QuantVision

Risk-defined systematic crypto execution

Adaptive portfolio

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Large-participant behaviour

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Non-custodial

We manage crypto exposure through systematic, risk-controlled strategies.

Your capital remains on your exchange account at all times.

Request Access Intro Call

HOW WE THINK ABOUT

MARKETS & RISK

QuantVision is built around the behaviour of large market participants rather than short-term price patterns.

We focus on statistical resilience, adaptive strategies designed to operate across changing market regimes, with explicit tolerance for anomalies and structural shifts.

Risk is engineered at every level — position, strategy, and portfolio — with priority given to higher-level controls.

The objective is not to avoid mistakes, but to ensure that no single mistake can become critical.

Strategies are always active, but position size is dynamically adjusted as market conditions evolve. Periods of underperformance are expected, forecasted, and contained by design.

Strategy Portfolio

Complementary by Design

QuantVision operates a unified adaptive portfolio built on two complementary strategy pillars.

Trend-following

Designed to capture sustained directional positioning during structurally stable market phases driven by large participant flows.

Mean-reversion

Engages during temporary dislocations, overstretched conditions, and behavioural imbalances.

Instead of binary exits, we employ multiple risk constraints to limit downside. This ensures structural stability while keeping our strategies active across all market conditions.

Strategies are always deployed, while capital allocation and exposure are dynamically adjusted as market conditions evolve. The portfolio is engineered so that strategies compensate for each other across market conditions, with predefined limits ensuring that underperformance in one pillar cannot become structurally damaging to the whole.

Backtest Overview

Historical simulation snapshot

Based on the current strategy set:

Backtest period:

2022-2026

Trades simulated:

5,000+

Worst observed drawdown:

~8%

Net result:

+300% (non-compounded)

This backtest reflects aggregated portfolio behaviour using the same strategies currently deployed in live trading. No intraday details. No individual trades.

Discuss Backtest Details

LIVE TRADING OVERVIEW

Live execution snapshot

Live trading period:

45

Trades executed:

321

Worst observed drawdown:

-0,89%

Net result:

+9,3% (non-compounded)

This view reflects aggregated portfolio behaviour. No intraday data. No individual trades.Last updated: January 14, 2026.

Discuss Live Trading

OPERATIONAL SETUP

Non-custodial, API-based execution

Strategies operate via exchange API access only. Client capital remains fully under the client’s control at all times.

Full visibility in your exchange account

All positions, orders, and performance metrics are visible in real time directly within the client’s own exchange interface.

Individual risk management

Each account operates under predefined risk limits at position, strategy, and portfolio level, tailored to the client’s risk profile.

No withdrawal permissions

API keys are restricted to trading functions only. Withdrawals, transfers, and custody remain exclusively with the client

FAQ

Which exchanges are supported?

Currently Binance. Additional venues are planned.

How is risk managed during extreme market events?

Predefined position sizing, exposure limits, and automated de-risking logic.

What happens if strategies underperform?

Periods of underperformance are expected and accounted for within predefined risk limits.

Can trading be paused?

Yes. Exposure can be reduced or fully paused when required.

Who has override authority?

Risk controls operate automatically, with manual override available when necessary.

Can I access my data and reporting?

Yes. Account-level data remains fully accessible at all times.

Access

Interested in learning more?

Access is discussed personally. 
Detailed strategy and performance data are shared upon request

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