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META LONG ONLY

Meta Long Only is an auto-optimized crypto strategy that runs dozens of long-only sub-strategies at once

142.3%

Annual return from 2021 to 2025

69%

Max Drawdown

1.65

Sharpe Ratio

About Meta Long Only

Meta Long Only is a market-driven portfolio strategy that leverages a dozen long-only sub-strategies simultaneously. The strategy holds over 100+ sub-strategies in its arsenal, incorporating diverse ideas based on years of quantitative research. Each particular sub-strategy is assigned weights based on actual performance, which is also known as rebalancing. Meta Long Only strategy can possess significant exposure to BTC or altcoins based on market conditions if deemed necessary.

Key Benefits

  • Great performance - Meta Long Only has the biggest profits among other strategies, likewise the biggest risk
  • Set up and forget — Fully automated 
  • Secure - funds stay on your exchange wallet
  • Perfectly rebalanced portfolios
  • Start with just $1,000. Capacity is almost unlimited
  • Clear usability - different strategies for different market situations

Performance

Parameters

1.65

Sharpe Ratio

0.755

Correlation to BTC

0.261

Correlation to S&P500

68.71

Max Drawdown
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 - - 12.04% 36.93% 14.57% 2.78% 45.28% 27.88% -2.36% 0.38% 52.27% 33.87% 570.5%
2021 145% 109.97% 97.25% 70.45% -18.28% -18.15% 18.38% 67.16% -9.13% 21.22% 11.99% -16.8% 2249.7%
2022 -19.99% 9.79% 17.01% -24.28% -22.55% -22.47% 31.83% -13.87% 2.08% 2.64% -14.91% -12.78% -58.73%
2023 44.83% 8.26% 1.60% -5.50% -5.49% 2.07% 2.57% -13.48% 4.90% 23.20% 7.81% 37.73% 147.35%
2024 -11.07% 30.88% 36.07% -23.58% 8.94% -14.71% -6.35% -11.84% 10.72% -4.80% 86.68% -5.62% 72.40%
2025 4.77% -22.92% -17.77% 6.88% 2.57% -0.34% 33.45% -0.88% 1.72% -2.38%

Risk & Portfolio Management

The enormous pool of sub-strategies used by Meta Long Only is constantly under heavy evaluation. For example, underperforming strategies are removed from the list, while newly developed ones deemed beneficial are added.

Meta Long Only strategy:

  • Once per week, Meta Long Only selects the top 20 sub-strategies from its pool of 100+ to operate with
  • Once per day, Meta Long Only assigns weights between the top 20 sub-strategies
  • The weights between assets inside these sub-strategies are adjusted on an hourly basis
  • The maximum exposure to a single asset is limited within the portfolio. For example, the maximum allocation to Bitcoin is set at 75% of the portfolio, while, for any other asset, the limit is set at 30%