Your seat
in the Bittensor
economy.

The no-code platform to build strategies and autonomous agents on Bittensor.

seats

Two ways to take
your seat.

live

Indexes

Systematic, daily-rebalanced baskets of subnets.

Two systematic subnet strategies, rebalanced daily. Momentum for the strongest trends. Growth for the largest upside potential. Both built on on-chain quant signals.

early access

Strategy agents

Autonomous agents that hunt subnet strategies tailored to you.

The same rigor that powers the indexes, pointed at the goals you set: yield, drawdown, subnet category, momentum vs. contrarian, on-chain vs. social. Nothing surfaces until it survives out-of-sample.

how indexes work

Subnet-picking,
on auto-pilot.

TAO rotates fast between subnets. Data is messy and fragmented.
taogalaxy's indexes are rule-based benchmarks focused at modeling specific behaviors in the Bittensor subnet market.

Momentum

rebalance · daily

Exposure to subnets showing the strongest recent on-chain strength.

Weighted by recent price strength, emissions trend, TAO inflows, and stake velocity. Winners get more weight; laggards rotate out.

for

Traders who want to be where flows are going.

expect

Fast turnover and broad allocation.

Growth

rebalance · daily

Exposure to low-cap subnets with the best APY-to-volatility ratio.

Screen by realized vol and emission yield. Tilt toward asymmetric upside in the long tail.

for

Traders hunting asymmetric upside outside the majors.

expect

Low volatility, less breadth than momentum.

how strategy agents work

A research desk that runs
while you sleep.

You set the brief.

What you care about: yield, drawdown, subnet category, momentum vs. contrarian, on-chain vs. social. You define the objectives of your strategy.

Agents autonomously research & backtest.

Hypothesis → data (on-chain, social sentiment, code activity, incentive mechanisms) → backtest → out-of-sample validation. Strategies that fail the out-of-sample testing don't make it to you.

You see only what survives.

Every surfaced strategy ships with its full backtest, its assumptions, and the conditions under which it might break. Nothing is black-boxed.

Every strategy is testable. Every assumption is visible. Nothing gets surfaced until it survives out-of-sample.

Request early access →

pricing

Pricing per seat.

live

Subnet Indexes

Start free. Upgrade to Pro when you want live signals.

Free

$0/mo

Taste the methodology. No card required.

Historical performance for both indexes
Daily market briefs
Allocations on a 7-day delay

Pro

$125/mo

Pick your coverage.

Momentum + Growth
Full subnet allocations
Daily rebalance signals as Telegram alerts
Historical data
Exclusive early-access to new indexes
Daily market briefs

SoonSet-up deep dives — daily reports analyzing the best technical set-ups across all subnets.

Request 14-days free trial →

early access

Strategy agents

Agents that continuously hunt subnet trading strategies for you, based on your needs.

Strategy agents

Tailored pricing

Scales with your usage.

Autonomous agents that hunt trading strategies tailored to what you care about: yield targets, drawdown limits, signal preferences. The same rigor that powers the indexes, pointed at your goals.

Request access →

What's included

→Both indexes included with historical CSV download + API access
→Quick briefs for fast iteration
→Deep briefs with backtests + out-of-sample
→Active strategies, continuously monitored
→Priority compute queue

What's a brief?

A brief is a research mandate you give the agent: what to hunt, what data, what guardrails. Quick briefs iterate in hours. Deep briefs run full backtests with out-of-sample validation. You keep the strategies that survive.

about us

The founding team.

Incubated at Station F

@allan_quantifi

Product

“When I discovered Bittensor, what I instantly fell in love with is the idea that, for the first time, no human stood between me and the chance to prove what I could do.”