XYZ100 Perp

FGVT-XYZ100 Perp

Funding-Gated Volatility-Targeted Exposure model for XYZ100 perpetual futures, using QQQ trend state as the external market filter.

Method

Strategy Principle

2025-10-13 to 2026-05-20

FGVT means Funding-Gated Volatility-Targeted Exposure; XYZ100 identifies the execution market.
The direction gate comes from QQQ trend state: XYZ100 is only allowed when the external Nasdaq proxy says risk-on.
The exposure size is volatility targeted, then capped by a funding gate so expensive perpetual funding can reduce or block exposure.

The signal's target is effective notional exposure. A target of 3.0 means 300% XYZ100 exposure.
The current implementation uses fixed 10x isolated leverage for execution. To create 3x effective exposure, it uses about 30% of equity as isolated margin: 3.0 / 10.0 = 0.30.
The displayed 70% cash is therefore unused margin or cash reserve, not a claim that the strategy only has 30% market exposure.

Research Baseline

Period Return 53.6%

CAGR* 104.4%

MaxDD -11.2%

Calmar 8.29

Sharpe* 2.48

Turnover* 11.00 total / 18.33 ann.

Signal Flips 2 trades

Today

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Audit

Price, signal state, entry/exit markers, exposure, and equity audit.

Execution Log

Run / Check Time	Signal Cutoff	Execute	State	Target	Cash	Changed	Reason

Downloads

Risk Notice

The real XYZ100 sample is short and currently only covers 2025-10-13 to 2026-05-20.
Asterisked CAGR, Sharpe, and annualized turnover are short-sample annualized diagnostics, not long-term estimates.
Perpetual futures add funding, liquidation, exchange, and execution risks that do not exist in QQQ or TQQQ buy-and-hold.
The live signal depends on fresh XYZ100 price, Hyperliquid funding, and QQQ market data; stale or missing inputs should block execution.