Asset-level dispersion
Systematic strategies rank a broad universe of assets using signals and relative valuations.
Quantitative multi-strategy manager
One architecture. Multiple sources of return.
VaultZona brings together specialist strategies across three distinct return engines and combines them into professionally managed portfolios within one portfolio and risk framework.
1 strategy live-tested5 in developmentFlagship portfolio launching soon
RELATIVE VALUE
Crypto Market Neutral
Relative value across digital assets
Live-testedPhase I
Approach
Diversification,engineered at the strategy level.
Designed in, not assumed — across individual assets inside each strategy, and across strategies with different return drivers.
Diversification at two levels
Inside a strategyAcross strategies
Strategy-level diversification
The portfolios — Defensive, Multi-Strategy and Growth — combine strategies according to their exposures, behaviour and liquidity requirements.
Our view
We do not believe diversification comes from owning more of the same. We believe it comes from combining fundamentally different sources of return.
Architecture
Three return engines.One portfolio architecture.
Each layer has one job, so strategies can be added, reweighted or replaced without changing a portfolio’s mandate.
Shown as the target architecture. Engines join a portfolio as each strategy completes live testing.
Risk profile · lower to higher
01Generate
Strategies
Each runs as a separate book with its own risk limits.
02Group
Return engines
Strategies that share a source of return.
03Allocate
Portfolio Intelligence
Decides how much capital and risk each engine and strategy receives.
VZ Portfolio Intelligence
Where VaultZona creates value
- Engine allocationWeights set within each portfolio’s ranges
- Opportunity allocationCapital moved between strategies within an engine
- Risk budgetingRisk and drawdown limits by strategy and engine
- Correlation monitoringCo-movement between strategies, including under stress
- Liquidity managementPortfolio liquidity matched to redemption terms
- Concentration controlLimits on shared models and counterparties
04Invest
Portfolios
What investors subscribe to: one mandate and one NAV, through a vault.
Engine risk budgets shown are illustrative.
Why the architecture matters
An architecture designed to reduce dependence on any single asset class01, market direction02 or return driver03.
A strategy’s market says little about how it behaves. Its source of return says much more.
When engines behave differently, combining them within risk budgets can improve the balance between return, volatility and drawdown.
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01Asset class
Commodities≠Digital assets
Beyond one asset class
Commodity relative value responds to supply, storage and seasonal drivers that differ from those in digital assets and equities.
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02Market direction
Relative value≠Directional signals
Beyond market direction
Relative value aims to limit dependence on market direction. Directional signals depend on identifying the trend correctly.
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03Return driver
Income≠Momentum
Beyond one return driver
Income & Carry does not need the same market environment as systematic directional signals.
Strategy
Built for dispersion.Tested in live markets.
Crypto Market Neutral is the first strategy in VaultZona’s Relative Value engine and the core of its flagship portfolio. It is designed to capture the dispersion that appears when individual assets move on their own liquidity, momentum, positioning and idiosyncratic drivers.
Strategy profile
Live-tested
Crypto Market Neutral · Relative value
A disciplined approach to relative value.
The strategy combines long and short positions so that returns depend primarily on differences between assets rather than on the direction of the market.
Market neutrality is an investment objective. Returns rely on liquid, dispersed markets and can weaken when digital-asset liquidity contracts. Funding costs, short squeezes and execution conditions can also produce losses.
- 01
Selection
Signals score every asset in a broad, liquid universe against the others.
- 02
Construction
Long and short books are balanced from the highest and lowest scores.
- 03
Research
Signals are validated before live use and reviewed as market structure changes.
- Strategy
- Long/short statistical arbitrage
- Universe
- Liquid digital assets
- Return driver
- Cross-sectional relative value
- Risk profile
- Medium Indicative
Risk management
Every source of loss has its own limit.
Low net exposure does not mean low risk, so the strategy is constrained on several dimensions at once.
- Net exposureKept close to neutral within set bands
- LeverageGross exposure capped by the mandate
- Liquidity sizingPositions scaled to tradable liquidity and reduced as it thins
- ConcentrationLimits per asset and per theme
- Drawdown stepsPredefined de-risking stages, up to a full exit
Strategy readiness
From research to the flagship portfolio.
Research and live testing are complete. The steps that remain are operational.
- 01CompleteResearch and designSignals, portfolio construction and risk limits defined.
- 021 year +Live tradingTraded live since September 2025, through changing market conditions.
- 03In developmentVault integrationCustody, reporting and investor onboarding being connected.
- 04Opening soonInvestor accessFirst subscriptions, subject to eligibility.
Roadmap
Visible from day one.Built in sequence.
The architecture is set out in advance and built in stages. The flagship portfolio grows from its live-tested core, with each stage established in operation before the next begins.
1/ 6Strategy live-tested
Phase I · 1 strategyCurrent
1
Launch
The flagship portfolio opens
Added+1 strategy · +1 portfolio
- Crypto Market NeutralLive-tested
- VZ Multi-StrategyLaunching soon
Milestones
- Initial investor capital in the flagship portfolio
- The full investment cycle in live operation
- VaultZona risk framework applied at portfolio level
Phase II · 3 strategiesNext
3
Build
A digital multi-strategy foundation
Added+2 strategies
- BTC & ETH IncomeIncome
- Signal AlphaDirectional
Milestones
- Income and directional return drivers added to relative value
- Live data on how strategies behave together
- All three return engines in the flagship portfolio
Phase III · 6 strategiesPlanned
6
Expand
Cross-asset return drivers
Added+3 strategies
- Private IncomeCredit
- Equity Market NeutralEquities
- Commodity Market NeutralCommodity
Milestones
- Liquid and less liquid strategies run side by side
- Diversification beyond digital assets
- All six strategies in operation
Phase IV · 3 portfoliosPlanned
3
Scale
Risk-profiled portfolios
Added+2 portfolios
- VZ DefensivePortfolio
- VZ GrowthPortfolio
Milestones
- Engine weights set by each portfolio’s risk budget
- Allocations adjusted as correlations shift
- Each strategy run once and shared across portfolios
Sequencing and timing are indicative and may change.
Platform
Unified governance.Modular institutional infrastructure.
Why now
Digital markets now provide the building blocks — custody, execution, settlement and a widening range of tokenised assets. Multi-strategy portfolio management across them remains fragmented.
Accountability
Investors rely on one accountable manager for mandate, risk and reporting, across every strategy and service provider.
The investment cycle
4Controlled by VaultZona
2Independent third parties
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01VaultZona
Strategy selection
Each strategy runs under a service agreement and joins a portfolio only with VaultZona approval.
Controlled -
02VaultZona
Product design
Each portfolio has its own mandate, engine ranges, liquidity terms and fees.
Controlled -
03VaultZona
Risk management
Limits are set at strategy and portfolio level and monitored centrally.
Controlled -
04Third party
Institutional custody
Portfolio assets are intended to sit with independent custody providers, with final arrangements set for each portfolio.
Replaceable -
05Third party
Trade execution
Trades are executed on established venues selected for liquidity and execution quality.
Replaceable -
06VaultZona
Investor access
Onboarding, vault subscriptions, redemptions and NAV reporting in one investor layer.
Controlled
Separation of dutiesCustody and execution sit with institutional providers chosen for each portfolio.
Oversight retained
Every strategy and provider operates within limits set by VaultZona.
The cycle closes. Investor reporting and portfolio data feed back into the next strategy decision.
Company
The manager behind the portfolios.
VaultZona is a quantitative multi-strategy manager for tokenised markets, designed around one portfolio and risk framework.
VaultZona retains responsibility for portfolio construction, allocation, risk governance and the investor mandate, while specialist strategies and institutional infrastructure can be provided under contract.
Contact
info@vaultzona.com
Detailed materials and team biographies are shared with qualified investors under NDA.
Built for the tokenised financial system