a physics-based market-neutral crypto strategy
The market, as physics.
We model 20 crypto assets as a live physics simulation and built a market-neutral trading strategy on what it reveals. Here's how it's performed.
● live · as of 2026-06-30
A market-neutral strategy. Years of backtest, now trading live.
Cumulative return through walk-forward backtest, then live, against buy-and-hold BTC. Market-neutral (beta −0.02): it doesn't track BTC — it held flat-to-up through the crashes that sank it. Drawdowns shown, nothing smoothed. The live segment is only days old — it builds forward from here. Hover to read it up close.
v018 · physics long/short basket
backtest 2023–26 · live just begunBacktested / walk-forward performance is not a guarantee of future results; forward returns are expected to be lower than backtest. The live segment is marked-to-market daily and chained onto the backtest's end for a continuous view — its position on the calendar axis is illustrative; the “as of” date above is the true current date. Figures are strategy-level, net of modeled costs.
the engine behind the curves
A living model of the 20-coin universe
Twenty crypto assets, simulated as particles in a physics field and read through four geometric lenses. The market's shape — not hand-built indicators — tells v018 which regime it's in, and when to hold its market-neutral long/short basket.
Illustrative visualization. The live engine data conveys under NDA.
The crypto universe, replayed. Each particle is one of 20 coins — positions encode its state in the model the strategy reads from.
the asset
The v018 strategy — available for acquisition
cryptolab.nexus showcases v018 — a market-neutral long/short crypto strategy built on a physics-based read of the market. The full system — the strategy codebase, model checkpoints, the physics engine it reads from, and its walk-forward validation — is available for acquisition.
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