Alpha Factory

Live

The live fund return since inception is -0.57% and the SPY price return since inception is -0.57%.

Fund vs SPY · Since inception · 8 Sep 2026

Live sleeves, excluding Cash sweep.

Reporting inception8 Sep 2026
Return · Since inception · 8 Sep 2026-0.57%
Maximum drawdown-0.57%

Risk metrics · Since inception · 8 Sep 2026

Volatility

Fund
—
SPY
—

Sharpe ratio

Fund
—
SPY
—

Sortino ratio

Fund
—
SPY
—

Max drawdown

Fund
-0.57%
SPY
-1.53%

Calmar ratio

Fund
—
SPY
—

Beta

Fund
—
SPY
1.00
Since 8 September 2026 · Live account only · SPY excludes dividends · Method & limitations

Annualized metrics require 60 daily observations; Calmar requires 252. Missing evidence is not a zero.

● Beats reference · ● In line · ● Trails · Gray: unavailable / no directional target

Cash-flow-adjusted return using the nearest pre-transfer equity snapshots; approximate when no exact flow-time valuation exists.

Sharpe compares excess return with total risk; Sortino uses downside risk. Volatility measures daily variability, drawdown the worst peak-to-trough decline, Calmar annualized return relative to drawdown, and beta sensitivity to SPY.

New product reporting period from 8 September 2026; the live account traded before this date. Earlier accounting and performance history are retained privately. This is not the account’s lifetime track record. Opening observation: 08 Sep 2026, 09:30:12 EDT. Updated 01 Oct 2026, 19:58 EDT.

┌─ Command buffer

Live tail · 1s
Overnight inventory research — Recorded a strategy decision and the result of its execution checks.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Updated recorded order history from the broker.
Updated recorded order history from the broker.
Updated recorded order history from the broker.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Stopped the equity execution worker.
Starting the equity execution worker.
Preparing to synchronize current positions.
Updated recorded order history from the broker.
Updated recorded order history from the broker.
Updated recorded order history from the broker.
Skipping a relative-value basket with insufficient scored candidates.
Skipping a relative-value basket with insufficient scored candidates.
Completed the hourly relative-value research cycle.
Completed the event-reaction research cycle.
Completed the paper event-entry check.
Finished checking the cash allocation.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Preparing to synchronize current positions.
Adaptive Bitcoin trend — Recorded a strategy decision and the result of its execution checks.
Bitcoin compression release — Recorded a strategy decision and the result of its execution checks.
Bitcoin shock recovery — Recorded a strategy decision and the result of its execution checks.
Crypto transmission — Recorded a strategy decision and the result of its execution checks.
Bitcoin trend cost hurdle — Recorded a strategy decision and the result of its execution checks.
BTC published ETF flow — Recorded a strategy decision and the result of its execution checks.
Preparing to synchronize current positions.
ETH published ETF flow — Recorded a strategy decision and the result of its execution checks.
LTC crypto execution canary v1 — Recorded a strategy decision and the result of its execution checks.
ETH slow momentum v1 — Recorded a strategy decision and the result of its execution checks.
SOL breakout trial v1 — Recorded a strategy decision and the result of its execution checks.
DOGE confirmed rebound trial v1 — Recorded a strategy decision and the result of its execution checks.
AVAX compression breakout trial v1 — Recorded a strategy decision and the result of its execution checks.
LINK rotating-session canary v1 — Recorded a strategy decision and the result of its execution checks.
BTC hourly trend 24/72 v1 — Recorded a strategy decision and the result of its execution checks.
XRP hourly trend 24/72 v1 — Recorded a strategy decision and the result of its execution checks.
ADA hourly trend 24/72 v1 — Recorded a strategy decision and the result of its execution checks.
BCH hourly trend 24/72 v1 — Recorded a strategy decision and the result of its execution checks.
DOT hourly trend 24/72 v1 — Recorded a strategy decision and the result of its execution checks.
UNI hourly trend 48/120 v1 — Recorded a strategy decision and the result of its execution checks.
AAVE hourly trend 48/120 v1 — Recorded a strategy decision and the result of its execution checks.
FIL hourly trend 48/120 v1 — Recorded a strategy decision and the result of its execution checks.
ARB hourly trend 48/120 v1 — Recorded a strategy decision and the result of its execution checks.
RENDER hourly trend 48/120 v1 — Recorded a strategy decision and the result of its execution checks.
BTC hourly breakout 24 v1 — Recorded a strategy decision and the result of its execution checks.
XRP hourly breakout 24 v1 — Recorded a strategy decision and the result of its execution checks.
ADA hourly breakout 24 v1 — Recorded a strategy decision and the result of its execution checks.
BCH hourly breakout 24 v1 — Recorded a strategy decision and the result of its execution checks.
Completed a scheduled review of sector research evidence.
DOT hourly breakout 24 v1 — Recorded a strategy decision and the result of its execution checks.
Preparing to synchronize current positions.
UNI hourly breakout 48 v1 — Recorded a strategy decision and the result of its execution checks.
AAVE hourly breakout 48 v1 — Recorded a strategy decision and the result of its execution checks.
FIL hourly breakout 48 v1 — Recorded a strategy decision and the result of its execution checks.
ARB hourly breakout 48 v1 — Recorded a strategy decision and the result of its execution checks.
RENDER hourly breakout 48 v1 — Recorded a strategy decision and the result of its execution checks.
BTC breadth breakout 24 v1 — Recorded a strategy decision and the result of its execution checks.
Preparing to synchronize current positions.