Algorithmic Investment Management
Құт — divine fortune · prosperity · blessing

Systematic alpha. Institutional discipline.

7 algorithms. 4 signal families. One instrument. Institutional-grade quantitative strategies — once exclusive to elite hedge funds — deployed with full transparency for qualified private investors.

Explore our system
+27%
Net Return (Live)
vs S&P 500 +16%
1.4
Sharpe Ratio
vs Market 0.75
29%
CAGR (10yr Backtest)
vs S&P 500 14.6%
100%
Positive Years
10 out of 10 years
Live Trading · Jan 2025 – Present · Real Capital
The 60/40 portfolio is broken. We built the alternative.

Bonds no longer hedge equity risk. Traditional allocation models have failed investors in the new rate regime. In 2022 both equities and bonds fell 15%+. Diversification was promised but not delivered.

kut.capital bridges the gap between elite quant infrastructure and qualified private capital. We deploy algorithmic strategies — once exclusive to Renaissance, Citadel, and DE Shaw — with institutional discipline, full transparency, and weekly liquidity.

Our edge is temporal diversification: 7 algorithms operating on different timeframes and signal types, each with low correlation to the others. The diversification is in when and why we trade, not what we trade.

Structured as a regulated fund under AIFC (Astana International Financial Centre), we operate within an English common-law jurisdiction with full account segregation and independent custody via Exante.

01

Risk Is Rule #1

Five layers of defense — hard stops, trailing stops, anti-martingale sizing, per-algorithm weight limits, and structural put-spread hedging — keep drawdowns shallow and recoveries fast.

02

Radical Transparency

No lock-ups, no gates. Weekly liquidity. Full real-time visibility of your capital through the Exante portal. Your assets stay in your name.

03

Aligned Incentives

High-water mark on performance fees. We earn nothing on drawdowns. Our capital is invested alongside yours. We only succeed when you succeed.

7 Algorithms. 4 Signal Families.
Our multi-algorithm system captures different market behaviors — trends, breadth shifts, capitulation events, and volatility anomalies — across multiple timeframes.

Trend & Momentum

Multi-horizon trend following with 4–12 month lookbacks and breakout detection. Captures persistent market moves while filtering noise.

Market Breadth

Advance/decline ratios, new highs/lows, and percent above MA via Z-score normalization. Detects capitulation and broad participation shifts.

Mean Reversion

Buy-the-dip algorithms identifying capitulation exhaustion — when aggressive sellers are spent and recovery probability is highest.

Options & Skew

Analyzes VIX, skew curve, and OTM put pricing. Anomalously expensive puts signal risk (exit); cheap puts signal opportunity (enter).

Instrument
S&P 500 Futures (CME ES)
Direction
Long-only
Frequency
5 daily + 2 hourly
Max Leverage
1.75×
Capital protection is Rule #1
Five layers of defense ensure drawdowns stay shallow and recoveries stay fast.

Hard Stop + Trailing Stop

Every position enters with a hard stop-loss. Trailing stop follows swing-lows as profits grow.

Anti-Martingale Sizing

Second position only after first moves to breakeven. No averaging down, ever.

Max 25% Per Algorithm

No single strategy can dominate the portfolio. Diversification enforced by hard weight limits.

Structural Put-Spread Hedge

Annual deep OTM put-spread rolled ~2×/year provides tail-risk protection at ~1%/year cost — monetizable during volatility spikes.

Human Circuit-Breaker

Portfolio manager monitors for extraordinary events and can override to reduce exposure — but never to add it.

Live · Jan 2025 – Present
Real money. Real results.
+27%
Net Return (Live)
vs S&P 500 +16%
-14.5%
Max Drawdown (Live)
vs S&P 500 -18.75%
24d
Recovery Time
vs S&P 500 57 days
1.4
Sharpe Ratio
vs Market 0.75
10-Year Backtest (2016–2025): 29% CAGR · 2.22 Sharpe · 3.54 Sortino · -11.3% Max DD · 1,039% Cumulative · 100% Positive Years · Conservative estimate (30% haircut): ~20% CAGR
Simple. Aligned.
Minimum Investment$1,000,000
Management Fee1.5% per annum
Performance Fee15% of gains
High-Water MarkYes
RebalancingMonthly
LiquidityWeekly · No lock-up

10% Tax Shield

Individual investors pay 10% income tax on every profitable trade. Inside the AIFC fund structure, this tax is eliminated — the saving alone more than covers the management fee.

1.5/15 vs Industry 2/20

The global hedge fund standard is 2% management + 20% performance. We charge less on both.

Active Protection

A passive ETF costs 0.1% and falls with the market. Our fee pays for options hedging, systematic risk management, and portfolio engineering.

Who's behind kut.capital
An entrepreneur-technologist who built the system from the ground up, paired with an institutional veteran who has managed pension-scale capital for two decades.
DS

Daniyar Serikson

Founder & Chief Investment Officer

Entrepreneur and technologist. Built kut.capital's algorithmic infrastructure from the ground up — from signal research through code development, backtesting, and live deployment. Responsible for investor relations, fund operations, and strategic vision.

Entrepreneur Technologist System Architect
AS

Anuar Syzdykov

Strategy Architect & Senior Advisor

Institutional investment veteran with 20 years of portfolio management experience. Previously Head of Asset Management for the Ular-Umit and Astana pension funds, overseeing large-scale capital allocation and fiduciary strategy. Focuses on constructing resilient portfolios leveraging non-correlated returns.

20 Years Experience Pension Fund Management Multi-Strategy

Legal Counsel

TKS — Tukulov & Kassilgov Litigation

Kazakhstan's first specialized disputes firm. Ranked by Chambers Global and Legal 500. Handles cases up to $200M+. Clients include Samsung and Huawei.

What happens after you say yes
01

Agreement

Sign investment management agreement. Standard AIFC documentation. ~1 day.

02

Account Setup

Open segregated account at Exante in your name. Full KYC/AML process. 3–5 days.

03

Fund Transfer

Wire capital to your Exante account. Assets remain in your name at all times. 1–3 days.

04

Activation

Algorithms begin trading on the next signal cycle. First performance report within 30 days.

Let's discuss how kut.capital fits your portfolio
We welcome inquiries from qualified investors and institutional allocators seeking uncorrelated systematic alpha.

Get in touch

Jurisdiction
AIFC — Astana International Financial Centre
English common-law jurisdiction
Custody
Exante — Global multi-currency brokerage
Full account segregation
For Investors
Minimum investment: $1,000,000
Weekly liquidity · No lock-up
HNW & UHNW investors

This website is for informational purposes only and does not constitute an offer to sell or a solicitation of an offer to buy any securities. Past performance is not indicative of future results. All investments involve risk, including the possible loss of principal. Backtest results are hypothetical and subject to model risk; a conservative 30% haircut is applied to all backtest projections. kut.capital is an emerging fund. Information presented is believed to be accurate but is not guaranteed.