Statistics Repository for the Margin Syndicate System
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October 2026 · Study in progress
Hedge-bot returns, slope and leverage
This month we are studying whether paired hedge bots can deliver adequate returns after fees and funding for the risk taken. The proposed mandate combines paired long/short hedge bots with cash reserves, excluding standalone directional grids and swing positions.
The study will reconstruct hedge-only performance separately from the historical mixed portfolio and specify a controlled pilot with a reference cohort. It will assess ratio/slope changes at fixed gross exposure separately from leverage-driven increases in position size, measuring their different effects on net exposure, returns and drawdowns.
The 10%, 15% and 20% drawdown budgets are design options, not demonstrated limits. A hedge-only track record remains unproven; hedging alone does not guarantee a drawdown ceiling.
Discussion paper revised 3 October 2026 · Evidence through 1 October 2026
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OKX Copy Trade
Margin Syndicate copy-trading account
OKX Copy Trading
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BloFin Copy Trade
Futures copy-trading profile
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Performance FAQ
Common questions about our verified performance data
Are all performance figures calculated the same way?
No. Reports may cover different accounts, periods, fees and cash-flow methods. For the OKX copy account, the displayed figures do not account for deposits and withdrawals; the page identifies Bybit or Zignaly as the better live reference. Check each source's methodology before comparing returns.
Does third-party tracking mean the figures are audited?
No. Platform reporting and on-chain observations support verification of particular data, but do not by themselves constitute an independent financial audit. Check what each report actually verifies and request supporting records where needed.
How should I interpret drawdown?
Drawdown belongs to a particular account, period and valuation method, including how open positions and cash flows are treated. Use the source report's dated series. Historical drawdown is not a future loss limit, and the October study's 10%, 15% and 20% budgets are design options rather than demonstrated ceilings.
Does the historical record validate the new strategies?
No. The October hedge-only study must reconstruct its own cohort separately from the mixed portfolio. Options profitability remains unproven, and Arbitrage testnet round trips establish execution behaviour rather than investment returns.
How current are the reports?
Refresh schedules differ: the page describes QuantSpace as approximately hourly and Zignaly as around 19:00–20:00 UTC daily. Check the timestamp in the source report; the schedule is not proof that a particular update completed.
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