Meet the New and Improved Signal Sigma
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We're thrilled to share our vision for the future of financial research!
This app is designed to empower YOU with hedge fund-level tools, precision, and data-driven insights, helping you achieve your financial goals with confidence.
Inside, you can find:
Custom Strategy and Signal Generation with no-code Backtesting
Dark Pools & GEX data
Portfolio Management Tools
Elite Market Research and Live Trade Alerts
Proven Strategies With 2+ Years of Live Trading
Battle-Tested Strategies, Live Since 2023
Our models are live, transparent, and built to deliver superior, risk-adjusted returns. Study, replicate, or use as a launchpad for your own edge.
| Risk / Return Metrics | Value |
|---|---|
| Strategy Return | 123.00% |
| Annualized Return | 39.10% |
| Sharpe Ratio | 1.675 |
| Sortino Ratio | 2.567 |
| Calmar Ratio | 1.532 |
| Annualized Volatility | 21.00% |
| Max Drawdown | -25.50% |
| Average Drawdown | -5.20% |
| Current Drawdown | -1.20% |
| Days Since ATH | 6 |
| Average Drawdown Days | 50 |
| Benchmark Return | 57.10% |
| Alpha | 13.70% |
| Excess Sharpe | 8.30% |
Millennium Alpha is our star stock picking strategy. It is benchmarked against SPY, the ETF that tracks the S&P 500, representing the broad U.S. market. It seeks to outperform SPY by constructing a stock portfolio that is:
Fundamentally sound – rigorously selected for strong underlying business quality.
Technically superior – optimized for momentum, relative strength, and other proven price-based signals.
The portfolio is designed to accept higher day-to-day volatility than SPY in pursuit of superior returns, while never exceeding SPY’s maximum drawdown.
Performance is reported ex-dividends, focusing purely on capital appreciation for both the portfolio and the benchmark.
Millennium Alpha has been fully audited and licensed by the largest retail broker in Romania, being 100% MIFID II compliant.
The Enterprise Strategy is our foundational automated model, designed to supercharge traditional asset allocation.
Originally built to outperform the classic 60/40 (Stocks/Bonds) portfolio, it achieves superior risk diversification by incorporating Commodities and Gold alongside equities and fixed income.
Using just four liquid ETFs—SPY (Stocks), TLT (Long-Term Treasuries), GLD (Gold), and DBC (Commodities)—with CASH as an implicit fifth asset, Enterprise delivers:
Exceptional drawdown stability
Minimal trading costs
Straightforward implementation
For these reasons, Enterprise serves as the CORE allocation framework across all our strategies.
Every subsequent model in Signal Sigma is structurally anchored to Enterprise, with portfolio templates explicitly displaying exposure across these five critical asset classes.
| Risk / Return Metrics | Value |
|---|---|
| Strategy Return | 31.40% |
| Annualized Return | 7.40% |
| Sharpe Ratio | 0.861 |
| Sortino Ratio | 1.214 |
| Calmar Ratio | 0.623 |
| Annualized Volatility | 8.70% |
| Max Drawdown | -11.80% |
| Average Drawdown | -4.90% |
| Current Drawdown | -1.30% |
| Days Since ATH | 8 |
| Average Drawdown Days | 147 |
| Benchmark Return | 11.60% |
| Alpha | 6.60% |
| Excess Sharpe | 3.30% |
| Risk / Return Metrics | Value |
|---|---|
| Strategy Return | 25.60% |
| Annualized Return | 5.60% |
| Sharpe Ratio | 0.569 |
| Sortino Ratio | 0.81 |
| Calmar Ratio | 0.345 |
| Annualized Volatility | 10.60% |
| Max Drawdown | -16.20% |
| Average Drawdown | -5.60% |
| Current Drawdown | -2.80% |
| Days Since ATH | 8 |
| Average Drawdown Days | 122 |
| Benchmark Return | 13.50% |
| Alpha | 5.00% |
| Excess Sharpe | 2.10% |
We believe peak investing performance emerges from the synergy of human insight and machine precision.
The Sigma Portfolio harnesses every tool on the Signal Sigma platform, fusing outputs from all automated models into a single, unified book that mirrors our live, real-world investments.
In practice, we may:
Over- or underweight model-recommended positions
Front-run or delay algorithmic trades in the short term
Add discretionary stocks or hedges as opportunities arise
Over the longer horizon, Sigma converges toward the average of all automated strategies—maintaining discipline while embracing flexibility.
Investing is both science and art. The Sigma Portfolio is our canvas.
| Risk / Return Metrics | Value |
|---|---|
| Strategy Return | 155.60% |
| Annualized Return | 47.10% |
| Sharpe Ratio | 1.386 |
| Sortino Ratio | 2.085 |
| Calmar Ratio | 1.423 |
| Annualized Volatility | 31.40% |
| Max Drawdown | -33.10% |
| Average Drawdown | -7.00% |
| Current Drawdown | -5.30% |
| Days Since ATH | 5 |
| Average Drawdown Days | 35 |
| Benchmark Return | 82.00% |
| Alpha | 13.30% |
| Excess Sharpe | 4.90% |
The Vision Portfolio is benchmarked against ARKK, the flagship ETF for disruptive innovation. It invests exclusively in visionary companies that are building the transformative products and technologies of tomorrow.
These companies may not yet be profitable, but they demonstrate a strong and growing commitment to R&D investment—prioritizing breakthrough innovation over short-term earnings.
Once a company achieves sustained profitability, it is removed at the next rebalance to maintain focus on pure innovation plays.
Due to the rigorous selection criteria, only 20 positions are eligible for inclusion at any time.
Build Your Own Strategy
This is where Signal Sigma truly becomes yours. Step beyond our models and craft something entirely unique—a strategy that reflects your vision, your risk tolerance, and your market philosophy.
With our intuitive no-code interface, you can:
Start from scratch or remix elements of Enterprise, Vision, Alpha, or Sigma
Layer in custom filters—momentum, valuation, R&D intensity, volatility, or any signal you value
Define dynamic rules for entry, exit, position sizing, and rebalancing
Backtest instantly with years of clean, institutional-grade data
Iterate in real time and watch performance evolve with every tweak
No coding. No spreadsheets. No friction.
Whether you’re refining a hunch, stress-testing a thesis, or building a multi-asset, multi-factor engine, the platform adapts to you.
This isn’t just customization—it’s creation.
Your insight. Your framework. Your legacy in the markets. Start building today.