SPX 5,847.32 +0.42% NDX 20,914.80 +0.71% BTC $84,210 +1.84% DXY 104.82 −0.18% VIX 14.32 −2.40%
Markets open · NYSE
Alpha Metrix / Research / Strategy Index
Live · Issue 048 · April 2026

Strategies,
backtested
& documented.

Forty-eight systematic strategies across equities, forex, crypto, and futures. Every entry includes the methodology, the code, and a verified backtest with full transaction-cost accounting.

Asset classes 6 Avg Sharpe 0.94 Backtest depth 20+ yrs Updated weekly

Index Composite · YTD

Live
Aggregate CAGR
+14.8%
Sharpe (3y)
1.27
Max Drawdown
−9.2%
Hit Rate
62%
▸ FEATURED No. 048 · Multi-Asset

Cross-Asset
Momentum Rotation.

Allocating monthly to the top three of fifty-two assets using twelve-month returns minus the most recent month. We test the methodology from 2010 through Q1 2026 across equities, bonds, commodities, and currencies — and break down why the 12–1 specification still works after twenty years of academic attention.

H
Henrik Mosse
Quantitative Strategist
18 min read · Apr 30, 2026
CAGR
+18.7%
Sharpe
1.42
Max DD
−12.4%
Equity curve2010 — Q1 2026 · log scale
+1,287%since inception
$14k $8k $4k $2k '10 '14 '18 '20 '22 '25
№ 02 — The Library

Every strategy, filterable.

Browse by asset class, methodology family, or sort by risk-adjusted returns. Each entry links to the full research note, dataset, and reproducible Python notebook.

48 strategies indexed
Asset class
Style
— results
№ 03 — On the desk

Research, this week.

Working papers and short notes from our quantitative team. Less rigorous than the indexed strategies — these are observations, half-finished ideas, and occasional rants.

01
2 May · Note

The DXY-Crude Correlation Has Flipped Again

Anders Lindqvist · 4 min
02
29 Apr · Working paper

Why Single-Stock Momentum Stopped Working in 2024

Rohan Kapoor · 9 min
03
26 Apr · Quick note

BTC Funding Rates as a Sentiment Gauge

Daniel Levchenko · 3 min
04
22 Apr · Postmortem

The April Vol-Carry Drawdown — What We Learned

Maria Costa · 11 min

One strategy,
every Sunday.

A weekly research dispatch — one new backtested strategy, one revision to an indexed entry, and one piece of market commentary. No promotions, no cross-sells.