DualMind Alpha
Trades Own Strategy
- hypothetical · Cumul. Return
- 3.5%
- Max Drawdown
- 7.5%
- Trades
- 47
- Win Trades
- 38.3%
- Profit Factor
- 1.40
- Win Months
- 40.0%
About this strategy
DualMind Alpha is a systematic US equity strategy powered by a multi-agent AI decision framework. Each trade is evaluated multiple times throughout the day using a consistent dataset of portfolio, market conditions, and proprietary signals.
The Intelligence Stack
Opportunities are not based on price charts alone. Each stock is evaluated through a composite signal system that blends multiple layers of market intelligence:
• X-Signal — captures institutional and insider activity, including ownership changes, capital flows, and large market positioning
• Reddit Intel — analyzes real-time sentiment trends across retail and emerging investor communities, filtering noise from signal
• Whale Alpha — tracks “smart money” behavior and adjusts conviction based on large capital movements
These signals are combined with broader market awareness, allowing the system to adapt across different environments such as trending, sideways, or volatile markets.
The Decision Process
Throughout the trading day, the system builds a fresh snapshot of the market and portfolio. Multiple AI agents independently evaluate each opportunity and generate structured trade insights, including direction, sizing, and confidence levels.
A consensus layer then determines execution. Only high-conviction alignment leads to trades, while weaker or conflicting signals are filtered out. The strategy prioritizes selectivity over activity — avoiding low-quality trades is part of the edge.
Risk Framework
Risk is tightly controlled at every level:
• Maximum position size per stock
• Sector diversification limits
• Minimum cash buffer maintained
• Automated drawdown protection
• Rule-based exits for both risk and timing
The Intelligence Stack
Opportunities are not based on price charts alone. Each stock is evaluated through a composite signal system that blends multiple layers of market intelligence:
• X-Signal — captures institutional and insider activity, including ownership changes, capital flows, and large market positioning
• Reddit Intel — analyzes real-time sentiment trends across retail and emerging investor communities, filtering noise from signal
• Whale Alpha — tracks “smart money” behavior and adjusts conviction based on large capital movements
These signals are combined with broader market awareness, allowing the system to adapt across different environments such as trending, sideways, or volatile markets.
The Decision Process
Throughout the trading day, the system builds a fresh snapshot of the market and portfolio. Multiple AI agents independently evaluate each opportunity and generate structured trade insights, including direction, sizing, and confidence levels.
A consensus layer then determines execution. Only high-conviction alignment leads to trades, while weaker or conflicting signals are filtered out. The strategy prioritizes selectivity over activity — avoiding low-quality trades is part of the edge.
Risk Framework
Risk is tightly controlled at every level:
• Maximum position size per stock
• Sector diversification limits
• Minimum cash buffer maintained
• Automated drawdown protection
• Rule-based exits for both risk and timing
Hypothetical Monthly Returns (includes fees/commissions)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.2 | 10.5 | -2.2 | -5.3 | -0.1 | 3.5 |
Statistics
Overview
| Strategy began | 4/13/2026 |
|---|---|
| Suggested Minimum Capital | $15,000 |
| Age | 132 days |
| C2 Rank | Top 8.6% |
| What it trades | Stocks |
| # Trades | 47 |
| # Profitable | 18 |
| % Profitable | 38.3% |
| Avg trade duration | 22.1 days |
| Max peak-to-valley drawdown | 7.5% |
| drawdown period | June 01, 2026 - Aug 12, 2026 |
| Cumul. Return | 3.5% |
| Avg win | $442 |
| Avg loss | $208 |
Ratios
| W:L ratio | 1.38 |
|---|---|
| Sharpe Ratio | 0.71 |
| Sortino Ratio | 1.10 |
| Calmar Ratio | 1.72 |
CORRELATION STATISTICS
| Correlation to SP500 | 0.39 |
|---|---|
| Return Percent SP500 (cumu) during strategy life | 11.4% |
| Return of Strat Pcnt - Return of SP500 Pcnt (cumu) | -7.9% |
Return Statistics
| Ann Return (w trading costs) | 9.7% |
|---|---|
| Return Pcnt (Compound or Annual, age-based, NFA compliant) | 0.0% |
| Return Pcnt Since TOS Status | 3.8% |
| Ann Return (Compnd, No Fees) | 11.9% |
Slump
| Current Slump as Pcnt Equity | 8.1% |
|---|---|
| Current Slump, time of slump as pcnt of strategy life | 0.6% |
Instruments
| Percent Trades Forex | 0.0% |
|---|---|
| Percent Trades Futures | 0.0% |
| Percent Trades Options | 0.0% |
| Short Options - Percent Covered | 100.0% |
| Percent Trades Stocks | 1.0% |
Risk of Ruin (Monte-Carlo)
| Chance of 10% account loss | 0.0% |
|---|---|
| Chance of 20% account loss | 0.0% |
| Chance of 30% account loss | 0.0% |
| Chance of 40% account loss | 0.0% |
| Chance of 50% account loss | 0.0% |
| Chance of 60% account loss (Monte Carlo) | 0.0% |
| Chance of 70% account loss (Monte Carlo) | 0.0% |
| Chance of 80% account loss (Monte Carlo) | 0.0% |
| Chance of 90% account loss (Monte Carlo) | 0.0% |
Automation
| Percentage Signals Automated | 100.0% |
|---|
Popularity
| Popularity (Today) | 0 |
|---|---|
| Popularity (Last 6 weeks) | 561 |
| C2 Score | 914 |
| Popularity (7 days, Percentile 1000 scale) | 0 |
Trading Style
| Any stock shorts? 0/1 | 0 |
|---|
Trades-Own-System Certification
| Trades Own System? | 187517 |
|---|---|
| TOS percent | 150.0% |
Win / Loss
| Avg Loss | $208 |
|---|---|
| Avg Win | $442 |
| # Winners | 18 |
| Sum Trade PL (losers) | $6,033 |
| Sum Trade PL (winners) | $7,954 |
| Num Months Winners | 2 |
| # Losers | 29 |
| % Winners | 38.3% |
Dividends
| Dividends Received in Model Acct | 172 |
|---|
Age
| Num Months filled monthly returns table | 5 |
|---|
Frequency
| Avg Position Time (mins) | 31774.22 |
|---|---|
| Avg Position Time (hrs) | 529.57 |
| Avg Trade Length | 22.10 |
| Last Trade Ago | 26 |
Leverage
| Daily leverage (average) | 0.32 |
|---|---|
| Daily leverage (max) | 0.97 |
Regression
| Alpha | 0 |
|---|---|
| Beta | 0.30 |
| Treynor Index | 0.08 |
Maximum Adverse Excursion (MAE)
| MAE:Equity, average, all trades | 0 |
|---|---|
| MAE:Equity, 95th Percentile Value for this strat | 0 |
| MAE:Equity, average, losing trades | 0 |
| MAE:Equity, losing trades only, 95th Percentile Value for this strat | — |
| MAE:Equity, average, winning trades | 0 |
| MAE:Equity, win trades only, 95th Percentile Value for this strat | — |
| Avg(MAE) / Avg(PL) - All trades | 2.35 |
| MAE:PL (avg, all trades) | -1.14 |
| MAE:PL (avg, losing trades) | — |
| MAE:PL (avg, winning trades) | — |
| MAE:PL - worst single value for strategy | — |
| Avg(MAE) / Avg(PL) - Winning trades | 0.25 |
| Avg(MAE) / Avg(PL) - Losing trades | -1.35 |
| Hold-and-Hope Ratio | 0.23 |
RATIO STATISTICS
| Mean | 0.11 |
|---|---|
| SD | 0.20 |
| Sharpe ratio (Glass type estimate) | 0.54 |
| Sharpe ratio (Hedges UMVUE) | 0.39 |
| df | 3 |
| t | 0.31 |
| p | 0.39 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -2.92 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 3.92 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -3.02 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 3.80 |
| Sortino ratio | 1.44 |
| Upside Potential Ratio | 3.69 |
| Upside part of mean | 0.28 |
| Downside part of mean | -0.17 |
| Upside SD | 0.16 |
| Downside SD | 0.08 |
| N nonnegative terms | 2 |
| N negative terms | 2 |
| N of observations | 4 |
| Mean of predictor | 0.34 |
| Mean of criterion | 0.11 |
| SD of predictor | 0.12 |
| SD of criterion | 0.20 |
| Covariance | 0.02 |
| r | 0.80 |
| b (slope, estimate of beta) | 1.32 |
| a (intercept, estimate of alpha) | -0.33 |
| Mean Square Error | 0.02 |
| DF error | 2 |
| t(b) | 1.91 |
| p(b) | 0.10 |
| t(a) | -0.96 |
| p(a) | 0.78 |
| Lowerbound of 95% confidence interval for beta | -1.65 |
| Upperbound of 95% confidence interval for beta | 4.29 |
| Lowerbound of 95% confidence interval for alpha | -1.82 |
| Upperbound of 95% confidence interval for alpha | 1.16 |
| Treynor index (mean / b) | 0.08 |
| Jensen alpha (a) | -0.33 |
| Mean | 0.10 |
| SD | 0.20 |
| Sharpe ratio (Glass type estimate) | 0.48 |
| Sharpe ratio (Hedges UMVUE) | 0.35 |
| df | 3 |
| t | 0.28 |
| p | 0.40 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -2.97 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 3.86 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -3.06 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 3.76 |
| Sortino ratio | 1.22 |
| Upside Potential Ratio | 3.46 |
| Upside part of mean | 0.27 |
| Downside part of mean | -0.18 |
| Upside SD | 0.15 |
| Downside SD | 0.08 |
| N nonnegative terms | 2 |
| N negative terms | 2 |
| N of observations | 4 |
| Mean of predictor | 0.33 |
| Mean of criterion | 0.10 |
| SD of predictor | 0.12 |
| SD of criterion | 0.20 |
| Covariance | 0.02 |
| r | 0.79 |
| b (slope, estimate of beta) | 1.31 |
| a (intercept, estimate of alpha) | -0.33 |
| Mean Square Error | 0.02 |
| DF error | 2 |
| t(b) | 1.81 |
| p(b) | 0.11 |
| t(a) | -0.95 |
| p(a) | 0.78 |
| Lowerbound of 95% confidence interval for beta | -1.80 |
| Upperbound of 95% confidence interval for beta | 4.41 |
| Lowerbound of 95% confidence interval for alpha | -1.83 |
| Upperbound of 95% confidence interval for alpha | 1.17 |
| Treynor index (mean / b) | 0.07 |
| Jensen alpha (a) | -0.33 |
| VaR(95%) | 0.08 |
| Expected Shortfall on VaR | 0.10 |
| VaR(95%) | 0.03 |
| Expected Shortfall on VaR | 0.05 |
| Mean | 0.09 |
| SD | 0.10 |
| Sharpe ratio (Glass type estimate) | 0.93 |
| Sharpe ratio (Hedges UMVUE) | 0.92 |
| df | 93 |
| t | 0.55 |
| p | 0.29 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -2.35 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 4.20 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -2.36 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 4.19 |
| Sortino ratio | 1.48 |
| Upside Potential Ratio | 8.33 |
| Upside part of mean | 0.52 |
| Downside part of mean | -0.42 |
| Upside SD | 0.08 |
| Downside SD | 0.06 |
| N nonnegative terms | 37 |
| N negative terms | 57 |
| N of observations | 94 |
| Mean of predictor | 0.28 |
| Mean of criterion | 0.09 |
| SD of predictor | 0.13 |
| SD of criterion | 0.10 |
| Covariance | 0.00 |
| r | 0.39 |
| b (slope, estimate of beta) | 0.30 |
| a (intercept, estimate of alpha) | 0.01 |
| Mean Square Error | 0.01 |
| DF error | 92 |
| t(b) | 4.05 |
| p(b) | 0.00 |
| t(a) | 0.05 |
| p(a) | 0.48 |
| Lowerbound of 95% confidence interval for beta | 0.15 |
| Upperbound of 95% confidence interval for beta | 0.45 |
| Lowerbound of 95% confidence interval for alpha | -0.30 |
| Upperbound of 95% confidence interval for alpha | 0.31 |
| Treynor index (mean / b) | 0.31 |
| Jensen alpha (a) | 0.01 |
| Mean | 0.09 |
| SD | 0.10 |
| Sharpe ratio (Glass type estimate) | 0.88 |
| Sharpe ratio (Hedges UMVUE) | 0.87 |
| df | 93 |
| t | 0.53 |
| p | 0.30 |
| Lowerbound of 95% confidence interval for Sharpe Ratio | -2.40 |
| Upperbound of 95% confidence interval for Sharpe Ratio | 4.15 |
| Lowerbound of 95% CI (Gibbons, Hedeker & Davis approximation | -2.40 |
| Upperbound of 95% CI (Gibbons, Hedeker & Davis approximation | 4.15 |
| Sortino ratio | 1.39 |
| Upside Potential Ratio | 8.22 |
| Upside part of mean | 0.51 |
| Downside part of mean | -0.43 |
| Upside SD | 0.08 |
| Downside SD | 0.06 |
| N nonnegative terms | 37 |
| N negative terms | 57 |
| N of observations | 94 |
| Mean of predictor | 0.27 |
| Mean of criterion | 0.09 |
| SD of predictor | 0.13 |
| SD of criterion | 0.10 |
| Covariance | 0.00 |
| r | 0.39 |
| b (slope, estimate of beta) | 0.30 |
| a (intercept, estimate of alpha) | 0.00 |
| Mean Square Error | 0.01 |
| DF error | 92 |
| t(b) | 4.05 |
| p(b) | 0.00 |
| t(a) | 0.03 |
| p(a) | 0.49 |
| Lowerbound of 95% confidence interval for beta | 0.15 |
| Upperbound of 95% confidence interval for beta | 0.44 |
| Lowerbound of 95% confidence interval for alpha | -0.30 |
| Upperbound of 95% confidence interval for alpha | 0.31 |
| Treynor index (mean / b) | 0.29 |
| Jensen alpha (a) | 0.00 |
| VaR(95%) | 0.01 |
| Expected Shortfall on VaR | 0.01 |
| VaR(95%) | 0.00 |
| Expected Shortfall on VaR | 0.01 |
| VAR (95 Confidence Intrvl) | 0.01 |
ORDER STATISTICS
| Number of observations | 4 |
|---|---|
| Minimum | 0.96 |
| Quartile 1 | 0.98 |
| Median | 0.99 |
| Quartile 3 | 1.03 |
| Maximum | 1.10 |
| Mean of quarter 1 | 0.96 |
| Mean of quarter 2 | 0.99 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.10 |
| Inter Quartile Range | 0.05 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 94 |
| Minimum | 0.98 |
| Quartile 1 | 1.00 |
| Median | 1 |
| Quartile 3 | 1.00 |
| Maximum | 1.02 |
| Mean of quarter 1 | 0.99 |
| Mean of quarter 2 | 1.00 |
| Mean of quarter 3 | 1.00 |
| Mean of quarter 4 | 1.01 |
| Inter Quartile Range | 0.00 |
| Number outliers low | 8 |
| Percentage of outliers low | 0.09 |
| Mean of outliers low | 0.99 |
| Number of outliers high | 12 |
| Percentage of outliers high | 0.13 |
| Mean of outliers high | 1.01 |
| Extreme Value Index (moments method) | 0.20 |
| VaR(95%) (moments method) | 0.00 |
| Expected Shortfall (moments method) | 0.01 |
| Extreme Value Index (regression method) | 0.39 |
| VaR(95%) (regression method) | 0.00 |
| Expected Shortfall (regression method) | 0.01 |
DRAW DOWN STATISTICS
| Number of observations | 1 |
|---|---|
| Minimum | 0.05 |
| Quartile 1 | 0.05 |
| Median | 0.05 |
| Quartile 3 | 0.05 |
| Maximum | 0.05 |
| Mean of quarter 1 | 0 |
| Mean of quarter 2 | 0 |
| Mean of quarter 3 | 0 |
| Mean of quarter 4 | 0 |
| Inter Quartile Range | 0 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 0 |
| Percentage of outliers high | 0 |
| Mean of outliers high | 0 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Number of observations | 7 |
| Minimum | 0.00 |
| Quartile 1 | 0.00 |
| Median | 0.00 |
| Quartile 3 | 0.02 |
| Maximum | 0.07 |
| Mean of quarter 1 | 0.00 |
| Mean of quarter 2 | 0.00 |
| Mean of quarter 3 | 0.01 |
| Mean of quarter 4 | 0.05 |
| Inter Quartile Range | 0.02 |
| Number outliers low | 0 |
| Percentage of outliers low | 0 |
| Mean of outliers low | 0 |
| Number of outliers high | 1 |
| Percentage of outliers high | 0.14 |
| Mean of outliers high | 0.07 |
| Extreme Value Index (moments method) | 0 |
| VaR(95%) (moments method) | 0 |
| Expected Shortfall (moments method) | 0 |
| Extreme Value Index (regression method) | 0 |
| VaR(95%) (regression method) | 0 |
| Expected Shortfall (regression method) | 0 |
| Strat Max DD how much worse than SP500 max DD during strat life? | -382097056 |
| Max Equity Drawdown (num days) | 72 |
| Last 4 Months - Pcnt Negative | 0.8% |
COMBINED STATISTICS
| Annualized return (arithmetic extrapolation) | 0.13 |
|---|---|
| Compounded annual return (geometric extrapolation) | 0.13 |
| Calmar ratio (compounded annual return / max draw down) | 2.49 |
| Compounded annual return / average of 25% largest draw downs | 0 |
| Compounded annual return / Expected Shortfall lognormal | 1.27 |
| j156mfCOMBRisPar | 0 |
| j157mfCOMBRisPar | 0 |
| Annualized return (arithmetic extrapolation) | 0.12 |
| Compounded annual return (geometric extrapolation) | 0.12 |
| Calmar ratio (compounded annual return / max draw down) | 1.72 |
| Compounded annual return / average of 25% largest draw downs | 2.48 |
| Compounded annual return / Expected Shortfall lognormal | 9.98 |
Trading record
Placed 136 trades in real-life brokerage accounts.
| Symbol | Side | Qty | Opened | Closed | P/L |
|---|---|---|---|---|---|
| CIEN | long | 3 | Jun 22, 2026 | Jul 29, 2026 | ($225) |
| ANF | long | 11 | Jun 1, 2026 | Jul 28, 2026 | $252 |
| FRO | long | 56 | May 27, 2026 | Jul 28, 2026 | $146 |
| HUBS | long | 8 | May 15, 2026 | Jul 28, 2026 | ($112) |
| UPST | long | 58 | May 15, 2026 | Jul 28, 2026 | ($85) |
| MU | long | 1 | Jun 16, 2026 | Jul 17, 2026 | ($268) |
| LEU | long | 12 | Jun 30, 2026 | Jul 15, 2026 | ($9) |
| AMRZ | long | 14 | Jun 18, 2026 | Jul 15, 2026 | ($83) |
| AESI | long | 54 | Jun 3, 2026 | Jul 15, 2026 | ($165) |
| KGS | long | 34 | May 27, 2026 | Jul 15, 2026 | ($152) |
| FSM | long | 191 | May 15, 2026 | Jul 15, 2026 | ($202) |
| CRCL | long | 11 | Jun 16, 2026 | Jul 13, 2026 | ($166) |
| APLD | long | 24 | Jun 16, 2026 | Jul 6, 2026 | ($266) |
| PPTA | long | 35 | Jun 1, 2026 | Jul 6, 2026 | ($114) |
| OLN | long | 38 | Jun 1, 2026 | Jul 6, 2026 | ($159) |
| TTAN | long | 19 | Jun 16, 2026 | Jun 18, 2026 | ($133) |
| ASTS | long | 15 | Jun 16, 2026 | Jun 18, 2026 | ($2) |
| SBSW | long | 125 | May 19, 2026 | Jun 16, 2026 | ($82) |
| ALKT | long | 45 | May 15, 2026 | Jun 16, 2026 | ($70) |
| AAPL | long | 27 | May 13, 2026 | Jun 16, 2026 | $54 |
| ILMN | long | 10 | May 13, 2026 | May 13, 2026 | ($4) |
| HEI | long | 5 | May 13, 2026 | May 13, 2026 | $19 |
| FUL | long | 30 | May 13, 2026 | May 13, 2026 | ($21) |
| MPLX | long | 54 | May 8, 2026 | May 13, 2026 | ($7) |
| ACMR | long | 92 | May 8, 2026 | May 13, 2026 | $510 |
| CCJ | long | 40 | May 8, 2026 | May 13, 2026 | ($151) |
| GOOGL | long | 19 | May 5, 2026 | May 13, 2026 | $47 |
| MPLX | long | 26 | May 5, 2026 | May 8, 2026 | ($53) |
| NBIS | long | 13 | May 5, 2026 | May 8, 2026 | $117 |
| AZN | long | 8 | May 5, 2026 | May 8, 2026 | $9 |
Past results are not necessarily indicative of future results.
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.