Hilbert V100 Fund
Long-only, risk-on crypto strategy that dynamically allocates between BTC and ALTS via a BTC Momentum overlay; semi-automated signals with 30-day volatility horizon; no net financial leverage; monthly liquidity.
Strategy Highlights
Semi-automated, volatility-based signalling
Signals operate on a 30-day volatility horizon; the algorithm trades according to a weight configuration set from the model’s outputs.
Dynamic BTC/ALTS allocation
Allocation is determined by a BTC Momentum overlay with three regimes: (80%,20%), (50%,50%), and (20%,80%) between BTC and ALTS.
Institutional operations
Applied quantitative research with operational resilience, governance, and oversight suitable for institutional allocators.
Conservative portfolio construction
High diversification; no net financial leverage; no exposure to exotic/high-yield DeFi deposit protocols.
Key Information
|
Launch Date |
1 April 2017 |
Administrator |
MGS |
|
Investment Vehicle |
Cayman Fund |
Average Duration |
0.25 – 12 months |
|
Liquidity |
Monthly |
Max Leverage |
1× |
|
Lock up |
None |
Asset Classes |
Crypto |
|
Fee structure |
2/20 |
Minimum Investment* |
USD 1,00,000 |
Why V100?
Hilbert V100 is a long-only, risk-on strategy that quantitatively trades across crypto assets. A BTC Momentum overlay sets the dynamic allocation between BTC and ALTS, adapting to markets where BTC is predominantly bullish and to regimes where ALTS significantly outperform. The strategy aims to maximise upside during crypto bull runs, with drawdown tolerance in line with the broader cryptocurrency market.
This page is informational only and not an offer or solicitation. Distribution is intended for professional investors; please refer to the relevant Private Placement Memorandum and risk factors before investing.
Frequently Asked Questions
Q: Who is this strategy for?
Professional and institutional investors seeking long-only, risk-on exposure to crypto with rules-based allocation between BTC and ALTS.
Q: How does it work?
The strategy uses a BTC Momentum overlay to set relative BTC/ALTS weights across three regimes, with semi-automated trading on a 30‑day volatility horizon.
Q: What are the risks?
Crypto markets are highly volatile. Risks include significant drawdowns, market shocks, liquidity and operational risks. Past performance is not indicative of future results.