Strat Metadata
Core Parameters
Each Strat functions as a self-contained trading vault with standardized metadata enabling direct performance comparison across strategies.
Asset Denomination
Base Currency: Stablecoin or crypto asset required for deposits (USDT, USDC, ETH, BTC)
Settlement Token: Performance calculated and fees distributed in base currency
Multi-Asset Support: Strategies can trade across multiple pairs while maintaining single denomination
Temporal Constraints
Epoch Duration: 3-month to 3-year deployment cycles chosen at inception
Performance Distribution: Automated yield disbursement every 12 months or upon expiration
Early Redemption: Subject to lock-up parameters defined by strategy creator
Fee Structure
Management Fee: Flat percentage deducted from deposits flowing to platform treasury
Performance Fee: Success-based compensation calculated on positive returns
No Hidden Costs: All fees explicitly declared in smart contract parameters
Risk Analytics
Trading Characteristics
Execution Frequency: Trades per day/week/month indicating strategy turnover
Holding Period: Average position duration from entry to exit
Win Rate: Percentage of profitable trades versus total executions
Risk/Reward Ratio: Average winning trade size relative to average losing trade
Performance Projections
Expected Return: Backtested annualized yield based on historical simulations
Maximum Drawdown: Largest peak-to-trough decline during testing period
Sharpe Ratio: Risk-adjusted return metric accounting for volatility
Recovery Period: Average time to recoup from drawdown events
Real-Time Metrics
Current NAV: Live net asset value per vault token
Annualized Return: Rolling performance extrapolated to yearly basis
Active Positions: Current market exposure and directional bias
Utilization Rate: Percentage of capital actively deployed
Constraint Parameters
Lock-Up Mechanics
Flexible Duration: 0-12 month commitment periods at trader discretion
Staggered Redemption: Prevents large simultaneous withdrawals destabilizing strategy
Performance Incentive: Longer lock-ups typically correlate with higher expected returns
Leverage Limits
Maximum 5x: Protocol-enforced ceiling preventing excessive risk-taking
Dynamic Adjustment: Leverage scales with market conditions and volatility
Margin Monitoring: Automatic deleveraging before liquidation thresholds
Algorithmic Strategy Construction
AI-Enhanced Backtesting
The platform's proprietary testing infrastructure enables:
Multi-Indicator Synthesis: Combining technical signals into cohesive strategies
Market Regime Detection: Adapting parameters based on volatility and trend states
Walk-Forward Analysis: Out-of-sample validation preventing overfitting
Monte Carlo Simulations: Stress-testing strategies across randomized market conditions
Statistical Edge Identification
Entry Signal Optimization: Identifying highest probability setups through pattern recognition
Cross-Market Correlation: Exploiting inefficiencies between related assets
Execution Timing: Minimizing slippage through intelligent order routing
Risk-Adjusted Position Sizing: Kelly Criterion implementation for optimal capital deployment
The standardized Strat format transforms opaque fund structures into transparent, comparable investment vehicles—enabling data-driven capital allocation based on verifiable performance rather than marketing narratives.
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