[Weekly Brief] Jan 2026 - W1: Rising Spot, Rising Volatility

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)
• Duration: 7 Days
• Weekly Return: +2.90% (vs BTC +2.62%)
• Alpha (vs BTC spot): +0.28%
• Cumulative Return: +5.55% (vs BTC -3.20%, since Nov 29, 2025)

Alpha Analysis

• Profit Contribution: The portfolio's realized gains were primarily driven by Options (~98%), with Perpetual Futures contributing the remaining ~2%
• Strategy Robustness: Amidst a dual rally of price and volatility, the system successfully captured expanding premiums to generate positive (+) Alpha, demonstrating a structural edge that thrives on market inefficiency rather than just direction.

Market Context

• Correlation Shift "A Rare Regime: Positive Correlation"
• Spot-Vol Correlation (+0.81): A sharp deviation from the norm. Volatility is expanding alongside price, indicating a "Panic Buying" regime.

The Process

• System Upgrade: We successfully deployed the 'Correlation Regime Detection' and 'SlideTheta' logic. These modules allowed the system to dynamically optimize position sizing and exit timing.

About the Report

1. Philosophy: Gauss Technology does not rely on directional prediction or speculation. We focus strictly on monetizing market inefficiencies and structural volatility.
2. Instruments: BTC spot, perpetual, and options on the OKX exchange.
3. Data Standards: All performance metrics represent Net Realized PnL, calculated after deducting all transaction fees and slippage.
4. Membership Access: This public report displays percentage returns only. Absolute pnl ($) and detailed execution analysis will be available exclusively in the upcoming Partner Tier.
5. Evolution with AI: Decisions are driven by Human-AI collaboration. Therefore, as AI advance, Gauss Technology’s capabilities grow stronger.
6. Disclaimer: This report is for informational purposes only and does not constitute financial advice. Past performance is not indicative of future results.