CMFDH II
AI Analysis scenario computed client-side from live Deribit positions
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Open positions live from /deribit/positions (future + option)
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CMFDH II strategy reference from levenstein.net
Crypto Money Fund Dollar Hedge II
Designed to mitigate downside risk while generating uncorrelated yield through crypto derivatives. Similar framework to original CMFDH but not strictly zero-delta — discretionary drift allowed. Quarterly rebalancing; positions move mid-quarter only on assignment, calendar swap, or material strike-roll events.
Daily fund balance & total return daily balance · net return since Jan 2023 (updated quarterly)
| Date | Balance (BTC) | Balance (USD) |
|---|---|---|
| Loading daily balances... | ||
Daily fund balance recorded each morning (07:00 Bali) from the live Deribit account balance; newest on top. Rows marked est. (18–27 Sep 2026) were reconstructed afterwards from Deribit transaction history while the live feed was down — estimates, typically within ~0.1–0.2 BTC. Net return above is time-weighted and net of fees, with all deposits and withdrawals removed — refreshed quarterly from the returns engine, not derived from the daily balance line.