Systematic statistical arbitrage in perpetual futures across the major exchanges, built to earn its return independently of market direction.
Clients
More than twenty clients have allocated over US$15 million to the strategies. Most were introduced by broker partners who, having placed one client with us, went on to place several more. Most clients begin with a test allocation, verify the live account directly, and scale up over time.
Strategy
Perpetual markets are spread across hundreds of contracts, and most of the flow in them comes from leveraged traders reacting to the same information at different speeds. For minutes to hours, individual contracts are pushed away from where their relationship to the rest of the market says they should be. We research these statistical relationships — in price, liquidity, positioning and funding — using full market data we collect ourselves.
Many weak, mutually low-correlated signals are combined into one long–short portfolio across the most liquid contracts, so the result depends on the behaviour of the pool rather than on any single idea, and carries little exposure to the direction of the market. Each exchange runs its own independent portfolio, and a blend across exchanges runs a smoother path than any one of them.
A candidate earns a place only if its edge survives realistic costs, adds something the portfolio does not already have, and can be executed at the intended size. Live results are compared with their simulations every day, and what live trading teaches feeds back into the next round of research.
Note 02 — How the system works walks through the system from data to live orders. Note 03 — How research earns a place covers how new strategies are judged.
Track record
The strategies have traded client and proprietary accounts continuously since late 2023 and have been profitable in every calendar year since launch — roughly +100% a year at 1× leverage, with an information ratio of around 2.5 on a conservative blended basis. Drawdowns are part of the record: the largest have been in the low twenties, and the one that began in July 2026 is still being recovered.
Results differ by exchange, by leverage and by when an allocation started, so no single figure describes every account. We share the full daily return series of each exchange as a workbook, and a read-only API key on a live account so the stream can be checked directly at the exchange.
Performance is measured from actual account balance changes, net of trading fees and funding, before performance fees, non-compounded, at 1× leverage, per exchange and as a blended allocation across exchanges, with figures stated as of the end of the latest completed month.
Research
The system went live on one exchange in late 2023 and was extended to others as independent systems rather than copies. Years of daily reconciliation between simulated and live results have shown where model and market diverge — execution costs that vary by exchange and by hour, contracts whose behaviour changes after listing, periods when strategies that had been consistently profitable lose together — and each finding has changed how the next round of research is specified. The drawdown of summer 2026 was of that last kind: it led to new data sources, low-correlation strategies on larger contracts, and a wider research pipeline assisted by LLM tooling.
How signals become a portfolio and live trades, and why many weak signals and independent exchange systems matter.
How new ideas are tested, and how we decide whether a candidate improves the portfolio.
Structure
Clients open the exchange account in their own name and keep the login. The system connects through one trade-only API key with no withdrawal rights. Every fill, fee and funding payment appears in the client's own account history at the exchange, visible at any time, and the client can stop the software by deleting the key.
About
Pokesystem's founder has spent seven years in systematic markets — first in equity statistical arbitrage at hedge funds trading US and European equities, then in crypto derivatives from 2021, running client capital at a digital-asset trading firm before founding Pokesystem. Research, execution and client relationships sit with the same person, so what a client is told about the system comes from the person who built and runs it.
Contact
The reference pack contains the strategy overview, the daily return workbook for each exchange, and arrangements for read-only verification on a live account. Tell us about your organisation and what you have in mind, or email master@pokesystem.com.