Performance & Risk Control

Key Metrics (Live-Traded System):

• Initial capital: $10,000

• Current AUM managed: $2M

• CAGR: 293%

• Target APY: 50% on deployed capital

• Max drawdown: <9.5%

• Execution capacity tested up to $200M AUM without performance degradation

Risk Protections:

• Strict per-trade sizing and AUM caps

• Tick-level stop-losses

• Asset diversification across uncorrelated pairs

• Stress testing against market shocks and low-liquidity environments