Systematic Edge
Jim Simons-inspired research portfolio. Scans 50 scored candidates for many modest statistical edges, with tight position caps and MA200 risk control.
Diversification
68
Volatility Profile
7.7%
1.6904761904761905-year backtest
Horizon
3–5 years
Virtual Demo Track Record
Forward performance on our internal virtual $1,000 demo account since 8/2/2026. This is not customer capital and not your brokerage account.
Account value
$1,003.23
As of Sep 21, 2026 UTC
Total return
Cumulative since activation
+0.32%
Today's return
Since midnight UTC
0.00%
Tracking days
46
Total Return History
Cumulative return since activation — the same metric as the Total Return card above. A rising line means recovery over time; it does not mean today's return is positive.
Hover a date for cumulative and that day's return. For today's move, see Today's Return in the summary.
Historical Performance
Simulated. 1.7-year daily MA300 → SHY trend filter at stated weights; next-open fills; paper one-way costs (15 bps) on entries/exits (22 holdings, as of 2026-09-18). Not a live track record — paper and house-account blotters are the forward book.
Monte Carlo block-bootstrap P5 Sharpe is below 1.0 on 5-year daily returns — demo track record only; paper and live trading are not available.
Annualized Return
+27.3%
1.6904761904761905-year backtest
Volatility
7.7%
annualized
Net Sharpe
3.39
after paper fee + slippage
Max Drawdown
-3.1%
backtested
Sortino Ratio
5.44
return / downside vol
Gross Sharpe
3.47
before paper fee + slippage
VaR 95% (1-day)
-0.71%
historical, 5th-pctile day
CVaR 95% (1-day)
-1.00%
expected shortfall
Trading Logic
End-of-day signals only — no day trading. See full trading logic documentation.
Rebalance Schedule
Weekly (Mondays)
Drift > 5%
Min Holding
0 days
Before discretionary sells
Trend Filter
MA300 → SHY
Buy when MA stack aligned; exit to cash when broken
Risk Alerts
Defensive regime
VIX spike, DD halt — any business day
AI Rationale
Top 50 scored names at 12% max weight. Aug 2026 dynamic-scoring harness: hist Sharpe 1.46, block P5 0.56 (MC fragile).
Bull Case
Many modest edges with tight diversification caps on headline backtest.
Bear Case
Fails MC promotion gate on slug-specific walk-forward harness; wide universe increases estimation error.
Behavior During Downturns
MA200 per-holding filter and regime overlay redirect broken trends to SHY.
Holdings
Simons-style broad scan — top 50 scored names, 8% position cap, MA200 risk control. Current allocation: SMH 10.46%, DBC 9.65%, XOM 7.08%, CVX 6.09%, DE 5.87% (+16 more), 6.16% SHY.