ABEL CAPITAL

DATA ROOM

Systematic crypto strategies · SMA performance histories

Cash-and-carry basis capture across major perpetual & futures venues.

131.5% cumulative 3.89 Sharpe 4.9% vol

01 Jan 2022 – 31 May 2026

Systematic funding-rate harvesting driven by a proprietary funding signal.

46.0% cumulative 2.70 Sharpe 7.4% vol

01 Jun 2024 – 30 Apr 2026

Cross-exchange arbitrage exploiting transient price dislocations.

10.4% cumulative 4.34 Sharpe 3.8% vol

23 Oct 2025 – 31 May 2026