WE KNOW WHERE
THE TREASURE
IS BURIED
Cristo Capital is a proprietary trading firm that executes statistical and algorithmic methodologies across three funds. Our investment strategies are systematic, structural, rigorously modeled and tested, and durable over decades and market regimes. We do not predict trades or forecast markets. Instead, operating on our stack of in-house software, we leverage overlooked market inefficiencies hiding in plain sight. The firm is named after Alexandre Dumas’ novel The Count of Monte Cristo, inspired by our chance discovery of modern treasure.
Genesis Cardinal · Minute-Data Backtest · 2026 YTD
| Month | Start | End | P&L | Return | Max drawdown |
|---|---|---|---|---|---|
| JAN | $10,000,000 | $10,730,463 | +$730,463 | +7.30% | −0.01% |
| FEB | $10,730,463 | $11,522,379 | +$791,916 | +7.38% | −0.43% |
| MAR | $11,522,379 | $12,229,188 | +$706,809 | +6.13% | −0.71% |
| APR | $12,229,188 | $12,953,965 | +$724,778 | +5.93% | −2.15% |
| MAY | $12,953,965 | $14,106,291 | +$1,152,326 | +8.90% | −1.07% |
| JUN | $14,106,291 | $15,149,438 | +$1,043,146 | +7.39% | −0.60% |
| JUL | $15,149,438 | $15,611,205 | +$461,767 | +3.05% | −0.54% |
| AUG | $15,611,205 | $15,814,577 | +$203,372 | +1.30% | −0.03% |
| 2026 YTD | $10,000,000 | $15,814,577 | +$5,814,577 | +58.15% | −2.15% |
Backtest simulated results on $10,000,000 of starting capital, generated by Cristo Capital’s internal research engine. August reflects a partial month. Maximum drawdown is measured on the full daily path. Simulated performance is hypothetical and is not a guarantee or prediction of future results.
Built on Probability
Not Prediction
We take as much pride in protecting capital as we do in growing it. For example, in March 2026, when Iran war tensions sent the VIX above 30 and the stock market dropped 8.47%, our system remained cash-positive—closing the month with an 88.0% win rate. The same pattern held when we backtested financial institutions through the banking collapse of 2008—our strategy ran an 85.8% win rate through market meltdown. Cristo Capital’s strategy is engineered to create asymmetric returns in both calm and volatile environments.
*Win rate factored from actual, consecutive Genesis Flagship Fund trades between Nov 1, 2025 and Aug 20, 2026, consisting of 264 transactions. We generate results through disciplined rapid capital redeployment across positions.