June 2026 Performance Report

During the reporting period, AMVBNS02 delivered a modest positive return of+1.40%, outperforming approximately93.0% of tracked cryptocurrencies while exceeding both theMarket Median and Top 10 Median benchmarks. The strategy completed 17 trades across13 cryptocurrencies, maintaining a diversified portfolio despite relatively limited trading activity.

Performance during the month was highly uneven. The strategy opened with a solid+1.99% gain in Week 1 before producing its strongest results in Week 3, where a 75.0% win rate generated+12.05% and accounted for the majority of the month's gains. However, a difficult final week erased much of that progress, as two consecutive losing trades resulted in a-12.64% weekly decline. Despite this setback, the strategy managed to preserve a positive monthly return.

Trade statistics reflected a balanced 47.06% win rate, with profitability supported by favorable reward-to-risk dynamics. Winning trades averaged+5.78%, comfortably exceeding the average losing trade of -4.99%. The strongest individual position returned +12.61%, demonstrating the strategy's ability to capture meaningful market opportunities, although the worst trade of-6.80% highlights that downside risk remained significant.

Risk remained elevated throughout the reporting period. The strategy experienced a maximum drawdown of -12.97%, with the sharp reversal during the final week accounting for most of the equity decline. While the month finished in positive territory, the Sharpe Ratio of 0.01 indicates that returns were achieved with considerable volatility and offered only limited risk-adjusted reward.

Relative performance was the month's strongest accomplishment. AMVBNS02 outperformed93.0% of the tracked cryptocurrency universe, finishing27.92 percentage points above the Market Median and 23.23 percentage points ahead of the Top 10 Median benchmark. Although absolute returns were modest, the strategy demonstrated exceptional resilience relative to the broader market, placing it among the top-performing strategies during a challenging reporting period.