Westraynham data visualisation representing AI-driven crypto market analysis
AI-driven crypto analysis

Predictive models for crypto markets, with every outcome logged in public

Westraynham analyses on-chain data, order flow, and macro signals in real time, then publishes the resulting positions and their outcomes for independent review. No internal-only metrics. No selective reporting.

Full transaction log, published monthly
Methodology

How the model calibrates its signals

Westraynham does not operate as a sealed black box. The underlying process is documented, and the inputs feeding each decision are disclosed below in plain terms.

Each position is derived from a weighted comparison of current market structure against historical variance patterns. The model does not predict price in isolation; it ranks the probability of a given move against a defined risk threshold before any capital is allocated.

Recalibration occurs on a rolling basis as new data arrives, rather than on a fixed schedule, so the model reflects current conditions instead of last quarter's assumptions.

  • On-chain transaction volume and wallet concentration
  • Order book depth across major exchanges
  • Volatility indices and macro liquidity conditions
  • Sentiment indicators drawn from public market commentary
01 Raw data ingested from exchange feeds, blockchain explorers, and macro data providers.
02 Signals weighted against historical variance and current volatility bands.
03 Position sized according to pre-set risk thresholds, not model confidence alone.
04 Outcome recorded and queued for publication in the monthly ledger.
Performance log

A record open to inspection, not a summary we control

Every entry in the ledger includes the opening position, the closing position, and the variance against a stated benchmark. The format below shows the structure of each monthly entry.

Month Strategy applied Benchmark variance Volatility-adjusted return
Entry format e.g. long-bias rotation — recorded against benchmark — recorded per entry
Entry format e.g. volatility-hedged position — recorded against benchmark — recorded per entry

Figures shown above illustrate ledger structure only. Full historical entries, including realised values, are available through the public ledger.

Risk management

Capital preservation takes precedence over signal confidence

Hedging approach

Positions are hedged against sudden liquidity shocks using correlated instruments rather than held unhedged on conviction. Exposure is reduced automatically once volatility exceeds a defined band, regardless of the model's directional confidence.

  • Downside exposure capped per position before entry
  • Correlated hedge instruments applied during high-volatility windows
  • No single position exceeds a pre-set share of total allocation

Risk thresholds are set in advance and reviewed on a fixed cycle, not adjusted mid-position to accommodate a losing trade. The table below outlines the current settings applied across managed positions.

Maximum drawdown per positionCapped, pre-defined
Volatility exit triggerAutomatic
Position concentration limitEnforced per allocation
Review cycleFixed, scheduled
Use cases

Applied across individual and institutional mandates

Portfolio optimisation

Individual and family office allocations

Private investors use the model's output to rebalance crypto allocations against a broader portfolio, aligning exposure with an existing risk tolerance rather than treating digital assets as a separate, speculative bucket.

Predictive arbitrage

Short-horizon pricing discrepancies

The model flags pricing divergence between venues before it closes, giving desks a narrow window to act. Flags are logged whether or not the opportunity is acted upon, preserving an honest record of signal accuracy.

Institutional liquidity analysis

Execution planning at scale

Asset managers use depth and liquidity data to plan execution of larger positions without materially moving the market, sequencing entries and exits around modelled liquidity windows.

About the platform

Built for scrutiny, not for persuasion

Westraynham was built on the premise that a model worth trusting is one that can be checked. Rather than asking investors to accept a performance claim, the platform publishes the underlying data trail so each claim can be verified independently.

This approach is deliberately slower and more conservative than marketing-led alternatives. It is intended for investors who would rather see twelve months of logged variance than a single projected return.

Westraynham analyst reviewing published performance data on screen
FAQ

Questions investors ask before requesting access

Who holds custody of client assets

Westraynham does not take custody of client funds. Positions are executed through the client's own exchange accounts or custodial arrangements, with the platform providing analysis and allocation recommendations rather than direct control of assets.

How often is the model updated

The model recalibrates on a rolling basis as new market data arrives. Structural changes to the methodology itself, such as new data sources or weighting adjustments, are reviewed on a fixed quarterly cycle and noted in the ledger.

How are fees structured

Fee terms are confirmed directly with each account holder during onboarding and vary by mandate size and service level. No performance figure published in the log is adjusted to exclude fees.

What happens if a model underperforms its benchmark

Underperforming periods are logged with the same detail as outperforming ones. The ledger is not edited or curated after publication, and historical entries remain visible regardless of outcome.

Access

Review the logs before you commit capital

Access to Westraynham is granted on request, following a short onboarding conversation to confirm suitability. There is no obligation to allocate capital before reviewing the full performance history.