KyperXCapital

Systematic investment · Public markets

Positioned forthe regime,not the forecast.

KyperX Capital runs a systematic, regime-aware strategy in liquid public markets. Quantitative signals measure trend, volatility, liquidity and correlation. A disciplined risk architecture decides how much to hold.

See the approach Performance record

Proprietary capitalOpen to a limited number of wholesale investorsSydney, Australia

Market regimes and how the strategy responds

Market regimes · trend × volatilitySchematic
Market regime fieldSchematic. Trend strength runs left to right and realised volatility bottom to top, dividing markets into four regimes: quiet range, quiet trend, volatile trend and stress. A path shows how markets move between regimes over time.STRESSVOLATILE TRENDQUIET RANGEQUIET TRENDLOWHIGHTREND STRENGTHLOWHIGHREALISED VOLATILITY

Compound

Signals agree and volatility is contained. The systematic core runs at its full budget, inside volatility ceilings.

GrossHigh
HedgeMinimal
New riskOpen

Schematic path, not market data. Levels are qualitative; exposure limits are set by the risk framework.

Strategy
Systematic core with a discretionary macro and sector overlay
Instruments
Listed equities, ETFs, index products, exchange-traded options and futures
Markets
Liquid, exchange-traded markets. No CFDs
Structure
Principal capital invested; limited places for wholesale investors
Operator
KyperX Pty Limited · ABN 59 619 985 036

The record

Measured month by month, from the account statements.

Every figure here is calculated from one monthly return series for the proprietary account. The record runs from November 2024 to October 2025. Past performance is not a reliable indicator of future performance.

Full performance record
Cumulative return
+97.0%
NASDAQ-100 +28.0%
Annualised volatility
17.6%
NASDAQ-100 15.4%
Sharpe ratio
4.40
NASDAQ-100 1.84
Max drawdown · month-end
0.0%
NASDAQ-100 −8.7%
Growth of 100KyperX CapitalNASDAQ-100
Growth of 100 since November 2024: KyperX Capital 197, NASDAQ-100 128, to October 2025.50100150200NOV 24FEB 25MAY 25AUG 25OCT 25128197
Growth of 100 since November 2024: KyperX Capital 197, NASDAQ-100 128, to October 2025.50100150200NOV 24MAY 25OCT 25128197

Source: Interactive Brokers account statementsData to October 2025Proprietary account

Approach

Three layers, each with a separate job.

Models process market data consistently. Judgement is applied where models are weakest: macro, sector and regime interpretation. Exposure is built from the systematic core up.

How the strategy works

Data→Signals→Regime→Sizing→Limits→Portfolio

Layer 01 · Always on

Systematic core

A multi-factor signal engine across momentum, volatility, liquidity and correlation sets base exposure with volatility-calibrated sizing.

  • Momentum and trend persistence
  • Realised and implied volatility
  • Liquidity and cross-asset correlation
Layer 02 · Research-led

Thematic conviction

Research-led exposure to structural growth areas. Signals shape timing; research sets the map; exposure scales with evidence.

  • AI infrastructure
  • Semiconductors
  • Biopharma innovation
Layer 03 · Conditional

Risk & hedge overlay

Volatility ceilings, trailing risk controls and tactical hedges engage when drawdown probability rises.

  • Volatility ceilings
  • Trailing risk controls
  • Tactical hedge overlays

Risk architecture

Every position passes the same four controls.

Risk management is designed into the strategy, not added afterwards. What the portfolio experiences feeds back into how large the next position can be.

Risk and governance
Control chainDashed: conditional
Risk control chainSignal engine, volatility sizing, exposure limits and a conditional hedge overlay sit between a signal and the portfolio. Drawdown and volatility in the portfolio feed back to resize positions and can trigger the hedge overlay.Signal engineSCORE · VALIDATEVolatility sizingPER INSTRUMENTExposure limitsGROSS · NET CAPSHedge overlayON DRAWDOWN RISKPortfolioCONTINUOUS MONITORINGDRAWDOWN & VOLATILITY FEEDBACK → RESIZETRIGGERSIGNALPOSITION
Dr Aso Hamzehei

Founder & Investment Manager

Dr Aso Hamzehei

PhD in Artificial Intelligence and Data Analytics, with more than a decade of active market experience across equities, ETFs, derivatives and systematic strategies.

Full profile

Invest

Invest alongside the strategy.

KyperX Capital works with a limited number of wholesale and professional investors. Start with a conversation about your mandate.

Speak with us

For wholesale and professional investors. An enquiry does not commit you or KyperX Capital.