Tracking CTAs since 1994
Edgehill Investment Group LLC
HADES Short-Only Cryptocurrency Strategy
Principal(s): Kennedy Mitchell
Strategy: Short-Term / Quantitative / Short-Only Cryptocurrency
Investment Restrictions: ACcredited / QEP
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
Edgehill’s HADES Strategy employs an hourly rules-based trading approach in the cryptocurrency markets, based on a proprietary pattern recognition system. The system identifies certain short market patterns that are not random, but signify an imbalance between supply and demand, market sentiment extremes, and market reversals. It focuses on higher volume, short term opportunities. It is an ideal solution for institutions or individuals holding cryptocurrencies in cold storage for the longer term.
utilizes strict rules to identify these patterns, discovered by analyzing years of market data and focusing on one hour time frames, exploiting the short-term, directional declines that often follow. Algorithms analyze data weighted in a manner which places greater value on most recent market developments, rather than believing what always occurred in the past will continue to happen in the future.
The strategy is predictive in nature, beginning analysis short-term and moving backwards in time, analyzing data and forecasting pattern completion points in the future. In many cases this allows the Manager to operate ahead of other participants and become involved in directional moves as they begin; indicating a pattern breakdown, reversal, or completion. This allows very short-term positioning earlier than other investors prior to the start of a major market event.
Kennedy Mitchell is the Founder of Edgehill Investment Group, and is responsible for the firm’s portfolio management, trading and research activities. He has worked in the investment management industry for more than 30 years and began developing technically-based trading strategies in 1994. The Edgehill HADES Strategy is the culmination of over 30 years of experience, research, and learning after working on his own and other third-party investment funds. Ken’s investment management career began at Gruntal & Co. in 1993. He then transitioned to a high-net-worth asset management role at Prudential Securities. Following his experience at Prudential, Ken was a Proprietary Trader with Coast Capital Group in Boston, Massachusetts. He later was recruited by Meridian Asset Management, an asset management firm based in San Francisco California, as a Portfolio Manager and Partner. His other experience includes: 1). Trading Desk Manager, Federal Home Loan Bank of San Francisco, 2) Portfolio Manager at Graham Capital in Rowayton, CT., 3) Global Macro Portfolio Manager with First New York Securities, 4) FX Portfolio Manager at Falconview Capital in Greenwich, CT., 5) FX and Rates Portfolio Manager with Balyasny Asset Management (BAM), 6) FX Portfolio Manager with ISAM Global Fund, 7) FX Portfolio Manager for Brevan Howard UK, 7) CIO and FX Portfolio Manager with Bedford Investment Group, in New York City, NY. (BIG). In addition to his professional experience, Mr. Mitchell authored Single Stock Futures: An Investor’s Guide (John Wiley & Sons, Inc. 2002). He is also credited with creating new trading strategies utilizing the VIX volatility index that were featured in Barron’s Magazine during 1993-1994. Ken attended Marymount College, in Palos Verdes, California, and studied economics at the American College of Switzerland, in Leysin, Switzerland.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 19.22% | – | – | – | – | – | – | – | – | – | – | – | 19.22% | 0.00% |
| 2025 | 23.47% | 37.19% | 21.04% | 1.92% | 4.08% | 0.73% | -1.98% | 2.17% | 8.18% | 38.95% | 29.93% | -1.28% | 323.02% | -1.98% |
| 2024 | – | – | 27.49% | 33.21% | 17.76% | -11.52% | 16.43% | 33.60% | -15.40% | 14.22% | 2.00% | 11.29% | 201.92% | -15.40% |
Track Record Compiled By: N/A
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.>
Risk Disclosure
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.