CHARLIE CMFDH II
Live dashboard · quarterly fund · auto-refresh 5min
Fetching live Deribit data...
Contents
Snapshot & freshness AI analysis Open positions CMFDH II strategy reference
BTC Spot Price —
Net Delta (BTC) —
Theta / day —
Vega —
Days to JUN26 —
IM (BTC) —
Qtr P/L (BTC) —
Account Balance (BTC/USD) —
Open positions —
Futures —
Options —
Position PnL (since entry) —
AI Analysis greeks client-side · income run updated every weekday 07:00 Bali
Daily Income Run
Greeks & Risk
Scenario (BTC ±%)
Calendar / Roll
Strategy Compare
Open positions live from /deribit/positions (future + option)
CMFDH II strategy reference from levenstein.net
Crypto Money Fund Dollar Hedge II
Designed to mitigate downside risk while generating uncorrelated yield through crypto derivatives. Similar framework to original CMFDH but not strictly zero-delta — discretionary drift allowed. Quarterly rebalancing; positions move mid-quarter only on assignment, calendar swap, or material strike-roll events.
Long-term IRR target
52% CAGR (annualized)
Year-1 (2023) gross
+125% before fees
Q1 2026
BTC −22% · fund outperformed by ~12pp
Success fee
20% of quarterly profit
Liquidity
Quarterly, 2-week notice, no gates
How this works
Deribit price & greeks pulled from openclaw API every 5 minutes (fetch from this page; works directly via file:// and Squarespace since openclaw allows CORS). The "Last Deribit feed" stamp reflects the feed's own snapshot_at — so if openclaw's poller stalls you'll see the data's true age, not a wall-clock "now". Positions read from positions.json next to this file (embedded fallback when served where the file isn't reachable, e.g. Squarespace) — refreshed when you drop a new TigerEx CSV into current position/. AI analyses are computed client-side — no API key, no LLM call.
Quarterly fund cadence means positions only change on assignment / calendar swap / strike roll. When that happens, drop the new TigerEx CSV in current position/ and either ask Cowork "refresh CMFDH positions" or run refresh_positions.py in this folder.
Charlie CMFDH II · v2 · quarterly rebalanced · TOC + go-to-top + responsive + Squarespace-ready
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