Rethinking Performance Efficiency For anyone who has been with me for a while—or anyone new to Acrux—the foundation of everything we do centers on how efficiently we can produce alpha  while maintaining disciplined risk control. It’s not just about making money. It’s about how intelligently  those returns are produced—how much upside we achieve per unit of realized downside. Traditional risk metrics such as Sharpe, Sortino, or even Calmar, while valuable, all share a common

Market Recap Market was up nicely on Monday, weak through the middle part of the week, then rallied strongly on Friday on the back of a softer than expected CPI report. ( Click to enlarge ) Our Net Performance This Week ( Click to enlarge ) Our Strategies vs. Benchmarks ( Click to enlarge ) Our Trades This Week ( Click to enlarge ) For more detailed performance visit the: Strategy Performance Page The Week Ahead Even with the Government Shutdown, market is shaking off any and

Market Recap Markets bounced this week after last Friday's selloff with all of the indexes closing higher for the week. Of note, and I posted this on X, for most of the week the VIX was grinding higher, even while equites were also modestly higher. Some of this can be attributed to the intraday price swings taking place. with each of the days seeing a 1% plus Low to High or High to Low move. Also of note was gold was on a blistering upward pace for the week and as of Frid

Market Recap Fairly quiet week...until Friday that is, when markets saw their largest selloff since April at the height of the Tariff...

Market Recap Markets moved higher the week in the face of the Government Shutdown. A good part of this can be attributed to that this...