Point-in-time universe
Evaluate liquidity and availability at each historical moment to reduce survivorship bias.
PLATFORM / PORTFOLIO INTELLIGENCE
A long/short crypto portfolio built on relative strength.
Rank a point-in-time universe, form top-N long/short baskets, set weights and rebalance rules, then account for turnover, funding and costs.
SYSTEM DOMAIN01 / SYSTEM
One strategy object across the entire lifecycle
- DISCOVER
- OPTIMIZE
- VALIDATE
- RUN
- OBSERVE
PORTFOLIO RECORD
Rank first. Allocate second. Explain the result.
The portfolio page is organised around the universe, both sides, turnover and concentration — not around one total-return number.
POINT-IN-TIME UNIVERSETOP-50ranked before each rebalance
LONG / TOPBTC · ETH · SOLweight and turnover remain visible
SHORT / BOTTOMXRP · DOT · LINKdropout and concentration are testable
RECORDED RUN
The report shows the portfolio mechanics.
Metrics are historical and illustrative. The next step is to open the same configuration in the Cross Laboratory.
Open laboratoryOne snapshot, one ranking
Compare momentum, funding and other signals across assets at the same point in time.
Long and short baskets
Build explicit top-N long and bottom-N short legs from the relative ranking.
Risk-aware weights
Use equal, inverse-vol or covariance-aware weights with optional beta-neutral targeting.
Reasoned rebalance
Recalculate targets while retaining entry, exit, block and rejection reasons.
Concentration tests
Use walk-forward, token dropout and turnover analysis to expose fragile portfolios.
DECISION FRAMEWORK
Does the portfolio capture relative structure without hidden concentration?
Review the point-in-time universe, both baskets, gross and net exposure, weighting, turnover and dependence on individual tokens before total return.
Build a historical universe
Balance long and short risk
Stress token dropout and turnover
Versioned Cross portfolio
Important
Historical, statistical and model results do not promise future returns. kquant provides computational tools and technical execution, but does not assess whether a specific trade is suitable for a user.