listingapis.com
listingapis.com
Investor brief · marketmaker.cc
Document created
2026-06-03

We profit from new listings.

A new token listing is a predictable event: pent-up demand hits the buy side at the moment of listing and the price spikes. The bot catches the signal, enters in 1.25–2.0 s (median 1.67 s) and exits within seconds. We monitor listings across 143 exchanges in real time and trade this move on Bybit and BingX perpetuals.

Funds stay in your own accounts — we operate via a trade-only key with no withdrawal rights. Below you can adjust the constructor, view real trades on charts, and explore the Excel models.

Open the interactive Excel models→

Strategy constructor

Move the controls — the metrics recompute. In practice we don’t trade every listing, but a liquidity-filtered subset; the broad sample is a conservative floor, the liquid subset is the target. The profile is “small fast losses plus asymmetric gains,” so Sortino is the right headline metric, not Sharpe.

Data
Signal
Track
—
Leverage (L)
8×
Splitting (N tranches)
15
Eff. exposure
0.53×
L / N = 8 / 15
≤ ½-Kelly — conservative
Amount ($)
$
Margin/event: $6,667 (÷N=15) · ~40% into position: $2,667 · position ×8: $21,333 · capacity 98%
Trades per year
36
The metrics below are at effective exposure 0.53× = L/N. Base is 1× notional (leverage-invariant). In practice we traded at leverage of ~10–50× (the exact per-trade value is not recorded in the DB). Leverage scales both return and drawdown by ~×L and adds liquidation risk; splitting into N divides exposure back down (N tranches across different events) — so risk is measured by L/N. Sharpe/Sortino do not depend on L/N. Also applied: 0.15% fee+slippage per trade (scales with leverage) and market capacity = depth $3M / (depth + notional) — the same model as /models, so a large Amount honestly lowers the return. For the “backtest” source a derate is additionally applied (slider above — the “halve the backtest” rule); real trades are not discounted.
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Operating model and custody

Funds ALWAYS stay with the investor

This is the only model we offer. There are no other options.

  • We trade only via trade-enabled API keys on accounts owned and funded by the investor.
  • Withdrawal rights are NEVER granted. The key is created with “trade” enabled and “withdraw” disabled — we physically cannot withdraw your funds.
  • “Handing over funds for custody” is off the table. We do not take custody and do not accept deposits to ourselves. If anyone offers such a scheme — it is not us.
  • The key is revocable in one click — our trading stops instantly without our involvement. This is your emergency brake.
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Capital ramp stages

$50k → $100–250k → $400k–1M

Stage 1 — Pilot
$50k

≥30 live trades on your account, your own read-only monitoring, fee in escrow, 0% fee until the HWM is recovered, our capital alongside.

Stage 2 — Scale
$100–250k

Expansion after a confirmed live edge and passed gate criteria.

Stage 3 — Target
$400k–1M

The target capacity range at the current exchange coverage. The upper bound of $1M is a stretch: it requires materially more venues and accounts.

The ask is aligned with capacity (~$1k median per event × number of events/accounts). $1M is shown only as “requires materially more venues/accounts,” not as an anchor.

Terms for the investor

A performance-only fee

35%for managing your capital — taken from profits.
  • We trade your account; you keep 65% of the profits.
  • No profit, no fee — it applies only to gains above the previous peak (high-water mark).
  • You stay in control of your own capital and can verify every trade.
Two risks we name plainly

Scale and an ultra-short window

  • Not tested at large size → exit liquidity risk. At small size we exit fine, but at large size a thin order book may not let us exit at a good price within the seconds-long hold — our own orders move the market against us. The edge at scale is an unproven assumption; we mitigate it with a conservative k×capacity and staged gates.
  • An ultra-short holding window. The bot enters in 1.25–2.0 s (median 1.67 s) and exits on its own within ~5–30 s. Exposure is tiny (good for market-neutrality), but the whole edge rests on an immediate spike and on enough liquidity to enter AND exit within that window; a late exit or a thin book hits the trade directly.
Eugen Soloviov
Eugen Soloviov
Founder of marketmaker.cc · author and operator of the strategy

The whole stack is mine: data across 143 exchanges, real-tick backtests, listing detection (listingapis.com) and execution. I do the research and the infrastructure myself. I run the strategy personally — entry/exit, risk limits, kill-switch.

Contact: t.me/suenot · [email protected] · suenot.com.