Systematic Alpha Fund
Institutional-grade quantitative strategies deployed on-chain. Multi-strategy, multi-timeframe systematic portfolio generating consistent alpha across market regimes.
Backtest CAGR
+77%
Sharpe Ratio
2.51
Max Drawdown
19.9%
Win Rate
44%
Backtested, gross of fees. Past performance does not guarantee future results.
Total Value Locked
$--
Share Price
$1.0000
Total Shares
-- saUSDC
Oracle Status
--
--Portfolio Performance
$100K starting capital · Backtest 2020–2026, gross of fees
Starting Capital
$100K
January 2020
Final Equity
$3.32M
+3219% total return
Avg Monthly Return
+5.1%
Best: +26.8% / Worst: -9.6%
Backtest results, gross of fees. Not indicative of future performance.
Risk Metrics
Based on backtest period January 2020 – February 2026, gross of fees
Sharpe Ratio
2.51
Max Drawdown
19.9%
50d duration
Win Rate
44%
10,361 trades
Profit Factor
1.25
CAGR
77%
Alpha
57.8%
vs NASDAQ-100
Beta
0.158
Positive Months
79.7%
Sortino Ratio
4.13
Calmar Ratio
3.88
Recovery Factor
4.90
Expectancy
$311
per trade
Monthly Returns (%)
Color-coded by magnitude. Backtest results, gross of fees. Not indicative of future performance.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 16.7 | 17.0 | 6.3 | 5.1 | -3.6 | 9.2 | 8.3 | 26.8 | 11.0 | -7.0 | -7.0 | 13.0 | 139.2 |
| 2021 | 1.8 | 0.9 | -2.0 | 20.6 | 23.2 | 7.9 | 5.1 | -1.6 | 2.3 | 1.7 | -9.6 | 20.5 | 89.1 |
| 2022 | 8.4 | 6.4 | 0.4 | 5.0 | 0.5 | -8.2 | 7.8 | 4.7 | 3.5 | 2.5 | 1.3 | -4.7 | 29.7 |
| 2023 | 14.2 | 1.7 | 12.0 | 0.3 | 4.3 | 7.6 | -2.0 | 4.6 | -3.2 | 11.5 | 5.9 | 12.5 | 93.0 |
| 2024 | 7.8 | 6.6 | 0.2 | 8.2 | 2.9 | 3.9 | 6.2 | 6.6 | -2.9 | 0.3 | 11.6 | 15.4 | 89.1 |
| 2025 | -3.6 | 5.5 | 1.7 | 11.3 | 4.4 | -4.2 | 3.3 | -0.9 | 4.4 | 8.4 | 7.8 | -3.5 | 38.8 |
| 2026 | 8.0 | 3.8 | — | — | — | — | — | — | — | — | — | — | 12.1 |
Vault Live Performance
Share Price ■ + TVL ■
Live Vault Performance
Since inception -- (0d)
Total Return
+0.00%
$1.0000/share
Account Balance
--
TVL: --
Realized P&L
--
Unrealized: --
Total Trades
--
--
How It Works
The Systematic Alpha Fund deploys capital across a diversified portfolio of quantitative trading strategies targeting equity index futures, commodity futures, and digital assets.
Multi-Strategy Portfolio
19 uncorrelated systematic strategies across three asset classes — equity index futures, commodity futures, and digital assets. Diversification across entry signals, exit logic, and risk parameters.
Quantitative Signal Generation
Proprietary trend-following and mean-reversion models combining momentum, volatility, and regime-detection indicators. Every entry and exit is rules-based with zero discretionary input.
Institutional Risk Management
Position-level stop losses, portfolio-wide circuit breakers, and daily loss limits. Maximum drawdown of 26.8% across all market regimes including COVID and the 2022 bear market.
Proven Track Record
Backtested across 74 months of market data (Jan 2020 -- Feb 2026) including COVID crash, 2022 bear market, and 2023-2025 recovery. Profitable in 74% of months with positive returns in all 7 calendar years.
Markets Traded
Enter the Vault
Connect your wallet to deposit USDC
Vault contract on Arbitrum. Deposits are bridged to Hyperliquid for strategy execution.