Systematic Alpha Fund
Institutional-grade quantitative strategies deployed on-chain. Multi-strategy, multi-timeframe systematic portfolio generating consistent alpha across market regimes.
Backtest CAGR
+87%
Sharpe Ratio
2.29
Max Drawdown
26.8%
Win Rate
44%
Total Value Locked
$--
Share Price
$1.0000
Total Shares
-- saUSDC
Oracle Status
--
--Portfolio Performance
$100K starting capital · Backtest 2020–2026
Starting Capital
$100K
January 2020
Final Equity
$4.51M
+4409% total return
Avg Monthly Return
+5.7%
Best: +58.3% / Worst: -11.5%
Risk Metrics
Based on backtest period January 2020 – February 2026
Sharpe Ratio
2.29
Max Drawdown
26.8%
60d duration
Win Rate
44%
11,048 trades
Profit Factor
1.23
CAGR
87%
Alpha
65.7%
vs NASDAQ-100
Beta
0.114
Positive Months
73.0%
Sortino Ratio
3.87
Calmar Ratio
3.24
Recovery Factor
164.83
Expectancy
$399
per trade
Monthly Returns (%)
Color-coded by magnitude. Backtest results, not indicative of future performance.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 13.9 | -3.0 | 58.3 | 2.6 | -0.8 | 17.1 | 26.7 | 30.9 | 8.2 | -11.5 | -1.1 | 11.1 | 263.7 |
| 2021 | 7.3 | 3.8 | -2.7 | 13.3 | 12.6 | 3.5 | 3.5 | 0.3 | 1.6 | 3.0 | -2.7 | 14.8 | 73.6 |
| 2022 | 12.6 | 11.6 | -0.4 | -0.2 | -0.1 | -8.8 | 14.2 | 4.3 | 2.3 | 9.8 | 4.2 | -4.8 | 51.0 |
| 2023 | 8.3 | 0.4 | 9.5 | -0.6 | 5.0 | 6.5 | -0.2 | -1.8 | -2.8 | 5.0 | 3.8 | 8.2 | 48.7 |
| 2024 | 5.2 | 3.8 | 1.8 | 6.2 | 3.7 | 3.8 | 6.7 | 9.1 | -2.2 | 2.3 | 10.6 | 11.4 | 82.3 |
| 2025 | -3.0 | 5.7 | 7.3 | 26.8 | 3.2 | -3.4 | 3.6 | 1.1 | 5.1 | 13.1 | -6.9 | -3.1 | 56.2 |
| 2026 | 8.1 | 3.3 | — | — | — | — | — | — | — | — | — | — | 11.7 |
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.