A fully autonomous trading system that identifies, sizes, executes, and exits positions across crypto and traditional markets, with zero emotional drift and adaptive risk management.
They contain small, persistent inefficiencies. Those inefficiencies can be measured, if one is disciplined about how to look.
The edge is not prediction. It is consistent, disciplined execution of statistical advantages at scale, with zero emotional drift and adaptive risk management.
BlocQuant is the infrastructure that turns that edge into compounding, risk-adjusted returns across every liquid market.
Institutional allocators are paying for alpha and receiving beta in a quant wrapper, with tail risk they did not price in.
No manual overrides. No discretionary trades. Every decision is machine-generated, rules-based, and auditable.
The system does not forecast. It identifies asymmetries and deploys capital against them.
The program is the expression of those mechanics. Its results are the consequence.
| Metric | All |
|---|---|
| Buy & hold return | −$51.20−3.64% |
| Buy & hold % gain | −3.64% |
| Strategy outperformance | +$6,170,815.41vs benchmark |
| Metric | All |
|---|---|
| Sharpe ratio | 3.067 |
| Sortino ratio | · |
| Calmar (P&L / Max DD) | 46.5× |
The asset lost money. The strategy made 6.17M USDT on a 1,407 USDT base. This is the definition of alpha.
| Metric | All | Long | Short |
|---|---|---|---|
| Net P&L | +$6,292,030.50+447,194.78% | +$3,078,961.74+218,831.68% | +$3,213,068.76+228,363.10% |
| Gross profit | $7,809,553.44555,050.00% | $3,929,485.40279,281.12% | $3,880,068.04275,768.87% |
| Gross loss | $1,517,522.94107,855.22% | $850,523.6660,449.44% | $666,999.2847,405.78% |
| Profit factor | 5.146 | 4.62 | 5.817 |
| Commission paid | $623,564.66 | $354,424.23 | $269,140.42 |
| Expected payoff | $3,210.22 | $2,848.25 | $3,655.37 |
Two crypto assets. Near-identical win rates above 82%. Drawdowns contained below 7%. The edge is structural, not asset-specific.
| Metric | All | Long | Short |
|---|---|---|---|
| Total trades | 4,659 | 2,773 | 1,886 |
| Winning trades | 3,447 | 2,002 | 1,445 |
| Losing trades | 1,212 | 771 | 441 |
| Percent profitable | 73.99% | 72.20% | 76.62% |
| Avg P&L | $414,870.580.10% | $427,881.710.07% | $395,740.230.14% |
| Avg winning trade | $793,245.820.20% | $826,892.500.16% | $746,629.460.26% |
| Avg losing trade | $661,251.080.19% | $608,200.800.15% | $753,998.870.25% |
| Metric | All | Long | Short |
|---|---|---|---|
| Net P&L | +$1,932,882,042.91+19,328,820.43% | +$1,186,515,975.14+11,865,159.75% | +$746,366,067.77+7,463,660.68% |
| Gross profit | $2,734,318,357.86 | $1,655,438,789.72 | $1,078,879,568.14 |
| Gross loss | $801,436,314.95 | $468,922,814.58 | $332,513,500.37 |
| Profit factor | 3.412 | 3.53 | 3.245 |
| Commission paid | $773,629,679.49 | $567,961,084.41 | $205,668,595.08 |
Six years. COVID shock, ZIRP, the fastest hiking cycle on record, and two recession scares. The drawdown never exceeded 4%.
Four years spanning post-pandemic re-pricing and the US rate hiking cycle. Same framework. Different instrument. Same pattern.
One strategy. Four liquid markets. Consistent risk profile across every deployment.
Four liquid markets. Independent return streams. Consistent risk profile across every deployment.
| Asset | Class | Window | Sharpe | Max DD | Profit factor | Win rate | Trades |
|---|---|---|---|---|---|---|---|
| Ethereum | Crypto · Perp | Dec 2023 → Apr 2026 | 3.07 | 4.20% | 4.67 | 82.25% | 1,966 |
| Bitcoin | Crypto · Perp | Dec 2023 → Apr 2026 | · | 6.67% | 5.15 | 82.24% | 1,960 |
| Nasdaq 100 | Index · Future | Jan 2020 → Apr 2026 | 1.87 | 4.00% | 3.41 | 72.20 / 76.62%L/S | 4,659 |
| Gold | Commodity · Spot | Jan 2022 → Apr 2026 | · | 6.08% | 5.56 | 75.29% | 2,715 |
All figures net of fees and slippage. Full methodology and trade-level data available under NDA in due-diligence materials.
Every market we deploy into produces the same pattern. Tight drawdowns. High win rates. Compounding returns.
The markets offer them, if you are patient and careful in how you measure.
We combine technical observation, mathematics, and quantitative analysis. We take many positions across many markets rather than a few large ones. No single trade matters much on its own. What matters is that the process, run consistently, lets compounding do its work.
That means accepting smaller gains where others reach for larger ones. It means sizing every position against the risk of the whole portfolio rather than the appeal of the idea.
It is not a dramatic way to invest. It is, we believe, a durable one.
Raising allocations from institutional partners aligned with systematic capital deployment.