One book. Proven in the open, before a word of promise.

Two sleeves, one signal.

The AlphaForge Cross-Asset Book is market-neutral and multi-strategy: a US equity momentum sleeve (12-1 cross-sectional momentum, long the winners and short the losers in equal dollars) and a crypto funding carry sleeve (harvesting the funding paid between longs and shorts on Binance perpetuals). Each carries a modest standalone edge.

The reason to hold them together is decorrelation, not stacking. The two sleeves are near-uncorrelated, so the book absorbs a shock in one stream without it cascading through the other. That is where a portfolio earns more than the sum of its parts, and it is the discipline the whole design serves.

The exact research allocation, standalone Sharpe per sleeve, and the full equity curve live on the dashboard, read straight from the same honest source as this page.

Earned numbers, not flattering ones.

A backtest can be tuned until it shines. The honest discipline is to deflate it. The in-sample Sharpe is 1.46; after correcting for multiple testing via deflation, the honest forward expectation is roughly 0.7 to 1.0. We present the deflated figure, never the flattering one.

The book has been put through a gauntlet of stress tests and earned a grade of C plus: real but modest, and honest enough to fail its own multiple-testing deflation in-sample. The right response to a modest edge is to prove it live, not to dress it up.

So the access point is the paper track record itself. It begins at day zero with no fabricated history, and it accrues in front of you. When the live record speaks, it will have earned the right to.

Four things that stay true.

Step into the record.

Access opens the dashboard: the honest metrics, the research simulation against the live day-zero marker, the sleeves, and the four transparency statements above, all read live from one source. There is no curated highlight reel, because there is nothing to curate yet.