Daily Delta Rebalancing Strategy

BMxDDR TOKEN
Contract Address: 0x6188984f76bf9173bd6b015eb3c106f7d94f6dd5 / Decimals: 10
Daily Delta Rebalancing token is the asset token of the strategy focusing on delivering alpha to ETH by adjusting the basket of the top 6 market-cap of coins and cash. The core objective of the strategy is to generate the returns corresponding to the yield of the top 6 cryptocurrencies with the largest capitalization providing downside risk protection by dynamically allocating portfolio between cash and crypto.
Introducing Crypto Strategies
Change 24 hours
-1.19 %
in ETH
Liquidity
high
Invests in
cryptocurrency
Wallet settings for token
Symbol:
BMxDDR
Contract Address:
0x6188984f76bf9173bd6b015eb3c106f7d94f6dd5
Decimals:
10
Book is open
1 / 5

STRATEGY TOKEN VALUE

Daily Delta Rebalancing Strategy Token Value in ETH
Past performance is not an indication of future results
  • Live
  • Backtested
Net of fees. Past performance is not an indication of future results
Daily Delta Rebalancing Strategy Comparison with BTC and ETH
Net of fees. Past performance is not an indication of future results
As of 19 Dec’ 18, in ETH
  1. Standard deviation of daily returns
  2. Highest loss from the peak to a trough within the same time period
Net of fees. Past performance is not an indication of future results
    Description

    Daily Delta Rebalancing Strategy is designed by an outstanding team of professionals with a cumulative experience of more than 30 years in quantitative data analysis and cryptocurrency trading. The strategy is focused on adjusting the basket of the top 6 coins by market-cap on a percentage of the positively performing cryptocurrency market and reducing the downside risk through keeping the surplus funds in cash. The strategy facilitates the process of investing by providing an opportunity to resolve the technical, liquidity and cost issues while also helping to track the highest market cap coins. The quantitative strategy seeks to generate alpha to ETH regardless of the market conditions.

    Strategy

    The Daily Delta Rebalancing Strategy is based on the proprietary cryptocurrency selection and weighting process. The strategy’s portfolio consists of the top 6 market-cap coins. Portfolio composition process is following: tracking the top 200 market cap coins; identification of the coins which showed positive return during last 24 hours; adjustment of the portfolio to percentage of the coins showed the positive return, the remainder of the funds being kept in cash. Cryptocurrencies listed in the final tradable list are weighted against one another based on their market capitalization. Portfolio rebalance is done every 24 hours. The strategy execution is fully automated 24 hours 7 days a week.

    Key Token Features
    No lock-up on tokens after issuance
    High liquidity
    Regional restrictions apply
    Available for verified and eligible users only

    Key strengths

    • Seeks to generate alpha to ETH irrespective of the cryptocurrency market performance
    • Provides downside risk protection
    • Active, rules-based rebalancing and daily readjusted
    • Executed automatically 24/7
    • Cost efficient
    • Highly liquid
    • Trades on several eligible exchanges
    • Designed and managed by an outstanding team of professionals

    Key metrics

    • Asset class: cryptocurrencies
    • Maximum coins: 6
    • Rebalanced: every 24 hours
    • Reporting currency: ETH
    • Service fee: 1.5%