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.
Hypothetical 10-year backtest, May 2016 – May 2026: a single $10,000 investment, no further contributions, benchmarked against SPY (buy-and-hold). Sharpe and Sortino ratios assume a 0% risk-free rate. Backtested results are hypothetical and have inherent limitations; past performance is not indicative of future results.