🧠Smart Rebalance
Coming soon
Overview
The Smart Rebalance Vault used a pre-selected pool of tokens (see token universe) and adjust the tokens holding ratio to capture the market uptrend and avoid market downtrend.
Our vault is designed with a mix of initial Blue-Chip tokens and stable tokens to capture market movements while minimizing volatility. We actively develop different technical indicators such as trends, reversion, volatility, and liquidity; and utilizing machine learning to predict future returns and risks. This iterative process forms the core of our vaults, with the objective of balancing returns, risks, and transaction fees over time. We employ modern portfolio optimization techniques to achieve this goal.
We evaluate our vault with historical data, which from Binance Exchange. We are using annualized return, maximal drawdown, Jensen alpha to measure the performance in each year from the historical.
Workflow
Users deposit USDT, which is subsequently deposit to the contract fund.
The contract will swap a portion of USDT to contract current portfolio based on their current weights in the pool.
The optimal portfolios are calculated bi-weekly based on the latest indicators and risk profile from on-chain and off-chain data.
The Vault is also been monitor every minute to avoid dramatic market drawdown for certain tokens.
Stake Request
Currently users can only deposit USDT into the vault. All the stakes will be handle by vault on the same times.
Withdraw Request
Currently users can only select USDT as default out currency. All the withdraws request will be handle by the vault at the same time as stake request.
Instant Withdraw
Users can instant withdraw vault funds via instant withdraw function. Vault will distribute each holding tokens based on proportion of your withdraw shares.
Cancel Request
If you change your mind, you can always cancel stake or withdraw request before handle time.
Handling Time
Everyday from UTC 01:00 - 02:00. Treasury will trigger handling event for vault to handle all the stake and withdraw request. After handling, vault will distribute shares or USDT to the requesters.
Historical Performance
Back test date: 2020-01-01 to 2023-07-15
Overall Performance
Total Return
1022.6%
253.9%
Annualized Return
98.4%
31.3%
Sharpe Ratio
2.41
0.87
Max. Drawdown
-25.3 %
-76.35 %
Annualized Standard deviation
31.1%
73.0%
Performance breakdown by Year
2020
Annualized Return
276.93 %
312.96 %
Sharpe Ratio
439.2 %
277.8 %
Max. Drawdown
-11.42 %
-52.53 %
Jensen Alpha
111.27 %
0.0 %
Annualized Standard deviation
31.2 %
56.82 %
2020
Annualized Return
61.02 %
239.01 %
Sharpe Ratio
226.9 %
212.9 %
Max. Drawdown
-14.98 %
-47.44 %
Jensen Alpha
38.21 %
0.0 %
Annualized Standard deviation
26.51 %
85.75 %
2021
Annualized Return
356.56 %
59.79 %
Sharpe Ratio
400.9 %
97.7 %
Max. Drawdown
-10.75 %
-53.14 %
Jensen Alpha
145.28 %
0.0 %
Annualized Standard deviation
39.65 %
80.99 %
2022
Annualized Return
-5.35 %
-64.21 %
Sharpe Ratio
-10.3 %
-128.3 %
Max. Drawdown
-25.04 %
-66.93 %
Jensen Alpha
5.35 %
0.0 %
Annualized Standard deviation
24.55 %
63.65 %
2023
Annualized Return
61.33 %
82.52 %
Sharpe Ratio
283.3 %
253.9 %
Max. Drawdown
-14.51 %
-18.89 %
Jensen Alpha
22.67 %
0.0 %
Annualized Standard deviation
32.83 %
47.94 %
Disclaimer: Historical Performance Does Not Indicate Future Results, and Exercise Caution in All Investment Decision. The information provided herein is for general informational purposes only and should not be construed as financial or investment advice. Past performance is not indicative of future results, and no representation or warranty, express or implied, is made regarding future performance.
Portfolio Tokens Universe
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