OpenCZ
Systematic multi-strategy vault combining trend-following, momentum breakouts, mean reversion, and macro regime signals with dynamic capital allocation on Hyperliquid perpetual futures.
Systematic multi-strategy vault combining trend-following, momentum breakouts, mean reversion, and macro regime signals with dynamic capital allocation on Hyperliquid perpetual futures.
OpenCZ is a systematic multi-strategy vault for Hyperliquid perpetual futures, combining multiple complementary trading strategies with fully automated dynamic capital allocation.
How it works
Multiple systematic sub-strategies run in parallel — trend-following, momentum breakouts, mean reversion, and macro regime filtering — each targeting a different market condition. A dynamic allocation engine continuously redistributes capital across strategies based on prevailing market environment.
Multi-timeframe signals from 5-minute to daily charts provide layered confirmation before entering positions. The vault trades both long and short across the most liquid perpetual futures on Hyperliquid.
All execution is fully automated with no manual intervention.
Risk framework
- Dynamic capital allocation across uncorrelated strategies
- Adaptive stop losses
- Continuous liquidity and momentum screening
Backtesting results
Backtesting results (Binance futures, Mar 2020 – Mar 2026, ~6 years):
- Total return: 1,164% | CAGR: 39.2%
- Sharpe: 2.28 | Sortino: 3.58 | Calmar: 1.92
- Maximum drawdown: 20.4%
- 9,021 total trades, 46.2% win rate
*Metrics are based on a specific historical simulation setup and period, and should not be interpreted as a guarantee of future outcomes.