Two strategies.
One systematic process.
Vertigain runs rules-based strategies built on market structure. Entries, exits, and position sizing are defined in advance and executed without discretionary override — so the same process governs a quiet week and a violent one.
The Strategies
V-Breaker
A breakout strategy. It identifies where price has compressed against a defined range and participates when that range resolves, sizing each position against the distance to invalidation rather than against conviction.
How it worksV-Levels
A mean-reversion strategy. It maps the price levels where participation has historically concentrated and trades displacement from them, with exposure scaled to how far conditions sit outside the model's normal operating range.
How it worksThe two strategies are designed to behave differently in the same conditions. V-Breaker seeks expansion; V-Levels seeks compression. Run together, each is intended to be doing least when the other is doing most.
Nothing reaches capital
on a hunch
A strategy earns allocation by surviving a fixed sequence. The sequence does not shorten because a result looks promising, and a strategy that fails a stage returns to research rather than proceeding with an exception.
- 01
Hypothesis
A structural reason the edge should exist, written down before any data is fitted.
- 02
Out-of-sample testing
Held-back periods the model never saw, including the regimes it would find hardest.
- 03
Live at minimum size
Real execution, real slippage, no capital at stake that matters.
- 04
Staged allocation
Exposure increases only as live behaviour matches tested behaviour.
Risk Discipline
Risk is set before entry
Every position carries a predefined invalidation point. Size follows from that distance, not from how good the setup looks.
Correlation is monitored, not assumed
When the strategies begin behaving alike, combined exposure is reduced. Diversification that only holds in calm markets is not diversification.
Drawdown limits are mechanical
Predefined thresholds reduce exposure automatically. The decision is made in advance, when it is easiest to make well.