Alpha Steady
A pure short-term focused portfolio combining breakout momentum and mean reversion strategies on both the long and short side. Designed to capture short-term profits, even in non-trending markets. Longer term trend-following strategies are excluded to reduce volatility.
AlphaSteady prioritizes smoother return paths with disciplined risk controls.
Annualised Returns: 22%
Sharpe: 1.18
Max Drawdown: -19%
Max Drawdown: -19%
AlphaSteady maintains exposure across the same models as AlphaMax but with tighter volatility constraints and a focus on drawdown control.
