JARE
SYSTEMATIC CRYPTO CAPITAL MANAGEMENT
Crypto returns are a function of drawdown control. Our strategies are engineered to suppress volatility and compound returns across market regimes.
PRIVATE MANDATE. INSTITUTIONAL INQUIRIES ONLY. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
01 // PROCESS
The Algorithmic Framework
REGIME IDENTIFICATION
Statistical analysis of volatility clusters to statistically define the current market environment. Prevents capital misallocation during regime shifts that destroy passive exposure.
DYNAMIC ALLOCATION
Algorithmic sizing of positions based on regime probability. Aggressive in trends, defensive in stress. Ensures participation in upside while strictly capping downside variance.
CAPITAL ROTATION
Systematic flow between BTC, ETH, and Stablecoins. Maximizes unit accumulation when majors bleed against each other, compounding purchasing power.
REPORTING CADENCE
Transparent monthly performance updates and comprehensive annual reviews. Eliminates information asymmetry and holds the strategy accountable to the benchmark.
CUSTODY & OPS
Segregated custody architecture with direct asset ownership and strict access controls. Eliminates counterparty risk via direct asset ownership and strict access protocols.
SYSTEM EVOLUTION
Continuous parameter refinement based on out-of-sample performance data. The model adapts to market microstructure shifts, ensuring long-term alpha preservation.
02 // REPORTING
Radical Transparency
Most crypto managers report performance selectively. We report in full. Every month. Every drawdown. Every regime shift. If capital is at risk, opacity is unacceptable. We assume investors can handle the truth.
Objective: Asymmetric outperformance of the Bitcoin benchmark via volatility suppression.
03 // ALGORITHMIC STRATEGIES
Proprietary Engines
Our systems are built on a single premise: markets do not fail investors, unmanaged drawdowns do. Risk is treated as a variable to be engineered, not a byproduct to be tolerated.
ARAD System
Our flagship volatility-targeting model. It segments market data into drawdown tranches to mathematically project expected returns, dictating exposure levels with zero emotional interference.
Orchid System
Trend-following module designed to capture high-velocity moves while filtering out low-conviction chop. The foundation of our upside capture mechanism.
03 // TRACK RECORD
Performance Archive
Repository of investment letters and strategy papers from previous mandates. Evidence of a consistent risk-management framework across varying market conditions.
Alpha Fund Q3 2024
Global Macro Thesis '24
Alpha Fund Q2 2024
Volatility Review H1
Alpha Fund Q1 2024
Year End Review 2023
Crypto Market Cycles
Genesis Fund Performance
03 // FEE STRUCTURE
Investment Terms
Straightforward and transparent pricing. We prioritize clarity in our partnership terms.
SUCCESS FEE
Applied on realized profits
MANAGEMENT FEE
Annual (Charged Monthly)
04 // ABOUT THE FOUNDER
José Andrés Ruiz Elizondo
FOUNDER | CIVIL ENGINEER | ALGORITHMIC TRADER
I approach capital markets with the mindset of a Civil Engineer: structure comes before speculation. As a Partner at Digital Hedge Capital, I architected the Orchid System, an algorithmic engine that executed over $45M in volume by strictly filtering volatility. My work creates systems that survive where discretionary trading fails.
This is not a pivot from engineering; it is an application of it. From founding Muralia.mx to structuring institutional crypto products, my focus remains on converting chaotic inputs into reliable, operational outputs.
JARE represents the synthesis of this discipline: a quantitative framework built to compound purchasing power through rigorous drawdown control. I don't just theorize risk; I engineer reliability.
- Quantitative systems design
- Execution and risk management
- Reporting and investor operations
- Long-term capital preservation focus
05 // FAQ
We manage liquid digital asset portfolios with a strict focus on Bitcoin and Ethereum. We do not allocate to venture equity, NFTs, or illiquid tail-assets.
Capital is preserved in segregated institutional accounts or cold storage solutions. Liquidity events are processed within defined monthly windows to ensure orderly execution.
Partners receive a monthly performance snapshot and a comprehensive annual ledger detailing attribution, volatility metrics, and net purchasing power growth.
Risk is treated as a first-class variable, not a constraint. The strategy is volatility-aware. Exposure is algorithmically reduced during high-risk regimes to cap drawdowns significantly below the benchmark.
Yes. Minimum thresholds are established to ensure administrative efficiency and are discussed during the initial consultation.
All investment carries risk. Past performance is not indicative of future results. We target asymmetry, not guarantees.
Mandates are initiated strictly by referral or approved inquiry. Alignment of time horizon and risk tolerance is a prerequisite.
Leverage is utilized sparingly, only when volatility regimes permit, and never to chase yield. Capital preservation remains the primary directive.
We operate on a high-water mark model. Management fees are de minimis; compensation is primarily derived from realized performance.
Allocation is dynamic, dictated by ARAD System signals. It ranges from weekly adjustments during high volatility to static positioning during trend persistence.
We employ a hybrid model: Qualified custodians and segregated on-chain execution accounts for the majority of AUM, with a fraction in active self-custody for on-chain execution.
The primary unit of account is BTC. Our goal is to accumulate Bitcoin purchasing power, outperforming the asset itself. We also track against a 50/50 BTC/ETH index.
Yes. In-kind subscriptions and redemptions are supported to optimize tax efficiency and minimize transaction friction.
Exposure is restricted to blue-chip protocols with established audits and significant TVL. We strictly avoid experimental yield farming.
06 // INQUIRIES
Request Access
Capital is deployed selectively. We partner with investors who understand volatility, time horizons, and asymmetric risk. Access is granted by mandate alignment, not volume. Capacity is finite by design.