Polyhedge — Conservative
180-day historical performance
How this vault works
Mean-reversion-led ensemble on BTC perp. Trades 4-8 times per week. Builds positions only when z-score > 2σ AND vol regime confirms ranging market.
Fees
Why this vault has edge
- 1
Ensemble of methodologically independent signals
Three base models — z-score reversion, momentum gated by volatility regime, and funding-rate fade — vote on each entry. We trade only when majority agree, filtering out single-model noise.
- 2
Funding-cost-aware backtest
Hyperliquid perp funding can drain 5–12 bps per 60d on long-biased strategies. Our backtest includes funding per-bar; what you see is realistic net return.
- 3
Brier-score gated models
Each model is monitored live for calibration drift. If 14-day rolling Brier exceeds 0.25, that model auto-disables from the ensemble until it recovers.
- 4
Position-level decision log
Every trade comes with the reasoning — what the model saw, what the risk gate checked, why it closed. You're never wondering 'why did the bot do that.'