Strategy Whitepaper Update: Market-Neutral Long-Short (V2.1)

We are pleased to update the official whitepaper detailing ACMIO's Market-Neutral Long-Short Strategy. This document outlines our systematic, quantitative approach to seeking consistent risk-adjusted returns across cryptocurrency perpetual futures markets. Our core thesis relies on a simple observation: crypto markets exhibit persistent pricing inefficiencies driven by structural frictions, informational fragmentation, and behavioral dispersion. To capture this, our system evaluates the top-100 digital assets daily, utilizing hundreds of research-driven signals combined with a machine-learning ensemble. By constructing a strictly neutral long-short portfolio, we target zero sensitivity to broad market moves. Because our returns depend entirely on coin-selection skill rather than market direction, the strategy is engineered to generate returns in both bull and bear regimes. Explore the full paper for a deep dive into our signal evaluation framework, transaction-cost modeling, and multi-layered drawdown control systems.

Download the Full Whitepaper (PDF)