Evaluation Leaderboard
Real-time performance metrics of anonymous algorithmic models currently undergoing validation in our evaluation engine.
Top Performing Models (30-Day Rolling)
Only models passing strict risk validation are displayed.
| Rank | Model ID | Strategy Type | Sharpe | Sortino | Win Rate | Max DD | Beta | 30D Return | Status |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Model_89X2_v4 | Stat Arb (Crypto) | 3.42 | 4.15 | 68.4% | -2.1% | 0.12 | +14.2% | Evaluating |
| 2 | AlphaDelta_Sigma | Mean Reversion (EQ) | 2.89 | 3.20 | 59.1% | -4.5% | -0.05 | +9.8% | Evaluating |
| 3 | QuantumFlow_09 | HFT Market Making | 2.75 | 3.05 | 72.0% | -1.2% | 0.01 | +6.5% | Evaluating |
| 4 | NeuralNet_Omega | NLP Sentiment | 2.10 | 2.40 | 54.3% | -8.9% | 0.45 | +11.0% | Evaluating |
| 5 | GridBot_Delta | Grid (Derivs) | 1.85 | 1.95 | 81.2% | -12.4% | 0.85 | +18.5% | Evaluating |
| 6 | Pairs_Trade_X1 | Pairs Trading | 1.77 | 1.88 | 55.8% | -5.1% | 0.02 | +4.2% | Evaluating |
| 7 | Volatility_Arb | Vol Arbitrage | 1.65 | 1.75 | 61.0% | -7.8% | -0.15 | +8.9% | Evaluating |
| 8 | Trend_Follower_Z | CTA Trend | 1.52 | 1.60 | 42.5% | -14.2% | 1.15 | +22.1% | Evaluating |
| 9 | Basis_Capture_2 | Basis Trading | 1.49 | 2.10 | 95.2% | -0.5% | 0.00 | +1.2% | Evaluating |
| 10 | Machine_Learn_G | Random Forest | 1.38 | 1.45 | 51.4% | -9.3% | 0.33 | +5.4% | Evaluating |
| 11 | Options_Seller | Theta Decay | 1.25 | 1.10 | 88.5% | -18.5% | 0.55 | +7.5% | Risk Flag |
| 12 | MeanRev_FX | FX Mean Rev | 1.15 | 1.20 | 56.2% | -6.2% | -0.08 | +2.1% | Evaluating |
| 13 | Crypto_Mom | Momentum | 1.05 | 1.08 | 45.1% | -22.4% | 1.85 | +35.6% | Risk Flag |
| 14 | StatArb_Micro | Stat Arb (Penny) | 0.95 | 0.92 | 52.8% | -11.1% | 0.25 | -1.5% | Failed |
| 15 | Vector_Trend | Trend Following | 0.82 | 0.80 | 38.5% | -15.1% | 0.95 | -2.4% | Failed |
Evaluation Methodology
The leaderboard is not a marketing tool; it is a strict, mathematical ranking of models currently running through our rigorous 60-day out-of-sample evaluation phase.
Models must demonstrate statistically significant alpha, robust risk management, and market-neutral characteristics (measured by Beta close to 0) to maintain an "Evaluating" status.
Sortino Over Sharpe
While Sharpe Ratio is displayed, our internal ranking heavily weights the Sortino Ratio, punishing downside volatility rather than penalizing explosive upside returns.
Strict Risk Flags
Algorithms exceeding predefined Daily Drawdown limits or showing sudden correlation spikes to broad market indices (Beta > 1.0) are instantly assigned a "Risk Flag" or "Failed" status.
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