Entropia Tech Indexes

Index Library

Entropia Tech Indexes

KPIs as of 30 September 2026. Click any strategy name to open its detailed report.

Equities Indexes

Pure equity alpha powered by entropy-based regime intelligence. Dynamic exposure across global equity markets seeks to capture persistent trends, anticipate regime shifts and adapt risk allocation as uncertainty evolves. The hedged version incorporates a systematic VIX overlay designed to improve portfolio resilience during periods of elevated market stress.

Stratégie / Index	Perf YTD	MDD	Sharpe	Vol	CAGR	Last Update
EntropiaTech Global EquitiesWorld Equities, SP500, Nasdaq, EuroStoxx50, T-Bill Entropy-Trend exposure	+6.14%	-12.56%	1.73	10.09%	+17.45%	2026-09-30
EntropiaTech Global Equities HedgedWorld Equities, SP500, Nasdaq, EuroStoxx50, T-Bill Entropy-Trend exposure & VIX dynamic hedging	+4.56%	-8.6%	2.01	8.58%	+17.23%	2026-09-30
Oriskany Global Equity SmartTactical HedgedDynamic hedging of the S&P 500 and EuroStoxx 50 using VIX futures, with exposure ranging from 0 to 200	+8.54%	-8.53%	1.67	9.68%	+16.20%	2026-10-06

Fixed Income & FX Indexes

FX (EUR, AUD, GBP, JPY) and Fixed income alpha through entropy-driven global FX and bond allocation. A multi-sector global bond strategy spanning investment grade, high yield and emerging market debt, with entropy signals guiding dynamic allocation and credit risk management. The hedged version incorporates a systematic CDX overlay (and VIX Overlay for HY) to dynamically manage credit risk during periods of market dislocation and spread widening.

Stratégie / Index	Perf YTD	MDD	Sharpe	Vol	CAGR	Last Update
EntropiaTech Global Bonds FXIBHY, IBIG, T-Note, T-Bill, FX, Entropy-Trend exposure	+5.54%	-4.82%	2.52	6.12%	+15.41%	2026-09-30
EntropiaTech Global Bonds FX HedgedIBHY, IBIG, T-Note, T-Bill, FX, Entropy-Trend exposure and CDX hedging	+4.10%	-5.50%	2.39	6.53%	+15.62	2026-09-30

Global Macro Indexes

Macro alpha through entropy-driven multi-asset allocation. A diversified multi-asset strategy spanning equities, rates, bonds, FX and commodities, with systematic entropy signals driving dynamic allocation and active risk management across changing market regimes. The hedged version incorporates systematic VIX and CDX overlays to manage equity and credit risk during periods of heightened market stress.

Stratégie / Index	Perf YTD	MDD	Sharpe	Vol	CAGR	Last Update
EntropiaTech Global MacroEquities, Bonds, Govies, Forex, Volatility, Commodities, Gold, BTC, T-Bill Entropy-Trend exposure	+7.54%	-7.55%	2.65	8.42%	+22.29%	2026-09-30
EntropiaTech Global Macro PlusEquities, Bonds, Govies, Forex, Volatility, Commodities, Gold, BTC, T-Bill Entropy-Trend exposure and VIX & CDX hedging	+7.08%	-6.86%	3.01	7.93%	+23.85%	2026-09-30

Crypto Trading

Intraday entropy cycles on digital assets with strict risk control. A quantitative intraday strategy on BTC, ETH, BNB, SOL and XRP based on the third law of thermodynamics. Entropy extrema detect high-probability market turning points, combined with dynamic CCI filtering and cycle validation. The Adaptive version further weights portfolio exposure using the Crypto Entropia Score to enhance risk-adjusted returns through dynamic exposure management during periods of elevated market uncertainty.

Stratégie / Index	Perf YTD	MDD	Sharpe	Vol	CAGR	Last Update
EntropiaTech Crypto TradingMulti-crypto intraday entropy strategy	+47.06%	-19.53%	1.39	37.69%	+52.54%	2026-09-30
EntropiaTech Crypto Trading AdaptiveMulti-crypto intraday entropy strategy weighted by Crypto Entropia Score	+29.82%	-10.99%	1.98	18.02%	+35.75%	2026-08-31

Absolute Return

Consistent returns across market regimes through entropy intelligence. A capital-preservation focused multi-asset strategy designed to deliver steady absolute returns across changing market environments, with entropy-driven allocation and strict drawdown control. The Plus version incorporates systematic VIX and CDX overlays to further strengthen portfolio resilience during periods of heightened market stress.

Stratégie / Index	Perf YTD	MDD	Sharpe	Vol	CAGR	Last Update
EntropiaTech Absolute ReturnUS Equities Index L/S, Bonds, Gold, BTC Entropy-Trend exposure	+6.94%	-5.07%	2.76	3.74%	+10.32%	2026-09-30
EntropiaTech Absolute Return PlusUS Equities Index L/S, Bonds, Gold, BTC and VIX & CDX hedging Entropy-Trend exposure	+6.20%	-4.89%	2.75	3.78%	+10.41%	2026-09-30

Research

Scientific research framework

Entropy-based index design: from signal extraction to allocation, overlays and research documentation.

↓Research PaperPDF · EntropiaTech Indexes Methodology

Download the full research note behind the EntropiaTech indexes methodology.

Entropy as a measure of uncertainty

Leveraging entropy as a measure of uncertainty in a global macro investment approach connects information theory with financial market analysis. It enables macro investors to quantify randomness, disorder, and market surprise.

H(X) = -Σ p(x) log p(x)

Quantification of Market Uncertainty — Unlike traditional risk metrics like volatility, which assume a normal distribution, entropy measures the disorder in a system. It captures non-linear risks that standard models miss.
Regime Shift & Trend Detection — Low entropy often indicates a strongly trending market, while a sudden spike in entropy signals a breakdown in the current regime, market confusion, or an impending turning point.
Early Warning Indicator — Entropy to detect when a crowded trade is becoming unstable before price action fully reflects the panic.

Allocation under uncertainty

The allocation logic follows the Maximum Entropy Principle: avoid over-confident concentration unless the data carries enough information to justify it.

Maximize entropy subject to risk, exposure and signal constraints

Diversification is treated as an information constraint, not only as a variance target.
Position sizing is updated by asset-level entropy and portfolio-level regime state.
The method naturally captures non-Gaussian behaviour and tail asymmetry.

Overlay and risk triggers

Overlays are driven by regime diagnostics instead of fixed calendar or static threshold rules.

Overlay = f(asset entropy, cross-asset stress, drawdown state)

Per-asset entropy thresholds can trigger hedges or exposure reductions.
Portfolio entropy summarizes the breadth of risk across the full index universe.
The same research layer is reused across detailed strategy reports.

Research Dimension	Traditional Framework	EntropiaTech Framework
Risk Measure	Volatility / covariance matrix	Entropia score and distributional uncertainty
Distribution Assumption	Often Gaussian or second-moment driven	Naturally captured via distributional shape
Allocation Logic	Mean-variance frontier	Maximum Entropy Principle (MaxEnt)
Overlay Triggers	Vol target / threshold VaR	Per-asset entropy score thresholds

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