Goliath Capital. Investment

Spot Momentum Fund

This trend-following strategy captures persistent price momentum in top-50 crypto assets using a multi-timeframe statistical model calibrated on volume-weighted moving averages, RSI divergence, and funding rate regimes. The fund rebalances weekly based on relative strength rankings across BTC, ETH, and altcoin baskets, with dynamic position sizing tied to volatility targets (ATR-based). Backtested since 2019, the strategy outperformed buy-and-hold BTC by 3.7x with 40% lower max drawdown during bear markets. All positions are held in cold storage via Fireblocks-integrated custodians; no leverage or derivatives used—pure spot exposure with institutional-grade security.