AlphaSync

Systematic Momentum·est. since 2016 backtest

Stop trading pennies.
Start allocating capital.

AlphaSync is a systematic momentum engine built from institutional-grade quant models. Regime filters, volatility locks, and conviction-weighted sizing — translated into one clear, weekly allocation signal.

View Methodology

Strategy CAGR

+10.5%

vs SPY +7.0% · since 2016

Max Drawdown

-31.9%

vs SPY -33.0%

Sharpe

0.89

annualized, weekly

NAV vs SPY

NAV 28.75x

SPY 4.12x

01/The thesis

Finding a winner means nothing if you can't size it.

A 100% return on a timid, fearful position loses to a 10% return on confident core capital every time. The bottleneck isn't stock-picking — it's conviction.

AlphaSync solves the conviction problem with institutional regime filters and volatility locks. We don't just surface buy ideas; we provide the structural downside protection required to deploy capital at meaningful scale.

Without architecture

Pennies trading

Fear-sized positions. Stopped out on noise. Headline-driven exits.

With AlphaSync

Capital allocation

Regime-filtered exposure. Volatility-scaled sizing. Disciplined deployment.

03/Architecture

Risk Architecture

01 / REGIME

Regime Filter

Detects market structure shifts early and suppresses aggressive exposure when trend quality deteriorates.

02 / VOL

Volatility Locks

Volatility-aware guardrails cut tail risk and prevent emotional overreaction in shock periods.

03 / CONVICTION

Conviction Allocation

Strategy confidence is translated directly into position size. Core capital deploys with mathematical discipline.

04 · PerformanceStrategy vs SPY — capital growth

Ending Equity

$1,890,250

vs SPY $352,975

Net Profit

$1,750,250

after $123,000 injected

CAGR

+9.9%

SPY +6.3%

Alpha

+3.6%

annualized

Max DD

-31.9%

SPY -33.0%

Strategy SPYHover chart for holdings on that date →

Ticker

Capital allocation · regime

Long positions Regime score

Snapshot

2026-04-24

98.3%

Full exposure

Long98.3%

Cash1.7%

Regime

0.500 / Risk-on

05/Current Holdings

Ticker	First Entry	Avg Cost	Current Price	Shares	Position Value	Weight	Sleeve
NTRA	2024-09-12	$188.98	$203.75	1645.0	$335,169	17.7%	long
STX	2025-05-29	$247.64	$586.25	288.0	$168,840	8.9%	long
WDC	2025-06-12	$126.06	$404.00	838.0	$338,552	17.9%	long
LITE	2025-06-26	$208.21	$881.64	398.0	$350,893	18.6%	long

06/Execution log

Date	Ticker	Entry $	Shares	Ticker	Exit $	Shares	PnL %	PnL $
2026-04-23	LITE	$846.89	40	STX	$587.62	16	+137.3%	+$5440
				USO	$134.72	58	+7.1%	+$515
				WDC	$403.12	54	+219.8%	+$14961
2026-04-16	NTRA	$196.11	247	GLD	$440.08	345	+2.5%	+$3681
	USO	$125.84	2563	SLV	$71.24	1169	+9.3%	+$7052
				STX	$531.81	16	+114.8%	+$4547
				WDC	$361.69	54	+186.9%	+$12724
2026-04-09				LITE	$894.13	2	+553.4%	+$1515
				SLV	$68.39	1103	+4.9%	+$3510
				STX	$500.77	25	+102.2%	+$6328
				WDC	$337.88	56	+168.0%	+$11862
2026-04-02	GLD	$429.41	345	ESLT	$888.01	138	+12.4%	+$13484
2026-04-02				LITE	$826.88	27	+504.2%	+$18631
2026-03-26*	WDC	$273.35	60	NTRA	$196.15	74	+4.5%	+$623
2026-03-19	NTRA	$202.73	73	LITE	$772.13	45	+464.2%	+$28588
	SLV	$65.68	531	STX	$433.84	12	+75.2%	+$2234
				WDC	$316.93	77	+171.6%	+$15419
2026-03-12*	LITE	$616.09	14	SLV	$76.48	89	+17.5%	+$1016
	NTRA	$190.31	21	STX	$373.33	13	+50.7%	+$1634
	WDC	$261.18	54
2026-03-05	ESLT	$887.14	118	LITE	$650.82	6	+438.8%	+$3180
	NTRA	$197.14	113	SLV	$74.27	1733	+14.1%	+$15955
	STX	$366.70	34
2026-02-26				LITE	$677.00	9	+460.4%	+$5006
2026-02-26				SLV	$80.45	305	+23.6%	+$4693
2026-02-19	ESLT	$729.52	188	GOOGL	$302.64	217	-7.8%	-$5587
	STX	$408.26	28	LITE	$635.64	25	+426.2%	+$12871
	WDC	$284.53	24	SLV	$71.01	74	+9.1%	+$440
2026-02-12	SLV	$67.73	202	GOOGL	$308.78	159	-6.0%	-$3118
				LITE	$583.46	37	+383.0%	+$17118
				WDC	$283.96	18	+172.8%	+$3237
2026-02-05	GOOGL	$331.02	355	LITE	$504.42	91	+317.6%	+$34909
	NTRA	$197.08	141	VIXY	$28.42	5153	+11.5%	+$15150
	SLV	$66.69	1529
	STX	$404.74	15
	WDC	$260.07	23
2026-01-29	NTRA	$231.48	153	SLV	$105.57	207	+65.7%	+$8668
				STX	$445.79	49	+111.8%	+$11532
				TER	$251.77	62	+50.9%	+$5265
				WDC	$278.28	35	+177.5%	+$6230
2026-01-22	NTRA	$242.91	101	STX	$345.93	13	+64.4%	+$1761
2026-01-22	VIXY	$25.48	320	WDC	$243.17	50	+142.5%	+$7145
2026-01-21	VIXY	$27.29	4833
2026-01-20				VIXY	$28.46	4940	+11.8%	+$14820
2026-01-15	LITE	$343.27	51	GOOGL	$332.55	303	+17.1%	+$14712
	VIXY	$25.46	4940	SLV	$83.32	578	+30.8%	+$11343
				STX	$319.76	10	+51.9%	+$1093
				WDC	$221.99	92	+121.4%	+$11198
2026-01-08	WDC	$187.59	7	SLV	$69.71	156	+9.4%	+$938
2026-01-02	SLV	$65.75	215	WDC	$187.61	45	+88.1%	+$3955
2025-12-26	SLV	$71.12	1289	LITE	$390.77	18	+292.4%	+$5241
	STX	$285.72	29	TER	$198.82	500	+19.2%	+$15987
	WDC	$181.45	34
2025-12-18	TER	$190.37	51	GOOGL	$302.25	5	+6.4%	+$91
	WDC	$174.93	17	NTRA	$224.74	20	+32.5%	+$1104
				SLV	$59.32	137	+3.0%	+$233
2025-12-11	GOOGL	$312.21	28	LITE	$372.09	40	+273.6%	+$10900
	NTRA	$231.05	90	STX	$306.51	31	+50.3%	+$3180
	SLV	$57.62	1785	TSLA	$446.89	102	+1.5%	+$693
				WDC	$187.11	103	+94.8%	+$9381
2025-12-04	TER	$198.55	478	NTRA	$242.06	6	+48.8%	+$476
2025-12-04	WDC	$160.92	22	STX	$264.47	332	+29.7%	+$20097
2025-11-28	GOOGL	$319.75	23	LITE	$325.16	95	+226.5%	+$21429
	NTRA	$238.81	65
	STX	$275.49	55
	WDC	$163.12	37
2025-11-25				VIXY	$32.76	869	-6.9%	-$2094
2025-11-20	WDC	$140.05	97	GOOGL	$289.06	24	+3.9%	+$261
				LITE	$233.24	26	+134.2%	+$3475
				NTRA	$225.55	98	+44.6%	+$6819
				TSLA	$395.23	83	-10.2%	-$3724
2025-11-14	VIXY	$35.17	869
2025-11-13	GOOGL	$278.19	302	MPWR	$920.89	45	-15.0%	-$7320
	NTRA	$200.67	68
	STX	$261.42	32
	TER	$169.40	33
2025-11-10				VIXY	$31.93	761	-5.9%	-$1530
2025-11-06				LITE	$239.68	104	+140.7%	+$14569
				MPWR	$954.54	30	-11.9%	-$3870
				WDC	$163.39	140	+85.2%	+$10524

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