Strategy Performance Risk Control Technology
System Online • Live Trading Active

Quantitative Hedge Strategy Fund

多因子Alpha·市值分层·动态周期轮动增强策略基金
全天候量化增强策略，构建适应行情的机器

投资哲学 Investment Philosophy "不是赌行情，而是构建适应行情的机器"
Not betting on the market, but building a machine that adapts to market conditions
~20% Monthly Return
≤15% Normal Drawdown
100+ Assets Covered
Monthly Return
+21.0%
↑ 3.2% vs last month
Sharpe Ratio
2.45
Risk adjusted return
Active Positions
47
Long: 32 | Short: 15
Core Strategy

Three Engine Architecture

多因子选币 + 市值分层 + 动态多空轮动
Multi-factor selection + Market cap layering + Dynamic long-short rotation

🐂

Long Engine

市值分层Alpha策略。基于数字资产市场"资金偏好小市值、高弹性资产"的结构性特征，系统性捕捉牛市中的爆发性机会。

  • Market Cap Factor Analysis
  • Volatility Control (ATR)
  • Liquidity Optimization
  • 50+ Small Cap Universe
🐻

Short Engine

弱势资产对冲策略。熊市主动做空弱势资产，对冲市场风险。双路径选币机制，规避空头流动性风险。

  • Dual-Path Selection Mechanism
  • RSI & Bias Indicators
  • MA Breakdown Confirmation
  • Liquidity Risk Management
⚡

Momentum Engine

资金流向捕获策略。高频动量因子捕捉"庄家建仓与派发"异动，跟随主力资金行为，获取短周期趋势溢价。

  • Price Acceleration
  • Volume Mutation Rate
  • Net Inflow Intensity
  • Short-term Trend Premium
Performance

Live Trading Results

实盘业绩与核心竞争力 • Real-time performance metrics from active deployment

📈
~20%
Monthly Composite Return
📉
≤15%
Normal Drawdown
⚠️
≤20%
Max Drawdown (Extreme)
🎯
37.96%
Win Rate

Equity Curve Performance

NOVA ALPHA Strategy
Market Benchmark
Market Environment Dominant Strategy Core Return Source Status
Bull Market Momentum + Small Cap Long 小市值币爆发式上涨，捕捉结构性溢价 ● Active
Bear Market Short Hedging Strategy 弱势币持续下跌，创造独立收益来源 ○ Standby
Volatile Market Long-Short Neutral Portfolio 波动收敛收益，获取Alpha超额 ○ Standby
Risk Management

Three-Layer Defense System

三层风险分散体系 • Strategy, Asset, and Time Diversification

01

Strategy Layer

策略层分散。多头、市值分层、空头、动量多策略并行，各策略底层逻辑差异大，相关性低。

  • Multi-strategy parallel execution
  • Low correlation between factors
  • Avoid systematic drawdowns
02

Asset Layer

币种层分散。全组合覆盖100+币种，单币权重≤10%，有效降低黑天鹅事件冲击。

  • 100+ digital assets coverage
  • Single coin weight ≤10%
  • Black swan event protection
03

Time Layer

时间层分散。短周期捕捉热点，中周期把握趋势，长周期获取结构性溢价，平滑净值曲线。

  • Short: Capital anomalies
  • Medium: Trending markets
  • Long: Structural premiums

Ready to Start?

加入NOVA ALPHA量化对冲基金，体验机构级投资策略
Join our quantitative hedge fund and experience institutional-grade investment strategies

Start Investing Now →
Minimum: 100,000 USDT Management Fee: 2% Performance Fee: 20%