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Pure Alpha Strategy Performance

Below you will find performance highlights and details.  They include:
 

  • Weekly Net Performance Results (PDF) View Here

  • Individual Trade Results (PDF) View Here

  • Additional Performance and Risk Metrics will be available once the strategy matures.

     

There have been two changes to the strategy since inception.  One at the start of October 2025 for a new primary algorithm utilized and one at the start of June 2026 for a change to the strategy's standard Risk Budget (25k to 40k at 1x scale).  The summary results for these previous versions are shown below, with the current version of the strategy results shown above.   

Results are presented this way to show a delineation in performance due to structural strategy enhancements, while still providing transparency on historical performance.

Legacy Performance: October 2025 to May 2026

v2 KPM.jpg

Legacy Performance: July 2024 to September 2025

Old v1 KPM.jpg
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