Maximizing Risk-Adjusted Returns through Algo Trading

Multi Factors CTA Strategy

The Apexmirror Multi-Factor CTA Strategy leverages a combination of price data, non-price market indicators, on-chain data and santiment data to capitalize on market trends, aiming for stable and consistent risk-adjusted returns.

The strategy portfolio is constructed with over 200 diverse strategies, each allocated a weighting of around 0.1% to 3%.

By incorporating a variety of data types, strategy underlyings, timeframes and trading pairs, we maintain an average correlation among strategies of no more than 40%.

This diversification is crucial for fostering consistent and stable profitability while mitigating risk.

Apexmirror Team

The Apexmirror team is a top performer on the Binance leaderboard, generating over $25 million in profits through discretionary trading since our founding in 2020.

We initiated the development of our algorithmic trading strategies in mid-2023 and went live with our automated trading systems in November 2024. Our team combines diverse expertise in mathematics, computer science, machine learning and financial derivatives trading. With profound market insights and extensive experience, we have dedicated years to rigorous development and testing.

As a result, we have crafted a portfolio of over 200 strategies with relatively low correlation, enabling us to deliver consistent, risk-adjusted returns.

Strategy Return vs BTC Return

backtest Period: 2021 Jan - 2024 Oct

Performance Highlights

backtest Period: 2021 Jan - 2024 Oct

252%

Annualized Return

16.7%

Max Drawdown

6.26

Sharpe Ratio

15.08

Annu Calmar Ratio

7.46

Sortino

27550

Trade Count

Performance of the Live Portoflio

As of May 17, 2025, the total AUM exceeds 30 million USD, with the majority of the capital invested by the team itself, demonstrating our strong confidence in the strategy.

Live Trading period: since 2024 Nov

Performance Metrics of the Live Portoflio

Live Trading period: since 2024 Nov

Monthly Returns Table

Trading DistributionBTC and Altcoins

Disclaimer and Confidentiality Notice

The information contained in this document is sourced from reputable and authorized channels as recognized by the company. Unauthorized use, duplication, distribution, or modification of this material, in any form, by any external parties is strictly prohibited without prior written consent from the company.

This document is intended solely for specific, designated recipients and may not be shared, reproduced, or circulated to any third parties without explicit permission. Past performance figures, if included, serve only as historical reference and do not guarantee or predict future results. Previous performance should not be construed as an assurance of the future performance of any investment product.

This material should not be interpreted as an invitation, offer, or solicitation for investment in any products described herein, nor does it constitute a formal offer or agreement from the company. The content provided does not form a binding contractual relationship between the company and the recipient.

Investors are strongly advised to read and understand the official legal documents, such as the product prospectus, terms and conditions, and offering memorandum, before making any investment decisions. In the case of discrepancies, these legal documents shall govern. Investment in financial products involves inherent risks, and investors are encouraged to exercise caution and seek appropriate financial advice.