Skip to main content

ZEROBASE Super Strategy — Product Overview

I. Strategy Overview​

ZEROBASE Super Strategy is a multi-strategy quantitative framework designed to generate stable, repeatable returns across diverse cryptocurrency market conditions. The strategy integrates statistical arbitrage, BTC/ETH options structures, and cross-venue microstructure models into a unified execution system.

The statistical arbitrage component seeks to capture short-term structural price dislocations by monitoring micro-price behavior, liquidity shifts, and local inefficiencies. The options component operates primarily on BTC and ETH standardized contracts, utilizing volatility structure analysis, multi-leg combinations, and term-structure opportunities to construct controlled-risk payoff profiles.

All sub-strategies run concurrently under a unified execution engine, with automated entry, exit, and exposure calibration. The strategy emphasizes high opportunity density and controlled risk exposure, aiming for a stable return path with limited drawdowns. Returns are accumulated through repeated small-magnitude opportunities rather than directional positions.

ZEROBASE Super Strategy is designed to function continuously under varying market regimes, with systematic risk controls ensuring that exposure, leverage, and concentration remain within predefined parameters.

II. Risk Management Framework​

The strategy operates under a consolidated risk-control architecture applied across all trading accounts and sub-strategies. Key quantitative constraints include:

  • Net Leverage Ratio (NLR) ≤ 6%
  • Gross Leverage Ratio (GLR) ≤ 2
  • Maximum Drawdown (MDD%) ≤ 15%
  • Underlying Concentration Ratio (UCR) ≤ 5%
  • Maintenance Margin Ratio (MM%) ≤ 30%

The system monitors these parameters in real time. Breaches trigger automatic exposure reduction or suspension of specific sub-strategies until metrics return to compliance.

III. Ticket-Based Subscription System (ZBT-Denominated)​

Participation in ZEROBASE Super Strategy requires the minting of ZBT-denominated access tickets. Each ticket authorizes a maximum deposit capacity. Upon deposit, the ticket (NFT) is permanently burned, and the allocation is recorded within the strategy.

Gold Ticket​

  • Mint Cost: 1,000 ZBT
  • Deposit Capacity: up to 100,000 USDT

Diamond Ticket​

  • Mint Cost: 10,000 ZBT
  • Deposit Capacity: up to 1,000,000 USDT

Infinite Ticket​

  • Mint Cost: 100,000 ZBT
  • Deposit Capacity: No limit
  • Feature: Continuous, unrestricted subscription

This tiered mechanism ensures proportional access to the strategy while aligning capital allocation with ecosystem participation.

IV. Subscription and Redemption Policy​

Subscription​

Users may subscribe to the strategy at any time by depositing USDT through the corresponding ticket capacity. Upon successful deposit, the ticket is destroyed, and the user’s allocation becomes active starting from the next strategy cycle.

Withdrawal​

Withdrawal follows a monthly cycle:

  • Withdrawal requests submitted on or before the 22nd day of each month
  • Funds become available for withdrawal on the 1st day of the following month
  • Example: A request filed on June 18 becomes withdrawable on July 1

Strategy principal and strategy-generated returns are distributed separately. Earnings are not compounded within the strategy unless the user actively subscribes again.

V. Suitability and Use Case​

ZEROBASE Super Strategy is suitable for investors seeking:

  • Rule-based quantitative exposure
  • Diversified multi-strategy return sources
  • Stable performance across varying market cycles
  • Transparent, parameter-driven risk boundaries
  • BTC/ETH options-based non-directional yield structures

The strategy is optimized for institutional users, family offices, DAOs, and qualified individual investors requiring controlled risk and systematic execution.