🤖CTA momentum (R* Research)
R* Research CTA Strategy Vault
The R* Research CTA 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, specifically:
BTC, ETH, SOL, BNB, XRP, and DOGE
The strategy is executed on OKX, one of the most liquid centralized exchanges globally, utilizing a VIP 6 Market Maker Tier account — providing the lowest available trading fees and superior execution quality.
This vault aims to deliver uncorrelated alpha that is resilient across varying market regimes. It is structured with robust institutional-grade risk controls and a secure custody and settlement architecture, enabled by our strategic partnerships with:
OKX for professional-grade execution
Copper Technologies for off-exchange custody and secure collateral management via ClearLoop
The R* Research CTA Vault embodies Neutral Trade’s mission to bring hedge-fund-quality strategies to on-chain users with full transparency, strong performance, and minimal operational risk.
Strategy Objective
The primary objective is to generate consistent, risk-adjusted returns by identifying short-term mispricings across liquid crypto markets. The strategy targets:
High Sharpe (>3.5) with low drawdown
Fast and cheap execution on VIP market-maker accounts
Volatility targeting around 15%
Median holding periods of ~1–3 hours
It is designed to adapt to market regimes dynamically and is built for scalability, transparency, and low operational risk.
🔬 Strategy Design
Alpha Source
Momentum + Mean Reversion patterns in L2 order book data and price action
High-frequency signal generation (every 1 minute)
Alternative data for sentiment and behavioral insight
Asset Coverage
BTC
ETH
SOL
BNB
XRP
DOGE
Execution Venue
OKX (VIP 6 Market Maker Tier) for low-latency, low-fee execution
Strategy executes via an externally managed Neutral Trade account
Frequency & Turnover
3–5 trades per asset per day
Monthly turnover up to 1000x AUM
Risk Controls
15% target volatility
Max historical drawdown observed: 15%
Drawdown protection capped at 20%
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
Infrastructure & Custody
Neutral Trade partners with Copper Technologies and OKX to execute in a secure, transparent, and efficient manner.
Copper Custody & ClearLoop
Off-exchange settlement model
Assets remain in Copper cold wallets
Only realized losses are settled to OKX
Protected by English Law trust structure
2-of-3 MPC security infrastructure (ensuring funds are never exposed to a single private key being compromised)
OKX Execution
Market Maker Tier (VIP 6) with minimal fees
Institutional-grade liquidity and speed
No counterparty risk—PNL and margin are net settled via ClearLoop
Protect Trader Alpha without revealing trading positions
Why R* Research?
Extensive hedge fund experience
Proprietary ML engine tuned for real-time crypto markets
On-chain transparency and operational alignment with Neutral Trade
Diversification: Adds uncorrelated alpha to Neutral’s strategy mix
Vault Risk Management
Neutral Trade enforces the following controls:
Continuous monitoring of volatility and MDD
Dynamic position sizing: If risk thresholds are breached, positions are reduced by 50%
Full strategy pause and reevaluation if MDD > 20%
On-chain NAV tracking for real-time performance visibility
User Terms
Accepted Token
USDC (Solana)
Deposit Lock
14 days
Withdrawal Redemption Period
7 days
Performance Fee
25%
Management Fee
2%
Withdrawal Fee
0.3%
Capital Inflow
Daily at 04:00 UTC
Capital Outflow
Daily at 04:00 UTC
Minimal deposit
1000
Minimal withdrawal
100
Funds are deposited into Copper custody before being mirrored to OKX for strategy execution.
Performance fees and management fees will be charged monthly (on month end)
Transparency & Reporting
On-Chain NAV: Vault performance is updated and verifiable on-chain
Immutable Track Record: Trader and vault performance history preserved transparently
CTA Momentum (R-Research). Launch Date - 4 July 2025
Last updated