Our Proprietary
Models
Three AI-driven systems, each engineered for a distinct market opportunity
ADAM
Algorithmic Decision
And Management
Strategy Overview
- Execution: Algorithmic, extra-low latency
- Strategy: Equity Long/Short, event-driven
- Universe: US micro & small-cap equities
- Holding Period: Intraday
- Risk Controls: Dynamic position sizing, sector exposure limits
- AI Component: NLP event parsing, pattern recognition
Performance Parameters
- Backtested Since: 2020
- Live Since: 2024
- Target Vol: 80–120% annualized
- Sharpe Ratio Target: > 2.0
- Drawdown Limit: 15%
- Correlation to S&P 500: Near zero
- Rebalancing: Continuous, event-triggered
EVE
Event Volatility
Engine
Strategy Overview
- Execution: Algorithmic, extra-low latency
- Strategy: Volatility arbitrage, event-driven
- Universe: US mid & large-cap equities
- Holding Period: Intraday to weeks
- Risk Controls: Greeks limits (delta, gamma, vega), tail risk hedges
- AI Component: Volatility surface modeling, regime detection
Performance Parameters
- Backtested Since: 2016
- Live Since: 2025
- Target Vol: 30–50% annualized
- Sharpe Ratio Target: > 1.2
- Max Drawdown Limit: 12%
- Correlation to S&P 500: Low (<0.3)
- Rebalancing: Daily, with event-triggered overlays
IDRIS
Intelligent Dividend &
Revenue Income System
Strategy Overview
- Execution: Algorithmic, yield optimization
- Strategy: Income-focused, dividend capture & REIT allocation
- Universe: REITs, MLPs, preferred shares, high-yield equities
- Signal Sources: Dividend yield spreads, payout ratios, rate sensitivity
- Holding Period: 1 month to 12 months
- Risk Controls: Duration matching, sector concentration limits
- AI Component: Yield curve forecasting, credit risk scoring
Performance Parameters
- Backtested Since: 2014
- Live Since: 2026
- Target Yield: 6–10% annualized
- Sharpe Ratio Target: > 1.0
- Max Drawdown Limit: 8%
- Correlation to S&P 500: Moderate (0.3–0.5)
- Rebalancing: Monthly, with quarterly review
