NEW CHART (@ 2020-08-09 21:55:18)

We are particularly proud of how our crypto model portfolio has fared through 2020, generating +341% total return year-to-date and delivering positive returns averaging 25% in 7 out of 8 months. The performance has been very stable leading to a Sharpe ratio of 7.46 which is higher than any of the underlying assets in the portfolio. How do we achieve such relatively stable returns? It's really a two-pronged approach: in crypto we currently have assets that are highly correlated with Bitcoin (Ethereum, Litecoin, Ripple) and assets that are not (Cardano, Algorand, ChainLink). We allocate to both. The long-short signals ensure we tend to be on the right side of the trade most of the time, and dynamic position sizing that takes into account risk, Sharpe ratios and the recent success (win rate) of our models ensure the rest. The result is what you see here. Positive and negative contributors on any given day with the positive on average outweighing the negative leads to stable and strong returns. -LSS Marketing Team