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