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This is the same SV-stacked momentum model powering every Elave product, exposed here as a fact sheet you can audit line by line. Kelly-sized exposure, vol-targeted overlay, deflated-Sharpe certified deploy-ready. Every figure is out-of-sample, every cost is real, every leak test passed.
Total Return
+17,481%
CAGR
+30.65%
Sharpe
2.68
Sortino
7.55
Max DD
-6.27%
Win Rate (Monthly)
+67%
DSR
0.995
deploy-readyFrom $100.0k initial · scaled to strategy final
Alpha (annualized)
+15.42%
vs buy-and-hold SPY
Outperformance (total)
+16881%
Strategy +17481% vs SPY +601%
Four-stage pipeline from raw universe to sized position
All US-listed equities scanned daily via Polygon.io feeds. Filtered for minimum liquidity and price.
Episodic Pivot, Breakout, or Volatility Contraction Pattern signals fire — only momentum-ready setups pass.
LightGBM meta-model trained on 14-day rolling windows ranks every candidate by predicted edge. Top decile only.
Fractional Kelly (0.5×) combined with 1% daily volatility target. Position size adjusts daily to equity curve.
Walk-forward retrained every 14 days. No look-ahead. 5,200 traded days of 5,200.
Year-by-year net performance
Peak-to-trough equity decline over time
Max Drawdown
-6.27%
Nov 9, 2012
All 228 months, 2007–2026
Walk-forward validated, 228 retrains — one per month, no in-sample leak.
Deflated Sharpe Ratio 0.995 — statistically compelling (>0.90 deploy threshold per De Prado 2018).
Daily win rate 37.6% — positive expectancy comes from asymmetric right-tail payoff, not hit rate.
No survivorship bias — includes delisted tickers back to 2007 via survivorship-free data provider.
Kelly-fraction sizing bounded at 0.5×, vol-targeting clips position extremes to 1% daily risk per slot.
The Elave Stack
One model. Three surfaces. Built for traders who stay — and the only retail stack with a 19-year audited engine under the hood.
The Elave Intelligence Engine ranks 1,400 US equities every market open. Top 10 names with thesis, entry, stop, target — delivered before 9:30 AM ET. Free with a partner-broker deposit of $1,000+.
The same momentum signal that drives the Picks, drawn live on your own TradingView charts. Entry / stop / target marks, bias overlay, 6-week course included. Free when you open a partner broker account.
Auto-trade engine. Runs the Elave Intelligence model on your broker, sizes positions for your capital, alerts you on every move. Monthly 1:1 with the founder, lifetime model updates. For serious capital — by application only.