Why the selection of assets is important

Not every cryptocurrency belongs in an institutional portfolio.

The crypto market offers thousands of assets, but at Montcrest Capital, our objective is not to trade as many of them as possible.

It is to identify markets where our systematic strategies can operate with sufficient liquidity, repeatability and capacity.

Our research universe

Our strategies currently focus primarily on a defined group of major digital assets.

Our systematic swing research covers 12 large crypto assets, including Bitcoin, Ethereum, Solana, XRP, Dogecoin, Chainlink, Cardano, Bitcoin Cash, Litecoin, Avalanche, Sui and Bittensor.

Other strategies are deliberately more concentrated.

Our intraday models focus on BTC and ETH, while our longer-term cycle strategy operates exclusively on Bitcoin spot. Our quarterly swing research is also Bitcoin-only.

That concentration is intentional.

Liquidity matters

A strategy that performs well with $1 million may become unusable with $100 million.

As capital increases, market depth, slippage and execution become part of the strategy itself.

This is why our portfolio progressively concentrates on the deepest digital assets, particularly BTC, ETH and SOL, as deployed capital increases.

Smaller assets can offer attractive opportunities, but they also impose tighter capacity constraints.

For Montcrest, an edge is only useful if it can eventually be deployed at meaningful scale.

Different assets, different roles

We do not expect every asset to serve the same purpose.

Bitcoin provides exceptional liquidity and supports our largest-scale strategies.

Ethereum and Solana provide additional systematic opportunities while retaining significant market depth.

Selected larger altcoins expand the opportunity set at lower capital levels.

The result is not simply a collection of cryptocurrencies.

It is a structured investment universe, where every asset has to justify its place through liquidity, systematic opportunity and portfolio contribution.

At Montcrest, we are not trying to trade the entire crypto market.

We are trying to trade the part of it that can support an institutional investment process.