Analytics
Momentum Alpha
live87.4%
Accuracy · 2 min ago
Momentum
87%
Trend
73%
Trend Follower
live73.1%
Accuracy · 5 min ago
Momentum
87%
Trend
73%
Vol Regime
paused61.8%
Accuracy · 18 min ago
Momentum
87%
Trend
73%
Strategy Performance
All models combined vs benchmark
Portfolio
S&P 500
AI Forecast
Volume Profile
Return Distribution
Risk Summary
Value at Risk
$3K95% conf.
Beta
0.94vs SPX
Volatility
14.20%30D ann.
Sharpe Ratio
2.87
Sortino Ratio
3.14
Alpha
+2.10%annualised
Max Drawdown
-4.20%peak-to-trough
Correlation
0.78to SPX