Investor Transparency Report
Full visibility into CrimsonArb's AI-driven basis trading performance, risk metrics, and decision-making logic.
Total Value Locked
$2.4M
+12.3%
Cumulative Alpha
34.7%
+26.5% vs passive
Max Drawdown
-1.2%
Week 6
Sharpe Ratio
2.84
Risk-adjusted
Cumulative Alpha
CrimsonArb AI-managed returns vs. Passive Basis Strategy (%)
Alpha Generated (YTD)
+26.5%
vs. Passive Strategy
4.2x outperformance
Sentry Decision Accuracy
AI decision distribution across 847 evaluated opportunities
Execute
28%
Skip
52%
Guard
18%
Defer
2%
Drawdown Analysis
Weekly maximum drawdown by strategy (%)
Max Drawdown
-1.2%
Recovery Time
< 48 hours
Risk Metrics Dashboard
Real-time risk monitoring across all active strategies
| Strategy | VaR (95%) | Sharpe | Sortino | Win Rate | Avg Trade |
|---|---|---|---|---|---|
| SOL-PERP Basis | -0.8% | 2.94 | 4.12 | 78.2% | +0.12% |
| BTC-PERP Basis | -0.5% | 3.21 | 4.58 | 82.1% | +0.09% |
| ETH-PERP Basis | -0.6% | 2.78 | 3.89 | 76.4% | +0.11% |
| Aggregate Portfolio | -0.6% | 2.84 | 4.06 | 78.9% | +0.11% |
Contact Bayou City Blockchain
Interested in learning more about CrimsonArb's institutional-grade basis trading strategies? Our team is ready to discuss custom allocations and white-label solutions.
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