Systematic Quant ·

It starts with a signal.
Discipline turns it into alpha.

We look for signals in cross-sectional momentum across US large caps — priced by reinforcement learning, executed with discipline, hedged at the tail. Every decision is reproducible and auditable.

Client Portal View Performance Live Signal → Verify Data
+0%Backtest Return*
0CAGR*
0Sharpe*
0Win Months*
LIVE
SPY 768.71 +0.29% SPY 768.71 +0.29%
FILLS paper
DELL BUY 10 @ 456.75 10-20MRVL BUY 20 @ 231.42 10-20MRNA BUY 10 @ 218.69 10-20WDC BUY 10 @ 350.44 10-20WDC BUY 10 @ 353.20 10-20TLT BUY 100 @ 80.05 10-20STX BUY 10 @ 661.23 10-20SNDK BUY 10 @ 1372.01 10-20

Price is information.

Information is edge.

Edge is alpha.

Three Pillars

01

Cross-Sectional Momentum

The 12-1 factor — among the most academically validated anomalies. Point-in-time universe, zero survivorship bias.

02

RL Allocation

A three-seed SAC ensemble sizes positions and cash — the model can de-risk, not forced to stay invested.

03

Tail Hedge

Monthly rolling OTM SPY puts insure against gap crashes — premium transparently charged to NAV.

Why AlphaGo

Institutional-grade process, radical transparency: every figure auditable, every fill traceable, every rebalance reproducible.

◆

Systematic Discipline

Rules-based signals and execution — no emotion in the loop. The model decides; we don't chase or panic.

◆

Radical Transparency

Fill-level blotter, real commissions, NAV commitment chain and a zero-knowledge verification scheme — integrity by design.

◆

Academic Rigor

Only peer-reviewed factors; ML/DL enhancements rejected on out-of-sample RankIC — complexity must earn its keep.

◆

Risk First

Tail hedging, 25% single-name cap, explicit cash dimension — we size the drawdown before the return.

Performance *Backtest & paper track — not a registered fund

AlphaGo (backtest)   SPY  ·  2022-01-04 → 2026-10-02 · normalized

-31.7%Max Drawdown
30.1%Alpha vs SPY (ann.)
1.35Beta
-23.1%Worst Month

NAV terrain — ridges are cumulative NAV, canyons are drawdowns (data-driven)

Our Journey

From research to forward validation — every step auditable.

2024

Factor Research

Built the point-in-time S&P500∪NDX∪Dow30 universe, free of survivorship bias.

2025

Out-of-Sample Validation

Walk-forward backtest completed; supervised ranking, MASTER and Kronos enhancements rejected on RankIC.

2026-09

Model Freeze

Three-seed SAC ensemble + 12-1 momentum Top-10 + monthly VWAP execution framework locked.

2026-10

Paper Launch

IBKR paper account live with $1M — real fills, real commissions, forward track record building.

2026-10

Hedge & Portal

SPY tail hedge in place; institutional portal live with full holdings/blotter/NAV disclosure.

Three funds. One discipline.

Paper trading

AlphaGo US Momentum I

S&P500∪NDX∪Dow30 universe · 12-1 momentum Top10 · SAC ensemble weights · SPY tail hedge
Paper trading

AlphaGo US Balanced I

50% equal-weight 12-1 momentum Top10 + 50% defensive sleeve (TLT/GLD/SHY) · monthly rebalance · LEAN engine audit (IBKR fees, daily DD) OOS CAGR 18.9% MaxDD -19.5% Sharpe 0.57 · full window 13.2%/-23.5% · conservative 35/65 verified: 10.6%/-18.7% · live IBKR paper fills since 2026-10-12
Paper trading

AlphaGo HK Barbell

50% dividend-quality leg (TTM-yield top6, stable payers, above 200dma) + 50% CTH momentum leg (63d/252d close-to-high top10), long-only monthly rebalance · point-in-time universe: OOS CAGR 18.9% MaxDD -30.5% Sharpe 0.86 · full window 14.3%/-32.1% vs 2800.HK 6.3%/-49.4% · live IBKR paper fills since 2026-10-12

Don't just read the data — take it.

Invited clients receive an API key to pull holdings, NAV and monthly returns — daily NAV committed via Merkle + Ed25519, independently verifiable offline.

1

Request access

Submit your institutional email on the login page; accounts are approved manually.

2

Get your key

Your ak_ key appears on the dashboard right after login.

3

Query the API

One header, same data the site publishes, same-day push.

“We do not predict markets — we price momentum.”