategy to systematically extract short-term alpha from structural inefficiencies across highly liquid crypto derivatives market.

Rather than relying on a single directional bias, the strategy dynamically combines short-term trend-following and mean-reversion positioning on both the long and short side, allowing it to adapt to changing market regimes and deliver consistent, risk-adjusted returns regardless of broader market direction.

Through this design, CTA-Adaptive Alpha seeks to produce repeatable, market-agnostic performance driven by structure and discipline rather than directional conviction.

Strategy Design

The objective of CTA-Adaptive Alpha is to generate consistent, risk-adjusted absolute returns by systematically capturing short-term inefficiencies in crypto market pricing-without dependence on sustained directional exposure.

By continuously analyzing real-time price action and market dynamics, the strategy identifies transient miss pricing created by volatility expansions, positioning imbalances, and behavioural inefficiencies inherent in leveraged crypto markets.

The strategy is explicitly designed to operate across diverse market regimes by dynamically allocating between short-term trend-following and mean-reversion positioning on both the long and short side, depending on prevailing market conditions.

Positions are actively managed with strict time-based and price-based exit rules, ensuring disciplined exposure and controlled downside risk.

Executed exclusively on top-tier centralized exchanges, CTA-Adaptive Alpha benefits from deep liquidity, low transaction costs, and institutional-grade execution-forming a robust foundation for stable, repeatable alpha generation.

Alpha Source

• Mean Reversion

• Opportunistic entries during volatility-driven drawdowns (particularly following forced liquidations)

• Momentum / Trend Following

• Short-term trend capture during strong directional continuation phases

• High-Frequency Signal Processing

• Continuous monitoring of price action and order-flow-derived signals

• Behavioural Market Inefficiencies

• Leveraged retail trading behaviour unique to crypto derivatives markets

Asset Coverage

• BTC • ETH • XRP • SOL (Universe can be adjusted depending on market conditions)

Frequency & Turnover

Median Holding Period: Short-term by design, with adaptive extensions to capture persistent market trends Trades: ~6 asset per day Monthly Turnover: ~20x

Risk Controls

Daily Maximum Drawdown Target: ~10%, supported by layered risk constraints designed to limit adverse exposure. Systematic Exit Discipline: All positions are governed by automated price-based and time-based exit rules, ensuring exposure is reduced when predefined risk thresholds are reached. Dynamic Risk Allocation: Capital allocation and strategy weights are adjusted dynamically in response to evolving market conditions, volatility, and signal quality.

Portfolio-Level Safeguards: A hard drawdown protection cap of 20% on a daily basis, is enforced at the portfolio level. Upon reaching this threshold, the strategy is paused and subjected to a full risk review and recalibration. (This safeguard is intended for extreme scenarios and has not been triggered historically.)

Max Historical Drawdown: -7%, reflecting the strategy’s emphasis on capital preservation and disciplined exposure management.

Sharpe: 3.74

Overall, the strategy is structured to minimize prolonged exposure to adverse market regimes while maintaining the flexibility required to capture short-term market opportunities.

Why Atlas Research?

A Quantitative team with extensive experience in traditional finance, including multi-year backgrounds as fund managers, analysts, and proprietary traders. Deep specialization in crypto-specific market micro-structure. Proven track record of low-drawdown, high-alpha strategies.

Conservative philosophy focused on risk first, returns second.

Historical Live Trading Performance (Provided by the team)

User Terms

Accepted Token	USDC (Solana)
Deposit Lock	7 days
Withdrawal Redemption Period	7 days
Commission (On Profits)	25% (Charged at month-end, or at withdrawal)
Annual Service Fee	0% (Charged at month-end, or at withdrawal)
Withdrawal Fee	0.3%
Capital Inflow	Daily at 04:00 UTC
Capital Outflow	Daily at 04:00 UTC
Minimal deposit	1000
Minimal withdrawal	100