ALIFORGE · Systematic Capital · Paper-traded, live

The edge isn't a secret.It's discipline, automated.

A multi-model AI council runs a systematic book across three uncorrelated engines — under one risk budget. Built in public, marked to market, every day.

Trend & Momentum Volatility Regime Mean Reversion

01 — The thesis

Markets are noisy. Edges are small.
Discipline compounds.

Most retail accounts don't die from bad ideas — they die from good ideas, sized wrong, held too long, exited in fear. ALIFORGE removes the hand from the wheel. Every position is signal-driven, risk-capped, and exited by rule — not by mood. The returns are a by-product. The process is the product.

02 — The engines

Three engines. One risk budget.

01

Trend & Momentum

Volatility-scaled noise-area breakouts on a curated, high-liquidity universe. Opens only on a confirmed close beyond the band with the session trend behind it — conditional rules, never a lone tick. Trails winners, cuts losers fast.

02

Volatility Regime

Reads the regime from VIX and the curve, then expresses it in defined-risk options — including same-day (0DTE) structures entered only inside a favorable vol band, one position per name, max loss capped at the premium paid.

03

Mean Reversion

Fades statistically stretched moves back to fair value, regime-gated so it never fights a real trend. Small, frequent, uncorrelated — and held to the same portfolio risk budget as the rest.

// uncorrelated by design — when one engine is wrong, the other two carry the book. position sizing is volatility-targeted and Kelly-capped at the portfolio level.

03 — The desk

An AI council on the desk.

Every allocation is debated by three independent models, each with a different bias. They argue; a risk layer holds the veto. No single model — and no single mood — can move the book alone. Consensus gets sized up. Disagreement gets sized down or skipped.

// disagreement is information. we trade the intersection.

CAnthropic · Claude
DDeepSeek
GxAI · Grok
RISK LAYER · vetocaps · stops · halts

04 — The risk engine

Don't take our word. Run the math.

The same Monte Carlo engine that sizes the live book, in your browser. Set the assumptions; it simulates 400 forward paths and shows the outcome fan, the odds of breaching your drawdown limit, and the exposure that keeps that risk inside budget. This is how the desk thinks about size — risk first, return second.

Assumptions

400 paths · 1-year horizon · geometric Brownian motion · risk budget P(breach) ≤ 5%

-19%-3%+14%+30%+46%Today3mo6mo9mo1yrDD limit -10%+10%
Median path 5–95% outcomes Drawdown limit
85%
Odds of breaching -10% DD
+10%
Median 1-yr outcome
-18%
Worst-5% outcome
30%
Risk-budgeted exposure

// illustrative simulation of outcomes under your assumptions — not a prediction, a track record, or a guarantee. Real markets have fat tails and regime shifts a Gaussian model understates. The lesson is the shape: when volatility rises, the odds of hitting your drawdown limit climb fast — so the right response is to cut size, not hope.

05 — Transparency

Risk is the product. Return is the by-product.

No black box, no screenshots of cherry-picked wins. The track record is being built in the open, paper-traded and timestamped. Every Monday, the picks. Every Friday, the P&L.

Growth of $100 — composite vs. SPYIllustrative · paper + backtest
0%+5%+11%+16%+22%Inception3mo6mo9moTodaymax DD -5.1%+22%
ALIFORGE composite SPY benchmark Drawdown
Marked daily at mid/Net of est. costs/Published & timestamped weekly

Methodology

The composite blends the three engines into one risk-budgeted book, marked daily at executable mid prices and net of estimated commissions and slippage. Returns are time-weighted; Sharpe uses daily returns annualized at √252; max drawdown is the deepest peak-to-trough on the daily equity curve. SPY is shown total-return as the benchmark.

The live record is still young — the curve above blends backtested and paper-traded results and is illustrative, replaced with audited live numbers as the record accrues.

3
uncorrelated engines
1
portfolio risk budget
Daily
mark-to-market
100%
rules-based exits
Follow the track record live @AliForgequant

06 — Access

Closed circle. Private by design.

ALIFORGE is a small, aligned group — a handful of people who've known each other for years. The founder's own capital trades the same book on the same rules, side by side. No outside money chasing fees, no incentive but to be right.

Access opens in cohorts as the track record matures. Join the waitlist — you'll get the weekly notes while you wait, and first call when the doors open.

Founder capital alongsideNo management feeNo lock-up

No spam. Paper-traded track record · not investment advice.