Background on our core model

The LongShortSignal.com crypto model portfolio is our flagship crypto portfolio made up of the best quantitative investment ideas generated by our cryptocurrency models across the entire spectrum of crypto assets covered by LSS signals. This is how we invest our own money. The signals used to build our model portfolio include our freely available Bitcoin model, but also a wide range of other crypto models including for instance Ethereum, Cardano, Polkadot and Litecoin. On a monthly basis, our investment team rebalances by picking a number of cryptocurrencies that they favor the most at that point in time, for instance recently dropping EOS and Ripple for Polkadot and Binance Coin.

Signals are computed on a daily basis, and portfolio weights are adjusted at the same frequency based on a number of variables. Primarily, allocations are adjusted based on the "win rates" of the underlying models, with models that have recently been more successful being favored, and on a day to day basis the position taken is dynamically determined by our long/short signals per asset class resulting from price movements in the days before. In between, assets whose long/short models have resulted in a higher Sharpe ratio get overweighted, and we also dynamically adjust for Bitcoin dominance observed in the recent few days. As a final step, adjustments are made to ensure that risk contribution of each individual asset stays below approximately 12% of total portfolio risk. Our model portfolio does not employ any leverage. Please sign up for a LSS premium account if you want to have real time access to our model portfolio constituents and updates as they come in.