🤖CTA-Momentum (R* Research)
Disclaimer (R* Research)
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%
Max Historical Drawdown: 15%
Custodial Infrastructure
Copper/CEFFU Custody & ClearLoop/MirrorX Settlement
Assets remain in Copper and CEFFU cold wallets
No counterparty risk - PnL and margin are net settled to OKX and Binance via ClearLoop & MirrorX
Protected by English Law trust structure
2-of-3 MPC security infrastructure (ensuring funds are never exposed to a single private key being compromised)
Execution
OKX & Binance
Market Maker Tier Accounts (VIP 7 for OKX and MM-1 for Binance)
Institutional-grade liquidity and speed
Minimal fees
Strategy executes via an externally managed Neutral Trade account
Protects trader alpha
Why R* Research?
Extensive Hedge Fund Experience
Proprietary ML Engine tuned for real-time crypto markets
Diversification: Adds uncorrelated alpha to Neutral Trade's strategy mix
On-Chain Transparency and operational alignment with Neutral Trade
Historical Performance
Backtest Results (1x leverage, 2bps fees)
BTC
3.5
150%
10%
2 hours
ETH
3.5
200%
12%
3 hours
SOL
4.0
300%
15%
1 hour
Live Trading on OKX
User Terms
Accepted Token
USDC (Solana)
Deposit Lock
14 days
Withdrawal Redemption Period
7 days
Commission (On Profits)
25% (Charged at month-end, or at withdrawal)
Annual Service Fee
2% (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
Monthly OKX & Binance Reports
CTA-Momentum (R-Research). Launch Date - 4 July 2025
Last updated