MNFund announces private session in Amsterdam on trading volatility, Bitcoin returns, and crypto future; limited spots via sign-up or email.

MNFund launched in 2025 outperforms Bitcoin by 55% in bear market, hosts first event on volatility trading and crypto thesis May 13.

Discover MN Fund crypto volatility trading strategy yielding 16% returns amid flat prices. Explore performance history, Sharpe ratio 1.21, and why volatility trading in cryptocurrency markets outperforms Bitcoin by 55%.

MN Fund boasts 16.47% returns in March 2026, trouncing Bitcoin's 3.8% gain amid algorithmic trading shift. Dive into the volatility strategy driving crypto outperformance.

Michaël van de Poppe's MN Fund surges 16.47% in March amid flat markets, leveraging automated volatility trading for a Sharpe ratio of 1.21.

According to @CryptoMichNL, MNFund employs volatility trading strategies to optimize returns while minimizing downside risk in crypto investments. During February, the fund traded $HYPE, $DCR, and $HBAR, achieving an 8.6% return despite a 6.2% decline in the underlying assets, leading to a 15% outperformance. Such systems allow MNFund to maintain high liquidity and turnover, showcasing the potential benefits of structured volatility trading.

According to @CryptoMichNL, MN Fund has demonstrated significant success in automated volatility trading, outperforming Bitcoin (BTC) by 50% since its inception on July 1, 2025. Despite substantial market corrections, their strategy maintained consistent trading, achieving a positive return of 0.5% during recent downturns. The fund plans to scale operations further, aiming to improve the Sharpe Ratio and reduce portfolio drawdowns, providing a robust quantitative approach for crypto investors.

According to Michaël van de Poppe (@CryptoMichNL), Bitcoin (BTC) is currently trading within a range, presenting opportunities for volatility traders. He suggests waiting for BTC to either move to the lower bounds for potential long positions or to the higher bounds for profit-taking opportunities. A breakout from this range could activate a trend trade strategy.

According to Michaël van de Poppe, the TAO token has entered a favorable trading zone following a rapid bounce attributed to discussions by NVIDIA's CEO. This environment is ideal for volatility traders, though swing traders are advised to wait for potential dips. Van de Poppe highlights the momentum-driven nature of recent market activity and retains 75% of his position, anticipating significant upside in the next 3-6 months.

According to @CryptoMichNL, the MN Fund has successfully outperformed Bitcoin (BTC) by over 34% since its inception, even amidst challenging market conditions. The fund's strategy of scaling up volatility trading and focusing on core assets has proven effective, despite a -10.80% return in January. Key contributors to Bitcoin's correction include liquidity shifts to commodities like gold and silver, rising Japanese yields, and unwinding effects from leveraged positions. The fund remains optimistic, forecasting positive returns due to increased market volatility and trading volume.

According to @CryptoMichNL, STBL remains a day-trading candidate with rising volatility expected in the coming period; the latest retest of lows was bought quickly and few token unlocks are anticipated, limiting supply overhang, source: @CryptoMichNL, Dec 25, 2025. He notes that if price reverses and breaks above the 20-Day moving average, a liquidity sweep could precede a rally toward $0.18, source: @CryptoMichNL, Dec 25, 2025. He also expects broader market conditions to improve in Q1, potentially aiding STBL momentum, source: @CryptoMichNL, Dec 25, 2025. Traders can watch the 20-Day MA break as the actionable trigger with $0.18 as the upside target per his plan, source: @CryptoMichNL, Dec 25, 2025.

According to @CryptoMichNL, multiple upcoming macroeconomic events will drive elevated volatility across crypto and broader risk assets, prompting a fully liquid stance and a focus on trading volatility at MNFund_ (source: @CryptoMichNL). According to @CryptoMichNL, MNFund_ returned +0.29% over the first five months, versus BTC at -14.29%, underscoring relative outperformance during downside periods (source: @CryptoMichNL). According to @CryptoMichNL, the approach prioritizes short-term, volatility-driven trades and cash optionality until macro catalysts clarify market direction (source: @CryptoMichNL).

According to The Kobeissi Letter, the SEC sent multiple warning letters to ETF providers amid a surge in market volatility, effectively blocking the introduction of new 3x–5x leveraged ETFs. Source: The Kobeissi Letter. The SEC has repeatedly warned that leveraged and inverse ETFs are complex products that magnify daily index moves and are intended primarily for short-term trading by sophisticated investors, underscoring the risk concerns highlighted in these letters. Source: U.S. SEC Office of Investor Education and Advocacy. The letters signal heightened scrutiny of high-leverage ETF filings and indicate that launches of new 3x–5x products are on hold pending further regulatory guidance. Source: The Kobeissi Letter. For crypto markets, existing spot Bitcoin and spot Ether ETFs operate under SEC oversight, and any proposals for 3x–5x crypto ETFs would be evaluated under the same complex product and derivatives risk framework. Source: U.S. SEC.

According to @hfangca, OKX US users can switch to Exchange mode, tap the Bot button, and deploy a Spot Grid bot to automate short-to-medium-term trades with take-profit and stop-loss controls, targeting profits from volatility and range-bound price action; source: @hfangca. According to @hfangca, this approach is presented as a time-saving weekend setup that keeps tactical exposure while reducing screen time; source: @hfangca. According to @hfangca, the strategy is not designed for long-term holding, requires close monitoring, and users should study the tool and underlying asset risks, do their own research, and leverage free education resources before committing capital; source: @hfangca.

According to @godbole17, the one-year call-put skew remains biased toward puts, highlighting continued preference for downside protection in long-dated options markets (source: @godbole17 on X, Nov 25, 2025). In options markets, a put-biased skew means implied volatility for puts is higher than for calls of the same maturity, indicating stronger demand for hedges against downside moves (source: Cboe Options Institute; CFA Institute). For trading, a persistent long-dated put-skew typically supports risk-management structures such as protective puts or collars and can inform volatility-relative trades that sell richer put IV versus call IV with appropriate risk controls (source: Cboe Options Institute; CFA Institute).

According to @KobeissiLetter, Morgan Stanley says any short-term weakness is an opportunity to add long exposure into 2026 amid AI bubble fears, source: @KobeissiLetter (Nov 24, 2025). According to @KobeissiLetter, Morgan Stanley now forecasts a 1,000-point S&P 500 rally over the next 12 months to 7,800 and advises traders to use volatility to their advantage, source: @KobeissiLetter (Nov 24, 2025).

According to @StockMarketNerd, 20%+ upside surges and 20%+ declines routinely revert within days, highlighting a short-term mean reversion trading edge after extreme moves (source: @StockMarketNerd on X, Nov 6, 2025). Based on @StockMarketNerd’s observation, traders can prioritize fade or pullback setups instead of chasing momentum immediately after a 20%+ spike or crash, aiming to capture the multi-day reversal rather than a prolonged trend (source: @StockMarketNerd on X, Nov 6, 2025). The practical takeaway from @StockMarketNerd’s note is to structure short-duration trades around the post-move extremes and target the anticipated multi-day retracement cited by the source, keeping holding periods to days rather than weeks (source: @StockMarketNerd on X, Nov 6, 2025).

According to the source, the piece highlights three trading drivers: Coinbase (COIN) is "cashing in," IBIT is slipping, and REX is turning market volatility into gains, indicating focus areas for crypto-exposed equities and ETFs (source). According to the source, traders should monitor COIN revenue sensitivity to trading activity, IBIT flows and premium/discount behavior, and performance of REX volatility-linked products to position around BTC liquidity and volatility cycles (source).

According to @business, South Korean investors are embracing leveraged VIX bets after years of piling into Big Tech and crypto, with Bloomberg characterizing these as risky volatility trades amid a bubble debate, which is directly relevant to traders tracking cross-asset risk sentiment in Asia hours; source: Bloomberg via @business on X, Oct 19, 2025.

According to @StockMKTNewz, multiple 5x leveraged ETF filings have been submitted, although the post does not specify the underlying assets, signaling potential expansion of ultra-leveraged exchange-traded products, source: @StockMKTNewz. Leveraged ETFs are designed to deliver a multiple of the daily return of an index and can deviate significantly over longer holding periods due to compounding and path dependency, which heightens tracking error and risk for traders, source: SEC Office of Investor Education and Advocacy. Such products, if approved, would magnify intraday volatility and require strict risk controls, with daily reset mechanics making them generally unsuitable for buy-and-hold strategies, source: FINRA Investor Education and SEC Office of Investor Education and Advocacy. Until official prospectuses and tickers are available, traders should monitor SEC EDGAR for filings and issuer disclosures to evaluate fees, counterparties, leverage methodology, and liquidity profiles, source: SEC EDGAR. The post does not indicate whether these filings are crypto-linked, so any near-term impact on digital assets cannot be determined from the information provided, source: @StockMKTNewz.