SYSTEMATIC · LIVE TRACK RECORD

Rules-based momentum, tracked live.

Long-only U.S. equities. Leverage amplifies gains and drawdowns.

LIVE TRACK RECORD

Alpha Quant is a systematic, long-only momentum strategy in U.S. equities — a quantitative model concentrates leveraged capital in stocks showing strong, confirmed uptrends and market-relative strength, with rules-based risk controls.

Returns and drawdowns are amplified by leverage. Every figure is real and benchmarked against the S&P 500; the strategy publishes posture, never positions.

RETURN SINCE INCEPTION

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SPY—

Alpha—

Closed round-trips—

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See the live record

WIN RATE

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MAX DRAWDOWN

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LARGEST POSITION

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CASH

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TRADES CLOSED

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EQUITY CURVE · LIVE

AQSPY

POSITIONING

Largest single weight	—
Cash	—
Position names	Not disclosed

RECENT CLOSED TRADES

RISK SNAPSHOT

DRAWDOWN, AQ VS SPY · LIVE

10-YEAR BACKTEST	AQ	SPY

THE DAILY DISPATCH

Next dispatch · 3:40 PM New York

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until next update

Every trade the model fills at the close, published the same afternoon.

Latest run · awaiting data

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UNTIL NEXT DISPATCH

10-YEAR BACKTEST · MAY 2016 – MAY 2026

Growth of $10,000

AQSPY

ROLLING TOTAL RETURN

6-MONTH

1-YEAR

CONSISTENCY & TRADE RECORD

Hypothetical 10-year backtest: a single $10,000 investment, no further contributions, benchmarked against SPY buy-and-hold. Sharpe and Sortino assume a 0% risk-free rate. Backtested results are hypothetical and have inherent limitations.

MANDATE

LONG-ONLY

U.S. EQUITIES, LEVERAGED

RULES-BASED

NO DISCRETION AT THE CLOSE

SPY

BENCHMARK