Volume 1: The Trinity Portfolio Research Notes

Dylan Hall - Qstrat Quantitative Research

Volume 1 - 21st July 2025

Qstrat has developed the Trinity portfolio framework based on rigorously audited, real-world historical flag data generated by the AlgoDynamix real-time forecasting engine over 6.5 years. Algodynamix is a market analytics technology that applies principles from behavioural economics to detect anomalies and shifts in market participant sentiment by analysing clustering of full depth order book dynamics, rather than relying on historical trade data. This structural edge allows Qstrat to capture early indications of potential market inflection points with a flag hit rate of approximately 72%+, providing a robust basis for dynamic portfolio positioning, even during extreme market dislocations.

The Trinity portfolio is a systematic, Ethereum Long-focused strategy refined through over six and a half years of live flag performance. Multiple comparative audits across various digital assets including Bitcoin, Litecoin, and XRP, consistently demonstrated Ethereum’s superior performance profile across total return, drawdown control, win/loss ratio, Sharpe ratio, and profit factor metrics.

Trinity’s architecture comprises three distinct risk tranches: Terra (50% allocation, lower volatility exposure), Aether (30% allocation, moderate risk exposure), and Ignis (20% allocation, higher risk tactical sleeve). Each sleeve has undergone a disciplined three-stage development process.

The Trinity Portfolio Research Notes v.1 - QStrat.pdf

Download PDF • 2.31MB