Enigma Trading System

Artificial Intelligence Futures Trading
We provide an algorithmic trading system based on machine learning technology which produces exceptional returns in the cryptocurrency derivatives market.
34%
Average
Monthly Gain
3,112%
Current Annualized
Return Estimate
2x
Average
Leverage
5k–10k
Trades per day
Over the past few months we explored statistics of daily changes in Enigma and Bitcoin, finding almost no correlation between daily outcomes and price levels, and only a very slight, statistically insignificant relationship between volatility and outcome.

General Performance

CAGR
CAGR Daily Average
Daily Standard Deviation
Weekly Standard Deviation
Monthly Standard Deviation
Max Daily Drawdown (Feb 23, 2021)
Max Weekly Drawdown
Average Drawdown
Average Monthly Return
Average Weekly Return
Total Trading Days
% Winning Days
% Losing Days
Best Month (January 2021)
Worst Month (August 2020)
Daily Downside Deviation
Weekly Downside Deviation
Sharpe Ratio (Monthly, LIBOR)
Sharpe Ratio (Weekly, LIBOR)
Sortino Ratio (Weekly)
Calmar Ratio (Weekly)
1,950%
1,571%
3.40%
21.95%
37.48%
6.35%
9.31%
1.21%
34.48%
11.20%
319
66%
34%
124.42%
1.05%
1.73%
1.61%
52.7
92.85
6.85
1.20