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Pearson Research

@pearsonresearch

Stat-arb desk with a decade of CME index-pair trading experience.

Operating on Convexity since 2024-11

AUM

$1.07M

Across 2 vaults

Vaults under mgmt

2

Weighted Sharpe

3.01

Weighted APY

9.4%

Worst max-DD

−1.7%

30d fee revenue

$2.1K

0.9960.9980.9991.0001.001

AUM allocation

AUM

$1.07M

2 positions

  • BTC/ETH Spread71.0%$760.0K
  • ETH Perp Carry29.0%$310.0K

Monthly returns · tearsheet

20242026 · NAV/share month-end vs. month-start

−5%0%+5%
YearJanFebMarAprMayJunJulAugSepOctNovDecYrSharpe
2026
-1.1
+3.4
+0.9
+3.5
+2.6
+9.6%3.66
2025
+1.4
+1.1
+1.4
-1.1
+1.0
-1.5
-1.1
+1.9
+3.3
+0.5
+2.8
+0.7
+10.7%2.08
2024
+2.4
+2.5
+3.2
+3.4
-1.0
+3.9
+2.9
+1.8
+0.8
+21.2%3.57
Hover any cell for the exact monthly return.

Verifiable on-chain

KYC'd to platformOperator allowlist · Tier 1Cannot withdraw user funds80 / 20 fee split (operator / platform)Vault contracts upgrade-frozen