Tech-Enhanced. Human-Driven.
A multi-strategy investment platform combining event-driven, long only/corporate engagement, and quantitative investment strategies. Each engine is distinct, unified through a tech-enabled framework that adapts to market complexity.
A
Open Abi — IC Pre-Screen & Signal Analysis
Quantamental analyst · Always on
● LSTM Model Output · Forward Test · 20 Apr 2026
Forward Test · Pending Kei LSTM sync
TSE · KRX · HKEX · ASX · Kei LSTM v1.0
Event-Driven / Risk Arbitrage
Equity Long Only
Corporate Engagement
QIS / Deep Learning
Historical Return P.A.
+54.0%
+51.4% excess return p.a. since 2022
*Predecessor Abundia LLC · Unaudited
Actual Sharpe Ratio
1.11
High risk-adjusted returns
Assets Under Management
JPY 2.0bn
Gross AUM as of FY2025
Active Signals Today
2
Grade A · IC review required
Founded
2025
BVI · Managed from HK SAR
LSTM Signal Universe — APAC Pair Trading · QIS / Deep Learning Engine
Model output: Kei LSTM v1.0 · 20 Apr 2026 · IC validation required before execution
| Pair | Region | Strategy | Sharpe | Win% | Grade | IC Signal | Z-Score | Convergence | Confidence |
|---|---|---|---|---|---|---|---|---|---|
Toyota / Honda 7203.T / 7267.T |
Japan | QIS | 1.84 | 68.8% | A | ⚡ LONG | -1.91σ | 8–12 days ↗ tightening |
87% |
Samsung / SK Hynix 005930.KS / 000660.KS |
Korea | QIS | 2.14 | 71.4% | A | ⚡ SHORT | +1.93σ | 10–15 days ↘ widening risk |
82% |
CommBank / Westpac CBA.AX / WBC.AX |
Australia | QIS | 1.18 | 58.3% | B | — | +1.38σ | Approaching watch ±1.5σ |
61% |
Toyota / Hyundai 7203.T / 005380.KS |
Cross | Event | 1.67 | 65.2% | B | — | -1.27σ | No forecast FX basis risk |
48% |
MUFG / SMFG 8306.T / 8316.T |
Japan | Engagement | 1.35 | 62.5% | B | — | -0.82σ | Monitor BOJ sensitive |
44% |
Sony / Panasonic 6758.T / 6752.T |
Japan | Long Only | 1.21 | 60.0% | C | — | -1.24σ | Weak signal struct. diverging |
38% |
Alibaba / Tencent 9988.HK / 0700.HK |
HK | QIS | 0.92 | 52.9% | C | — | +0.61σ | No signal reg. risk high |
29% |
"We are building not just a fund, but a platform, a community, and a legacy."
— Yusuke McKenzie, Founder & CIO
AI Analyst — IC Pre-Screen Memo
AI-Enhanced · Human-Validated
QIS / LSTM MODEL OUTPUT · KEI v1.0
Toyota / Honda
LSTM sequence model flagging spread dislocation at -1.91σ — above entry threshold. Honda leg underperforming Toyota on JPY sensitivity differential. Model forecasts spread convergence in 8–12 trading days with 87% confidence. TSE P/B reform pressure and BOJ rate normalisation provide supportive fundamental backdrop. IC decay analysis stable across 60-day lookback window. Regressed-PCA cross-sectional screen confirms no factor loading mismatch.
✓ Recommend to IC
Grade A · Confidence 87%
Paper Trade Log
Samsung / SK Hynix
Toyota / Honda
MUFG / SMFG
+$1,240
Sony / Panasonic
+$880
Risk Metrics — VaR Framework · Updated Daily
Portfolio VaR (1d, 99%)
2.1%
Cap: 5% NAV
Gross Exposure
187%
Within mandate
Japan Exposure
64%
Core market
Win Rate YTD
68.4%
12 closed trades
Sharpe Ratio
1.11
Ann. 2022–2024
Max Drawdown
-8.4%
Peak to trough
AI Monthly Research Reports
March 2026 — Monthly ReviewAI Generated
Strong signal velocity across Japan pairs. TSE reforms driving elevated corporate action. LSTM models showing +0.82 IC on spread forecasts. Three Grade A signals identified. Event-driven pipeline healthy with 4 active M&A situations.
↓ Download Full PDF Report →
February 2026 — Monthly ReviewAI Generated
Korea Value-Up policy driving KRX volatility. Samsung/SK Hynix spread widening beyond 2σ norms. Engagement strategy update: TSE P/B <1x mandate creating constructive dialogue opportunities.
↓ Download Full PDF Report →
Trusted Partners & Providers
Lazarus Capital Partners
Interactive Brokers (HK)
Alaric Securities
NAV Fund Services
Wells Global Asset Management
Republic Bank BVI
Full Trade Log — Paper Forward Test · All Positions
| Date | Pair | Direction | Z-Score | Size | Status | P&L | IC Approved |
|---|---|---|---|---|---|---|---|
| 09 Apr 2026 | Samsung / SK Hynix | SHORT SPREAD | +1.9σ | $50,000 | ● Open | — | ✓ Yes |
| 08 Apr 2026 | Toyota / Honda | LONG SPREAD | -1.7σ | $50,000 | ● Open | — | ✓ Yes |
| 02 Apr 2026 | MUFG / SMFG | LONG SPREAD | -1.5σ | $50,000 | Closed | +$1,240 | ✓ Yes |
| 28 Mar 2026 | Sony / Panasonic | SHORT SPREAD | +1.6σ | $50,000 | Closed | +$880 | ✓ Yes |
| 21 Mar 2026 | Hyundai / Kia | LONG SPREAD | -1.8σ | $50,000 | Closed | -$420 | ✓ Yes |
| 14 Mar 2026 | Toyota / Hyundai | LONG SPREAD | -1.6σ | $50,000 | Closed | +$1,640 | ✓ Yes |
Total Closed P&L
+$3,340
Win Rate
68.4%
Avg Trade Size
$50,000
IC Approval Rate
100%
VaR Framework — Portfolio Risk · Updated Daily
Portfolio VaR (1d, 99%)
2.1%
Hard cap: 5% NAV · Well within limit
Gross Exposure
187%
Within mandate parameters
Japan Exposure
64%
Core market · APAC focus
Korea Exposure
18%
KRX Value-Up focus
Sharpe Ratio
1.11
*Annualised 2022–2024
Max Drawdown
-8.4%
Peak to trough
Limit Framework
Portfolio VaR Cap5% NAV
Breaches trigger mandatory IC escalation and de-risking
Redemption Gate50% NAV
Maximum redemption per dealing day
Hurdle RateFed Funds Rate
Performance fee charged only above risk-free rate
AUM Cap (Incubator)USD 20M
BVI Incubator Fund limit · Converts to private fund at maturity
AI Monthly Research Reports — Auto-Generated by Claude · Reviewed by CIO
March 2026 — Monthly Strategy ReviewAI Generated
Strong signal velocity across Japan pairs. TSE governance reforms driving elevated corporate action. LSTM models showing +0.82 IC on spread forecasts. Three Grade A signals identified across Japan and Korea cross-regional pairs. Event-driven pipeline healthy with 4 active M&A situations. VaR held at 2.1% throughout the month.
↓ Download Full PDF Report →
February 2026 — Monthly Strategy ReviewAI Generated
Korea Value-Up policy driving KRX volatility. Samsung/SK Hynix spread widening beyond 2σ historical norms. Engagement strategy update: TSE P/B <1x mandate creating constructive dialogue opportunities with 3 portfolio companies. Win rate improved to 68.4%.
↓ Download Full PDF Report →
January 2026 — Inception ReportAI Generated
Fund inception month. Backtest validation completed across all 15 pairs. Forward testing initiated. Initial paper trades executed on 3 high-conviction Grade A signals. WGAM partnership formalised. NAV Fund Services onboarded as independent administrator.
↓ Download Full PDF Report →
IC Memo Archive — 47 Memos · Full Audit Trail
Toyota / Honda
10 Apr 2026 · AI Pre-Screen · IC Validated
APPROVE TO WATCH↓ PDF
Samsung / SK Hynix
09 Apr 2026 · AI Pre-Screen · IC Validated
APPROVE TO WATCH↓ PDF
Toyota / Hyundai
08 Apr 2026 · AI Pre-Screen · IC Validated
APPROVE TO WATCH↓ PDF
MUFG / SMFG
01 Apr 2026 · AI Pre-Screen · IC Validated
MONITOR↓ PDF
Sony / Panasonic
28 Mar 2026 · AI Pre-Screen · IC Validated
MONITOR↓ PDF
CommBank / Westpac
25 Mar 2026 · AI Pre-Screen · IC Validated
MONITOR↓ PDF
Hyundai / Kia
21 Mar 2026 · AI Pre-Screen · IC Validated
APPROVE TO WATCH↓ PDF
HSBC / StanChart
18 Mar 2026 · AI Pre-Screen · IC Validated
REJECT↓ PDF
Fund Documents — Restricted Access
Private Placement Memorandum (PPM)
Jan 2026 · Legal
Subscription Agreement
Jan 2026 · Legal
Investment Management Agreement — WGAM
Jan 2026 · Legal
Fund Constitution — BVI
Apr 2025 · Regulatory
NAV Fund Services Agreement
Jan 2026 · Operations
Q1 2026 NAV Statement
Apr 2026 · Reporting
BVI FSC Certification — SIBR/IFAF/25/0747
Apr 2025 · Regulatory
For document access or queries contact contact@abundiainvestments.com or visit abundiainvestments.com