Systematic U.S. Equity Signal Model

Non-discretionary, rule-based trading signals for U.S. large-cap equities. Single Exclusive License Available (2027–2029).

A systematic signal-generation model producing daily trading signals derived from publicly available price data. Designed for integration into institutional execution and risk management frameworks.

Overview

• Two-year forward-tested track record
• Includes live execution with external capital
• Trades highly liquid U.S. large-cap equities
• API-based delivery (institutional integration ready)

Signal Generation System

This offering provides standardized, non-discretionary trading signals.

• No investment advice
• No portfolio management
• No execution services

All implementation decisions remain solely with the licensee.

Model Characteristics

• Universe: 100 highly liquid U.S. equities
• Positions: Typically ~5 concurrent positions
• Holding period: Approximately 3–7 trading days
• Signal frequency: Daily evaluation
• Data inputs: Public OHLC price data

Each signal specifies:

• Security
• Direction (buy/sell)
• Target exposure (leverage parameter)
• Trade date

Outputs are deterministic and require no interpretation.

Implementation

• Fully systematic and rules-based
• API-based signal delivery (JSON / REST)
• Compatible with institutional OMS / EMS workflows
• Execution timing determined solely by the licensee
• No intraday dependency on the licensor

Leverage Framework

The model operates in two discrete exposure states:

• ~0.5× gross exposure
• ~1.6× gross exposure

Exposure is determined systematically based on internal model conditions.

Capacity & Liquidity

• Universe: Highly liquid U.S. large-cap equities
• Indicative capacity: ~$20M–$30M under conservative participation assumptions

Realized capacity and performance are dependent on execution methodology, liquidity conditions, and participation levels.

Exclusivity

Access is limited to a single institutional counterparty.

• No non-exclusive distribution
• No sublicensing
• No parallel licensing during the term

A fixed-term exclusive license is being considered for a defined deployment window (2027–2029). This structure is intended to preserve signal integrity and mitigate potential crowding effects.

Track Record

A full performance package is available, including:

• Forward-tested history
• Live capital validation period

Available under NDA.

Important Notice

This material is provided for informational purposes only.

The model produces standardized, non-discretionary signals and does not constitute investment advice, a recommendation, or an offer to manage assets.

All decisions regarding implementation, execution, and risk management are made solely by the licensee.

Equity curve:

Note: Past performance does not guarantee future results. This material is for informational purposes only and does not constitute investment advice.