Hedged Crypto Absolute Return Strategy

CAGR 30%

Expectancy 0.6 R

PF 1.6–1.9

Max DD 8%

Sharpe ~1.5

Sortino >3

Calmar >3

Hedge Cost 20%

Skew +

Viktor "Luxemunk" Chyzhevskii

I operate a systematic crypto swing trading strategy that combines spot and perpetual positions with mandatory options hedging to structurally control downside and tail risk. All trades are evaluated on a net-risk basis after hedging, with predefined limits on position sizing, drawdowns, and portfolio exposure. The strategy is designed to remain resilient across market regimes—trends, ranges, and volatility shocks—using options to reshape the return distribution toward positive or neutral skew rather than eliminate drawdowns. The focus is on capital preservation, disciplined compounding, and long-term survivability, not short-term performance maximization.