BTC-1.

BTC-1 trades bitcoin futures, long and short. The program is systematic, self-supervised and memory-based, and its returns are published daily.

Pre-registrationThe record begins 1 October 2026 · version 1.3

Monthly Reportfrom 3 Nov 2026

PerformanceCumulative time-weighted return since inception

AccountDerived 1×Bitcoin

Daily values begin at Record Inception on 1 October 2026 and are published the following day.

TermsAs fixed before the record began

InstrumentBTCUSDT perpetual futures, USDT-margined; long and short
ExposureUp to three times equity; long and short positions may be held at the same time
CapitalProprietary; base currency USDT
ValuationDaily at 23:59:59 UTC, open positions marked to market
Kill CriteriaLevels that call for review (below)

ReturnsTime-weighted

Since inception, as traded (up to 3×)—
Since inception, derived 1×—
Benchmark, since inception—
Correlation with bitcoin, latest month—
Return, latest month—
Best month—
Worst month—
Best day—
Months published0

RiskOn daily valuation points

Maximum drawdown, as traded (up to 3×)—
Maximum drawdown, derived 1×—
Maximum drawdown, bitcoin—
Days underwater—
Trailing 30-day return—
Trailing 65-day return—
Annualized volatility, as traded—
Worst day—
Sharpe ratioReported after 12 months

Monthly returnsPercent, time-weighted

YearSeriesJanFebMarAprMayJunJulAugSepOctNovDecYear
2026Account————
Derived 1×————
Bitcoin————
Report

Each Monthly Report is published on the third day of the following month, irrespective of performance, and no month is omitted; the first on 3 November 2026.

Each year’s figure compounds its months: the first from Record Inception, the current one to date.

Kill CriteriaPosition against pre-declared thresholds

MetricNowDistance to reviewReviewalertCautioninvestigationDeep reviewre-validation
Account drawdown——−30%−11% at 1×−37%−14% at 1×−46%−17% at 1×
Trailing 30-day return——−21%−7% at 1×−25%−9% at 1×−31%−11% at 1×
Trailing 65-day return——−20%−7% at 1×−27%−10% at 1×−34%−12% at 1×
Days underwater——187169 at 1×199189 at 1×249236 at 1×

The thresholds apply to the Account as traded, at up to three times notional exposure. The smaller figure under each is the level for the derived 1× series, for reference.

Under Risk above, the maximum drawdown is shown beside those of the derived 1× series and of bitcoin over the same days.

No threshold suspends trading. Reaching one triggers a review promptly, and in any case within two business days; the outcomes are set out in the Kill Criteria.

Figures are produced from exchange data by a public workflow and are not entered by hand (how they are checked).

Every published figure of the Account is a return or a ratio relative to net asset value; currency amounts, positions, fills and trade statistics are not published.

Every figure of the Account is from live trading, out of sample: the model was developed on data ending before the live period, and no backtested or simulated result is shown.

Returns are net of all trading costs, and no management or performance fees are charged.

Drawdowns are measured at daily valuation points and are therefore a lower bound.

Past performance is not indicative of future results.

Record commit 31691c9 · the repository

Diligence access.

Institutional allocators can review the thesis and the account itself, under a non-disclosure agreement.

  • The investment thesis, and why the edge is expected to persist
  • Responses to your due diligence questionnaire
  • Read-only access to the account
  • The exchange’s own transaction records, individual fills and trade statistics
  • The daily records as received from the exchange, against their published hashes