NAVAI X - Whitepaper
  • Table of Contents
  • Welcome
  • Overview of NAVAIX
  • Vision & Mission
  • Comparison and Advantages of NAVAIX
  • FAQ
  • NAVAIX DEX
    • NAVAIX Trading Perpetual
      • What is the Perpetual DEXs ?
      • Isolated Margin Vs Cross Margin Trading
      • Key Differences Between Isolated Margin Vs Cross Margin
      • Elastic Automated Market Maker (eAMM)
      • Funding Rates
      • Liquidation
      • Insurance Fund
      • Oracle
      • One-Click Trading
    • Fee
  • NAVAIX AI
    • Signal bot
      • Types and Strategy
      • Features
    • Grid Bot
      • Benefits of using a grid bot
      • Features
    • DCA bot - Building Wealth Over Time
      • Technicalities
      • How to Start Using DCA Strategy in NAVAIX
      • Some Drawbacks of DCA Frequency
      • DCA bot FAQ
  • Algorithmic Trading
    • What is Algorithmic Trading?
    • Algorithmic Trading Strategy.
    • Advantages and Disadvantages of Algorithmic Trading?
    • Stablecoin Vault
      • Performance
      • Vault Strategy
      • Development progress
      • Risk model
    • High-Frequency Trading (HFT)
      • What is High-Frequency Trading (HFT)?
      • Understanding High-Frequency Trading (HFT).
      • Does the Cryptocurrency Market Use High-Frequency Trading?
      • Advantages and Disadvantages of HFT
  • NAVAIX Research Lab
  • TOKEN & ROADMAP
    • Tokenomics
    • Smart Contract
    • Roadmap
  • ADDITIONAL INFORMATION
    • Social Links
    • Security & Audits
    • Terms and Conditions
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On this page
  • Backtest Performance
  • Live Performance
  1. Algorithmic Trading
  2. Stablecoin Vault

Performance

PreviousStablecoin VaultNextVault Strategy

Last updated 9 months ago

Assets Allocation:

  1. ETH holding: 60%

  2. Cash: 20%

  3. Options: 20%

Backtest Performance

This is the performance for the OTM Options strategy.

Key Metrics:

  • Period: 1 Jan, 2023 to 10 Nov, 2023

  • Compound Annual Growth Rate (CAGR or APY): 37.07% compared to buy & hold ETH: 37.02%

  • Sharpe Ratio: 3.18

  • Maximum Drawdown: -11.47% compared to buy and hold -26.09%

Live Performance

The live performance is stable, but the team needs to operate the strategy for an additional period to ensure it works well in the live market.

Notes:

  • APR to date: is the APR compared to a month ago.

Formulas: