VOLATILITY-AWARE
CAPITAL MANAGEMENT
Process-driven allocation across market regimes. Reporting-first.
NO INVESTMENT ADVICE. PRIVATE MANDATE. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
01 // PROCESS
How I Work
REGIME DETECTION
Quantitative analysis of volatility and liquidity conditions to identify high-probability market environments.
EXPOSURE DISCIPLINE
Systematic risk reduction during periods of elevated stress to preserve capital structure.
ROTATION LOGIC
Dynamic capital redeployment when market structure improves to capture upside momentum.
REPORTING CADENCE
Transparent monthly performance updates and comprehensive annual reviews focused on net purchasing power.
CUSTODY & OPS
Institutional-grade security practices with segregated accounts and direct asset ownership.
The objective was to outperform the underlying Bitcoin benchmark through volatility management and capital preservation.
03 // ALGORITHMIC STRATEGIES
Quantitative Systems
Proprietary algorithmic frameworks developed to navigate market volatility and optimize execution.
ARAD System
Internal quantitative model for investment funds that analyzes asset behavior following distinct drawdown levels. ARAD segments declines into buckets and estimates expected returns after each tranche, aiding in asset prioritization, risk measurement, and informed investment decision-making.
Orchid System
Algorithmic strategy serving as the foundation for investment products in participating funds. Designed to follow trends and avoid periods of low volatility, it has executed over $45M USD in cumulative volume and sustained historical portfolio performance for digital assets.
03 // TRACK RECORD
Historical Performance & Insights
Archive of investment reports and strategy papers from previous mandates and funds managed. Demonstrating a consistent approach to risk management across varying market conditions.
Alpha Fund Q3 2024
Global Macro Thesis '24
Alpha Fund Q2 2024
Volatility Review H1
Alpha Fund Q1 2024
Year End Review 2023
Crypto Market Cycles
Genesis Fund Performance
03 // FEE STRUCTURE
Simple &
Aligned
My model is built on alignment. I primarily earn when you win, with a focus on high-water marks to ensure you never pay for the same performance twice.
04 // ABOUT THE FOUNDER
José Andrés Ruiz Elizondo
FOUNDER & QUANTITATIVE STRATEGIST
Founder and strategist with a focus on quantitative systems design. My background combines rigorous execution mechanics with a deep understanding of volatility regimes, allowing me to construct portfolios that prioritize long-term capital preservation over short-term speculation.
- Quantitative systems design
- Execution and risk management
- Reporting and investor operations
- Long-term capital preservation focus
05 // FAQ
I manage liquid digital asset portfolios with a focus on Bitcoin and Ethereum. I do not manage venture equity, NFTs, or illiquid altcoins.
Capital is held in segregated accounts or self-custody solutions where applicable. Withdrawals are processed within agreed liquidity windows, typically monthly.
Investors receive a monthly performance snapshot and a comprehensive annual report detailing attribution, volatility metrics, and net purchasing power growth.
The strategy is volatility-aware, meaning exposure is reduced during high-risk regimes. While drawdowns are possible, the system aims to cap them significantly below the benchmark's max drawdown.
Yes. Minimums are discussed during the referral and onboarding process to ensure suitability.
No. All investment carries risk. Past performance is not indicative of future results.
Mandates begin strictly by referral. After an initial inquiry, we schedule a consultation to determine alignment before onboarding.
Leverage is used sparingly and only when the volatility regime permits. The primary goal is capital preservation, so leverage is never used aggressively to chase yield.
We operate on a performance-first model. Management fees are minimal to cover operational costs, with the majority of compensation tied to High Water Mark performance fees.
Rebalancing is dynamic and dictated by the ARAD System signals. It can happen weekly during high volatility or remain static for months during trend persistence.
We utilize a hybrid approach. Institutional-grade third-party qualified custodians are used for the majority of AUM, with a small portion in self-custody for active on-chain execution.
The primary benchmark is BTC. The goal is to accumulate more Bitcoin purchasing power, not just USD value. We also track against a 50/50 BTC/ETH index.
Yes. In-kind subscriptions and redemptions are supported and often encouraged to minimize tax events and transaction friction.
Exposure to DeFi is strictly limited to blue-chip protocols with established audits and significant TVL. We avoid experimental or unproven yield farms.
06 // INQUIRIES
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Mandates are limited. Please provide details below.