Edgehill Investment Group LLC
HADES Short-Only Cryptocurrency Strategy

Report Start Date: Mar-2024 | End Date: Jan-2026

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Start:Jan 26Dec 25Nov 25Oct 25Sep 25Aug 25Jul 25Jun 25May 25Apr 25Mar 25Feb 25Jan 25Dec 24Nov 24Oct 24Sep 24Aug 24Jul 24Jun 24May 24Apr 24Mar 24End:Jan 26Dec 25Nov 25Oct 25Sep 25Aug 25Jul 25Jun 25May 25Apr 25Mar 25Feb 25Jan 25Dec 24Nov 24Oct 24Sep 24Aug 24Jul 24Jun 24May 24Apr 24Mar 24Reload Report

Set Risk Thresholds

Set Risk-Free ROR for the Sharpe Ratio: 1% 2% 3% 4% 5% 6%    Set Minimum Acceptable ROR for the Sortino: 0% 1% 2% 3% 4% 5% 6%    Omega Threshold: 1% 2% 3% 4% 5% 6% 7% 8% 9% 10%

Current Return: +19.22%

YTD Return: +19.22%

Annualized Return: +314.01%

AUM: Not reported

Short-Term / Quantitative / Short-Only Cryptocurrency

The Edgehill HADES strategy employs a short term, rules-based trading strategy in the spot cryptocurrency markets that is based on a proprietary pattern recognition system. It integrates Bayesian mathematics with Chern-Simons theory in its algorithms. The system identifies certain patterns in markets that are not random, but signify an imbalance between supply and demand, and market sentiment extremes. The program uses strict rules to identify these patterns, based on years of market data, and exploits short-term, hourly directional price movements that often follow. The HADES short-only cryptocurrency strategy uses the same logic as the Prometheus long-short strategy, however, only deploys the short-selling signals, not any of the long signals. However, so long as one side of a “cross-rate” trade is short, the signal is allowed.