Institutional · Systematic

Systematic alpha
across every
liquid market.

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.

"A smoother path compounds faster." · Chief Investment Officer
Sharpe · ETH
3.07
Max drawdown · NAS100
4.00%
Win rate · avg
82%
01 · Thesis
01 / 08

Markets are
machines that can be understood.

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.

02 · The problem
02 / 08

Most systematic strategies share
three failure modes.

01 · Decay
Signal decay as participants arbitrage the same factors.
What worked last cycle is table stakes this one. Alpha collapses into beta.
02 · Regime
Static models trained on regimes that no longer exist.
Backtests on 2015 to 2020 data tell you nothing about 2026 market microstructure.
03 · Drawdown
Drawdowns deep enough to trigger redemptions.
The strategy may recover. Your LPs won't wait to find out.

Institutional allocators are paying for alpha and receiving beta in a quant wrapper, with tail risk they did not price in.

03 · The system
03 / 08

A proprietary multi-factor framework
built on four pillars.

No manual overrides. No discretionary trades. Every decision is machine-generated, rules-based, and auditable.

I. Machine learning
Models trained on high-resolution market structure data, continuously retrained on live flow, never stale.
II. Regime-aware sizing
Exposure scales to volatility and liquidity conditions in real time, not on a calendar.
III. Pattern recognition
Statistical patterns across correlated assets, timeframes, and order-book dynamics.
IV. Systematic risk
Controls at the trade, instrument, and portfolio level, enforced by the execution layer itself.

The system does not forecast. It identifies asymmetries and deploys capital against them.

04 · Principles
04 / 08

Three principles we take to be fundamental.

Not preferences. Mechanics.
I. Breadth over conviction
Many independent positions across global markets produce a more reliable return stream than a few concentrated ones. No single trade matters much on its own.
II. Risk at the portfolio, not the trade
Every position is sized by its contribution to overall variance, not by the strength of its signal. The appeal of an idea does not determine its size.
III. The path of returns matters as much as their average
A smoother path compounds faster. Compounding, over time, is what produces wealth. We try not to interrupt it.

The program is the expression of those mechanics. Its results are the consequence.

Part II · Performance

Performance
across asset classes.

One strategy · two worlds · consistent results
Ethereum · Crypto

Ethereum · ETH / USDT

1H · BRIDGE · Dec 31 2023 → Apr 23 2026
Total P&L
+$6,170,764
+438,575.99%
Max equity DD
$132,589
4.20%
Total trades
1,966
avg 27 / mo
Profitable
82.25%
1,617 / 1,966
Profit factor
4.668
gross / loss
Equity · BlocQuant ETH
Buy & hold (−3.64%)
Benchmark comparison
MetricAll
Buy & hold return−$51.20−3.64%
Buy & hold % gain−3.64%
Strategy outperformance+$6,170,815.41vs benchmark
Risk-adjusted performance
MetricAll
Sharpe ratio3.067
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.

Bitcoin · Crypto

Bitcoin · BTC / USDT

1H · BRIDGE · Dec 2023 → Apr 2026
Total P&L
+$6,292,030
+447,194.78%
Max equity DD
$419,590
6.67%
Total trades
1,960
avg 27 / mo
Profitable
82.24%
1,612 / 1,960
Profit factor
5.146
gross / loss
Equity · BlocQuant BTC
Buy & hold
Long & short book · BTC · initial $1,407
MetricAllLongShort
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 factor5.1464.625.817
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.

Nasdaq 100 · Traditional

Nasdaq 100 · NAS100

1H · PEPPERSTONE · Jan 2020 → Apr 2026 · 6 years
Net P&L
+$1.93B
from $10K initial
Max equity DD
4.00%
across 6 years
Total trades
4,659
2,773 long · 1,886 short
Profitable
73.99%
3,447 / 4,659
Profit factor
3.412
gross / loss
P&L distribution
AVG LOSS · −0.19% AVG PROFIT · +0.20%
Win / loss ratio
Wins
3,44773.99%
Losses
1,21226.01%
Total trades
4,659
Trade detail · all / long / short
MetricAllLongShort
Total trades4,6592,7731,886
Winning trades3,4472,0021,445
Losing trades1,212771441
Percent profitable73.99%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%
Returns · initial $10,000
MetricAllLongShort
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 factor3.4123.533.245
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%.

Gold · Traditional

Gold · XAU / USD

1H · BRIDGE · Feb 2022 → Apr 2026 · 51 months
Total P&L
+$8,358,334
+594,053.62%
Max equity DD
$166,918
6.08%
Total trades
2,715
51 months
Profitable
75.29%
2,044 / 2,715
Profit factor
5.562
gross / loss
Equity · BlocQuant Gold
Spot reference

Four years spanning post-pandemic re-pricing and the US rate hiking cycle. Same framework. Different instrument. Same pattern.

05 · Coverage
05 / 08

The multi-asset spine.

One strategy. Four liquid markets. Consistent risk profile across every deployment.

Breadth over conviction.

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.

06 · Why now
06 / 08

Static quant was built for a
market that no longer exists.

Fragmentation
Execution venues have fragmented. Price discovery is no longer centralized on a single exchange.
Algorithmic liquidity
Liquidity has shifted to algorithmic participants with sub-millisecond reaction times.
Regime velocity
Regimes change faster than human-calibrated models can adapt.
Our infrastructure
Adaptive. Continuous. Non-discretionary. Designed for this environment, not retrofitted to it.

Every market we deploy into produces the same pattern. Tight drawdowns. High win rates. Compounding returns.

07 · The approach
07 / 08

We look for small advantages.

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.

08 · Terms
08 / 08

Structured for long-duration capital.

Raising allocations from institutional partners aligned with systematic capital deployment.

Minimum allocation
$5M
USD · per mandate
Fee structure
1% / 30%
Management / performance · high-water mark
Lock-up
12 mo
3% early-redemption fee
Liquidity
Quarterly
Redemptions · 60 days written notice
Contact

Institutional inquiries,
by introduction.

BLOCQUANT
BLOCQUANT.COM
info@blocquant.com