![[Weekly Brief] Jan 2026 - W5: Market Turbulence & Stress Test](/content/images/size/w600/2026/01/weekly-2601-5.png)
Weekly Report
"Volatility is the price of admission." This week, Bitcoin suffered a severe crash (-7.63%), triggering a violent spike in volatility. As panic selling hit the market, Implied Volatility (IV) skyrocketed, causing a temporary but significant expansion in market premiums. Consequently, our portfolio faced a sharp Mark-to-Market (Unrealized)
![[Weekly Brief] Jan 2026 - W4: The Pendulum Swings](/content/images/size/w600/2026/01/weekly-2601-3.png)
Weekly Report
Despite the sudden breakdown in Bitcoin price (-5.20%) this week, the market exhibited a peculiar behavior: Volatility remained suppressed. Typically, a sharp drop triggers a spike in Implied Volatility (IV). However, the market absorbed the sell-off with remarkable calm, keeping premiums stable. Our system capitalized on this anomaly, defending
![[Weekly Brief] Jan 2026 - W3: Vol Compression & Regime Shift](/content/images/size/w600/2026/01/weekly-2601-2.png)
Weekly Report
As we approach Martin Luther King Jr. Day (Monday, Jan 19), we are observing a severe crush in Implied Volatility alongside realized volatility due to the upcoming U.S. market holiday. Crucially, the Spot-Vol correlation has officially flipped to negative (-0.42), marking a complete return to the traditional "
![[Weekly Brief] Jan 2026 - W2: Positive Correlation Persists](/content/images/size/w600/2026/01/combined_square-1.png)
Weekly Report
The "Positive Correlation" anomaly we identified last week is persisting but fading. As the market grinds higher with lower volatility, patience becomes the key edge. Our system remains focused on capturing the structural edge left behind by the crowd's uncertainty. Performance Summary * Period: Jan 03, 2026
![[Weekly Brief] Jan 2026 - W1: Rising Spot, Rising Volatility](/content/images/size/w600/2026/01/-------------------------------2026-01-04--------------4.55.56.png)
Weekly Report
When both price and volatility rise, it creates a unique environment for quantitative traders. While the crowd focuses on "How high will BTC go?", we focus on "How long will this positive correlation anomaly last?" Performance Summary * Period: Dec 27, 2025 (Sat) ~ Jan 02, 2026 (Fri)