Indicia Labs

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The Pallas PortfolioLong-only, systematic crypto market timing strategy. Reinforcement learning to achieve largeinformation ratio(i.e., large alpha above benchmark with low risk).Annualized returnPallas Portfolio: 39%Bitcoin: 21%(Measured over previous 5 years.)Annualized volatilityPallas Portfolio: 18%Bitcoin: 48%(Measured over previous 5 years)Sharpe RatioPallas Portfolio: 2.0Bitcoin: 0.4(Measured over previous 5 years.)Information RatioPallas Portfolio: 2.8Bitcoin: 0.4(Measured over previous 5 years.)Jensen's AlphaPallas Portfolio: +25%Bitcoin: -9%(Evaluated using the Capital Asset Pricing Model for the crypto market. Measured over previous 5 years.)Market betaPallas Portfolio: 0.2Bitcoin: 0.9(Evaluated using the Capital Asset Pricing Model for the crypto market. Measured over previous 5 years.)(Last updated: April 1, 2026)(*: The benchmark is a passive basket of the same coins in the investment universe of the Pallas Portfolio, equally-weighted and rebalanced daily.)

Annualized returnPallas Portfolio: 39%Bitcoin: 21%(Measured over previous 5 years.)Annualized volatilityPallas Portfolio: 18%Bitcoin: 48%(Measured over previous 5 years)Sharpe RatioPallas Portfolio: 2.0Bitcoin: 0.4(Measured over previous 5 years.)Information RatioPallas Portfolio: 2.8Bitcoin: 0.4(Measured over previous 5 years.)Jensen's AlphaPallas Portfolio: +25%Bitcoin: -9%(Evaluated using the Capital Asset Pricing Model for the crypto market. Measured over previous 5 years.)Market betaPallas Portfolio: 0.2Bitcoin: 0.9(Evaluated using the Capital Asset Pricing Model for the crypto market. Measured over previous 5 years.)

The Pallas PortfolioLong-only, systematic crypto market timing strategy. Reinforcement learning to achieve largeinformation ratio(i.e., large alpha above benchmark with low risk).