# Quantitative Trading Research & Benchmarks Source: https://robuxio.com/research Markdown: https://robuxio.com/research.md The institutional framework behind our portfolios, live benchmarks against major indices, and ongoing research on systematic trading and market dynamics. --- [![Robuxio - Algorithmic Crypto Trading Solutions](https://robuxio.com/images/logos/logo.svg)](https://robuxio.com/) [Home](https://robuxio.com/)[Crypto](https://robuxio.com/crypto)[Equities](https://robuxio.com/equities)[Whitelabel](https://robuxio.com/whitelabel)[Resources](https://robuxio.com/resources) [Book a Call](https://robuxio.com/call) Research # Research and benchmarks The institutional framework behind our portfolios, live benchmarks against major indices, and ongoing research on systematic trading and market dynamics. Featured ## The framework and the data behind it [![Robust crypto market exposure — drawdown chart and relative momentum](https://robuxio.com/_next/image?url=%2Fimages%2Fog%2Frobust-crypto-market-exposure.png&w=3840&q=75) Whitepaper An end-to-end methodology covering market opportunity, trading engine architecture, portfolio construction, and risk management. Read the whitepaper →](https://robuxio.com/crypto/whitepaper)[![Institutional crypto market benchmarks — rolling volatility, momentum and regime distribution](https://robuxio.com/_next/image?url=%2Fimages%2Fog%2Finstitutional-crypto-market-benchmarks.png&w=3840&q=75) Benchmarks Live cumulative returns, drawdowns, and volatility for Bitcoin, the top-50 crypto universe, and major equity indices. Open benchmarks →](https://robuxio.com/benchmarks) Articles ## Ongoing research Quantitative analysis on systematic trading, market structure, and portfolio construction. [![Most Crypto Allocations Are Down in 2026. A Systematic Approach Is Not.](https://robuxio.com/_next/image?url=%2Fimages%2Fblog%2Fresearch%2Fall-weather-crypto-2026%2Fytd-2026-all-weather-vs-long-only.png&w=3840&q=75) Jun 11, 2026 Most Crypto Allocations Are Down in 2026. A Systematic Approach Is Not. Most crypto allocations are down in 2026. A systematic, all-weather portfolio of uncorrelated sleeves is not. Here is the design that made the difference. Read Article](https://robuxio.com/research/most-crypto-allocations-are-down-in-2026)[![Extreme Volatility Spikes in Crypto Perps](https://robuxio.com/_next/image?url=%2Fimages%2Fblog%2Fresearch%2Fcrypto-perp-volatility-spikes%2Fcrypto-perp-volatility-spikes.jpg&w=3840&q=75) Apr 30, 2026 Extreme Volatility Spikes in Crypto Perps Single-coin volatility spikes in crypto perpetuals are rising sharply even in calm markets. The pump-and-dump pattern, quantified across the top universe. Read Article](https://robuxio.com/research/crypto-perp-volatility-spikes)[![A Bitcoin ETF Is Not a Crypto Strategy](https://robuxio.com/_next/image?url=%2Fimages%2Fblog%2Fresearch%2Fbitcoin-etf-not-crypto-strategy%2Fbtc-performance-since-etf.png&w=3840&q=75) Mar 22, 2026 A Bitcoin ETF Is Not a Crypto Strategy Why passive Bitcoin ETF exposure fails as a crypto strategy, and how systematic algorithmic approaches deliver structurally different return profiles. Read Article](https://robuxio.com/research/bitcoin-etf-not-crypto-strategy)[![When Mean Reversion Breaks Down in Crypto](https://robuxio.com/_next/image?url=%2Fimages%2Fblog%2Fresearch%2Fmean-reversion-breakdown%2Ftop40-5day-drops.png&w=3840&q=75) Mar 18, 2026 When Mean Reversion Breaks Down in Crypto Mean reversion is one of the most stable edges in crypto. At what magnitude of selloff does the edge appear, and where does it break down? Tested results. Read Article](https://robuxio.com/research/when-mean-reversion-breaks-down-in-crypto)[![The Structural Shift in Crypto Markets That Most Missed](https://robuxio.com/_next/image?url=%2Fimages%2Fblog%2Fresearch%2Fcoin-dispersion%2Fdaily-return-range.png&w=3840&q=75) Mar 12, 2026 The Structural Shift in Crypto Markets That Most Missed Dispersion within the top 40 coins increased substantially in 2025 — a structural shift in crypto market dynamics that systematic strategies can exploit. Read Article](https://robuxio.com/research/crypto-market-coin-dispersion-2025)[![Extreme Decline Altcoin Strategy](https://robuxio.com/_next/image?url=%2Fimages%2Fblog%2Fresearch-extreme-decline.png&w=3840&q=75) Feb 6, 2026 Extreme Decline Altcoin Strategy Significant alpha exists in extreme declines. A systematic strategy that buys altcoins after sharp drops and exits quickly, with full backtested results. Read Article](https://robuxio.com/research/extreme-decline-altcoin-strategy)[![Bitcoin's Easiest Trading Days Are Disappearing](https://robuxio.com/_next/image?url=%2Fimages%2Fblog%2Fresearch%2Fbitcoin-trend-efficiency.png&w=3840&q=75) Feb 3, 2026 Bitcoin's Easiest Trading Days Are Disappearing Using Kaufman's Efficiency Ratio (KER), we tracked every trending day since 2014. Bitcoin's directional trend days are getting rarer — the data shows. Read Article](https://robuxio.com/research/bitcoins-easiest-trading-days-are-disappearing)[![How to Understand Current Crypto Market Conditions](https://robuxio.com/_next/image?url=%2Fimages%2Fblog%2Fresearch%2Fmarket-conditions-futures.png&w=3840&q=75) Oct 23, 2024 How to Understand Current Crypto Market Conditions A simple systematic trading model to read current crypto market conditions: short-term momentum on small vs large coins, and what mean reversion shows. Read Article](https://robuxio.com/research/how-to-understand-current-market-conditions)[![Profit Targets Hurt Performance — Trend & Breakout](https://robuxio.com/_next/image?url=%2Fimages%2Fblog%2Fresearch%2Fprofit-targets.png&w=3840&q=75) Aug 20, 2024 Profit Targets Hurt Performance — Trend & Breakout Profit targets reduce performance, especially in trend and breakout strategies. The data shows letting winners run beats taking profit early. Read Article](https://robuxio.com/research/profit-targets-hurt-performance)[![Trading Myth: Always Use a Stop Loss](https://robuxio.com/_next/image?url=%2Fimages%2Fblog%2Fresearch%2Fstop-loss-mae.png&w=3840&q=75) Jul 15, 2024 Trading Myth: Always Use a Stop Loss Conventional wisdom says you must always trade with a stop loss. The systematic data tests that claim — and reveals where stop losses help and hurt. Read Article](https://robuxio.com/research/trading-myth-always-use-a-stop-loss)[![The Momentum Effect on Cryptocurrencies](https://robuxio.com/_next/image?url=%2Fimages%2Fblog%2Fresearch%2Fmomentum-effect.png&w=3840&q=75) Jun 10, 2024 The Momentum Effect on Cryptocurrencies Quantifying the momentum effect in crypto: why it's structurally stronger than in traditional asset classes, and the implications for systematic strategies. Read Article](https://robuxio.com/research/momentum-effect-on-cryptocurrencies)