Quant Strategy Vault

Address: zig17vuryz6f9ndyzh4f72r8s48wgqxx5p6047flwc3urvna0f06swgqa77qp2

Strategy Details

Curated by ZIG Markets, with Suisse Quant Group (SQG) as strategy advisor. The vault gives on-chain access to an institutional, systematic, rules based, absolute return multi asset quant strategy. No discretionary overrides, no macro forecasting. Returns are driven by momentum clustering, mean reversion dislocations, and volatility normalisation, with volatility normalised position sizing and dynamic exposure scaling.

What it is (and isn't)

A systematic, rules based, absolute return strategy. It is not discretionary macro forecasting, not crypto directional exposure, and not a leveraged momentum bet. Signals execute on fixed rules across a focused instrument set, with returns aimed to hold up across market regimes.

How it works

Signal families

Three families run concurrently, momentum (trend clustering), mean reversion (dislocation capture), and volatility (normalisation and exposure scaling).

Instruments

The strategy trades gold (XAUUSD), Bitcoin (BTCUSD), and US equity index exposure (US30), plus a cash component.

Allocation

Indicative weighting is roughly 90% gold, with the remaining 10% split across BTC and equities (about 5% each), reallocated as conditions shift.

Risk framework

Volatility normalised position sizing and dynamic exposure scaling, maximum 5x gross leverage, and a target maximum drawdown of 5% in normal conditions, up to 10% in exceptional conditions.

Roles

ZIG Markets acts as Curator. Suisse Quant Group (SQG) serves as strategy advisor, providing the systematic models and execution. Valdora wraps the strategy in an on-chain vault contract, reports AUM on chain, and applies a 0% performance fee on yield.

Withdrawal Mechanics

Notice based redemption, approximately every two weeks (14 days). Weekly liquidity may be available depending on the underlying manager's strategy and open positions, but the vault defaults to a two week window for reliability.

Risk Information

No capital protection. The vault is exposed to market risk, issuer credit risk, counterparty risk, liquidity risk, and currency risk. Returns depend on strategy effectiveness, execution quality, and market conditions. A substantial or total loss of capital is possible. Realised drawdowns have historically stayed under 3%, but the risk framework permits up to 5% (normal) and 10% (exceptional), and losses could exceed these in extreme conditions.

Track Record (strategy advisor, SQG)

Suisse Quant Group's systematic multi asset strategy track record (advisory accounts, January 2025 to present):

• About 86% total return
• Maximum drawdown under 3%
• High win rate, with consistently positive months and no large negative months
• Low volatility relative to returns, and strong risk adjusted (Sharpe) performance
• Returns generated across varying market regimes

This is the strategy advisor's track record on custody segregated advisory accounts. The vault's returns will differ, and past performance is not indicative of future results.