Spiko Digital Assets Cash & Carry Fund - Euro Share Class (EURSPKCC)

Rank #629

Spiko Digital Assets Cash & Carry Fund - Euro Share Class (EURSPKCC) is a systematic fund aimed at seeking predictable returns through a cash-and-carry strategy. Instead of taking directional bias, the proposal is to operate in a rules-based manner, allocating monthly between crypto market opportunities and short-term fixed-income instruments.

How the strategy works

Each month, the fund adjusts the allocation according to which scenario offers the higher net return: a classic cash-and-carry trade using CME futures or investments in short-duration United States Treasury bills. The logic is to align the portfolio's behavior with a market-neutral outcome, with the objective of outperforming the prevailing risk-free rate.

The exposure is reflected directly by the performance of a transparent, rules-based strategy index, without relying on discretionary decisions.

What EURSPKCC is for

The role of EURSPKCC is to provide access to a cash-and-carry approach in an institutional format, focused on market neutrality. The strategy seeks to avoid taking directional risk in crypto and also to mitigate risk related to interest rate fluctuations.

Use, execution, and positioning in the ecosystem

By combining CME futures and short-term Treasury bills, Spiko seeks to structure measurable results based on predefined rules. This design can be associated with the context of crypto applications linked to different areas of the ecosystem, such as Ethereum Ecosystem, Polygon Ecosystem, and Real World Assets (RWA).