We’ve excluded R* Research’s full name to mitigate alpha leaking. Neutral Trade has already completed thorough due diligence, including eight solid months of live, real-money testing.
CTA-Momentum Strategy
The CTA-Momentum Strategy is a multi-asset, machine learning-driven trading strategy operated by Neutral Trade in collaboration with R* Research. It is designed to capture short-term momentum and mean-reversion inefficiencies in highly liquid digital assets.
The strategy is executed on two of the most liquid centralized exchanges globally, providing the lowest available trading fees and superior execution quality. It is structured with robust institutional-grade risk controls and a secure custody and settlement architecture, enabled by our strategic partnerships.
R* Research CTA-Momentum embodies Neutral Trade’s mission to bring hedge-fund-quality strategies to on-chain users.
Strategy Design
CTA-Momentum's objective is to generate consistent, risk-adjusted returns by identifying short-term mispricings across highly liquid digital assets. It aims to deliver uncorrelated alpha that is resilient across varying market regimes.
Alpha Source
Momentum + Mean Reversion patterns in L2 order book data and price action
High-Frequency Signal Generation (every minute)
Alternative Data for sentiment and behavioral insight
Asset Coverage
BTC
ETH
SOL
BNB
XRP
DOGE
Frequency & Turnover
Median Holding Period: ~1–3 hours
Trades: 3-5 per asset per day
Monthly Turnover: Up to 1000x TVL
Risk Controls
Target Volatility: 15%
Dynamic Position Sizing: If risk thresholds are breached, positions are reduced by 50%
Drawdown Protection Cap: 20%
Full strategy pause and reevaluation if a drawdown exceeds 20%
