Q1 2025 Results and Commentary – ETF Arbitrage Strategies – April 2025

Q1 2025 Results and Commentary

In a quarter where chaos ruled the markets, we quietly delivered stability.

While major indices whipsawed and credit spreads blew out, our strategies did exactly what they were built to do: preserve capital and generate consistent, uncorrelated returns. For Q1 2025, we posted a +4.07% net gain on a blended portfolio—80% Investment-Grade Bond Arbitrage, 20% Equity ETF Arbitrage—with just 1.75x leverage and zero directional exposure.

We stayed delta-neutral. We stayed calm. And, we stayed profitable.

With an additional $10M in new capital projected to come online, we’re scaling up. With additional capital our minimum leverage will increase to 10:1. Maintaining current win rates and execution efficiency, quarterly performance would project to 23.89%, consistent with our back tests and live trade-level data.

This isn’t theoretical. It’s already working, live, every day.

Our ETF arbitrage engine continues to operate across key ETFs, with live trading active on LQD, and IWM, hunting for price dislocations and executing trades in milliseconds. Volatility creates opportunities which our models capture resulting in  real, repeatable alpha.

We’re not just surviving this environment. We’re built for it.

If you’re tired of guessing where the market goes next, tired of excuses, tired of exposure—maybe it’s time to look at something radically different.

Our results will be provided upon expressing an investment level of interest.

Frederick Weiss, Chairman
Cetus Fund 1 – powered by Quantiverse-ai
Frederick.weiss@quantiverse-ai.com
Mobile/WhatsApp +49 170 381 5596