Algorithmic L/S | Big Brain Research
View on Lighter Update infoAlgorithmic long/short momentum-based strategy.
- The value in this vault is down more than 95% of its peak. The vault is likely abandoned or facing issues.
Share token price
3M return (ann)
▼ 29.4%
Total value locked
$12.7K
peak $441.9K
3M Sharpe
-1.1
3M volatility
28.5%
Other metrics
3M Sharpe
-1.1
3M volatility
28.5%
Age*
1.0 years
-26.4%
CORE3 risk
Lockup period
5m
Denomination
Performance and fees
| 1M | 3M | 6M | 1Y | Lifetime | ||
|---|---|---|---|---|---|---|
| Gross Gross | 24.3% | -29.4% | 11.5% | 1.8% | 1.8% | |
| Performance fee Performance | 20.0% | 20.0% | 20.0% | 20.0% | 20.0% | |
| Management fee Management | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | |
| Deposit fee Deposit | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | |
| Withdrawal fee Withdrawal | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | |
| Net Net | 24.3% | -29.4% | 11.5% | 1.8% | 1.8% |
Internalised fees are reflected in the share price. One-time deposit and withdrawal fees may still affect net returns.
About the vault
Algorithmic long/short momentum-based strategy. High beta, high-volatility; Long-term profit; performs best in trending markets — especially during altseason. Human intervention on extreme market events (listings, breaking news)
Curated by Big Brain Research
This vault is curated by Big Brain Research.
Big Brain Research runs an algorithmic momentum long/short pool on Lighter.
Running on Lighter protocol
This vault is running on Lighter:
Native perpetual trading pools on Lighter DEX (ZK-rollup).
Returns and period details
| Metric | Week | Month | 3 months | 6 months | Year | Lifetime |
|---|---|---|---|---|---|---|
| Ranking overall | --- | --- | --- | --- | --- | --- |
| Ranking on Lighter | #9 | #12 | #16 | #14 | #16 | #16 |
| Ranking on Lighter | #9 | #12 | #16 | #14 | #16 | #16 |
| CAGR (net) | 151.9% | 24.3% | -29.4% | 11.5% | 1.8% | 1.8% |
| CAGR (gross) | 151.9% | 24.3% | -29.4% | 11.5% | 1.8% | 1.8% |
| Returns (net) | 1.8% | 1.8% | -8.2% | 5.5% | 1.7% | 1.7% |
| Returns (gross) | 1.8% | 1.8% | -8.2% | 5.5% | 1.7% | 1.7% |
| Sharpe ratio | 2.50 | 1.05 | -1.08 | 0.50 | 0.21 | 0.21 |
| Max drawdown | -3.8% | -4.9% | -18.7% | -18.7% | -26.4% | -26.4% |
Technical Details
| Vault name | Algorithmic L/S | Big Brain Research |
| Vault address | lighter-pool-281474976690488 |
| Chain | |
| Denomination | |
| Exchange rate used | 1 USDC = $1.0000 |
| Share token | Algorithmi |
| Protocol | Lighter |
| Homepage | View vault on protocol website |
| Current TVL | 12,666.496 USDC |
| Peak TVL | 441,868.229 USDC |
| Last share price | 0.001 USDC |
| Last updated | |
| Last updated block | 0 |
| Data refreshed at | |
| Data starts | 2025-09-14 00:00:00 UTC |
| Fee mode | Internalised (performance fee taken from closed positions) |
| Fees internalised | Yes |
| Features | lighter_native |
| Flags | perp_dex_trading_vault |
| Whitelist status | Permissionless |
| Deposit status | Open |
| Redemption status | Open |
Stay ahead with the best new vaults and essential DeFi updates.
Subscribe to Trading Strategy newsletter