Every strategy runs on the same quantitative signal across 65 markets. What changes is how aggressively you act on it — and how the system manages risk as it scales. You choose. The system executes.
The strategies
Same signal. Different risk architecture.
The conviction that opens a position and the signal that closes it are identical across all three strategies. What differs is how large positions are built, how leverage responds to volatility, and how the system behaves when markets turn against it.
Unlevered trending
2,495%
Total return · Jan 2014 – Mar 2026
Annual return27.7%
Worst drawdown−11.6%
Avg exposure1.49×
Minimum capital$150,000
Stays fully deployed through drawdowns. No deleveraging. The signal runs at a fixed exposure cap — simple, consistent, and fully invested at all times. The right choice if you want maximum signal exposure without managing a risk tier.
Flagship
Levered trending
7,263%
Total return · 6% tier · Jan 2014 – Mar 2026
Annual return36.6%
Worst drawdown−15.9%
Avg exposure2.33×
Minimum capital$250,000
Each position is sized to the volatility of its market. You select a risk level — how much capital to put at risk per position — and the system derives the appropriate exposure automatically. When drawdowns deepen, the risk budget steps down to protect capital for recovery.
Pyramid levered
4,170%
Total return · 5% tier · Jan 2014 – Mar 2026
Annual return32.0%
Worst drawdown−18.2%
Avg exposure2.14×
Minimum capital$250,000
Positions open at one unit and add as price confirms the trend. Winners earn larger allocations. A trend that starts and stalls stays small. A trend that runs gets built into. Capital concentrates where conviction is being proved in real time — not just at entry.
What is identical across all three
The conviction threshold that opens a position. The signal-driven rule that closes it. The markets covered. The universe of 65 ETFs. The quantitative engine that generates every decision. The edge is the same. The risk architecture is different.
What changes with the levered strategy
Position sizes are derived from each market's volatility and your chosen risk level — not from a fixed cap. When markets are calm, exposure can grow. When markets turn volatile, it shrinks automatically. When drawdowns deepen, the risk budget steps down entirely until recovery. This is dynamic risk management that cannot be replicated manually.
What the pyramid strategy adds
The pyramid strategy starts every position at reduced size and adds only as the market proves the signal right. A position that moves against you stays small. A position that runs in your favor builds to full size. This concentrates capital in confirmed trends rather than opening full size immediately on every signal.
Levered trending · choose your risk level
You set the risk. The system sets the size.
The levered strategy runs at six risk levels. At each level, the system calculates position sizes from each market's measured volatility — not from a fixed leverage multiple. Select a level to see what it has delivered historically.
Risk tier explorer
The risk level you select represents how much of your capital the system targets to risk per position if a normal adverse move occurs. All figures from the 12-year backtest on real prices.
Select your risk level per position
26.2%
Annual return
2,172%
Total return · 12yr
−13.6%
Worst drawdown
1.71×
Avg exposure
Simulated backtest performance on real prices. No transaction costs or slippage reflected. Past simulated performance is not indicative of future results.
Tested across twelve years of real markets
How each strategy performed when it mattered.
Aggregate numbers compress twelve years into a single figure. These four periods show what the strategies actually did during the most demanding market environments of the backtest period — the crashes, the recoveries, the momentum runs, and the volatility shocks.
2020 · Covid crash & recovery
The fastest bear market in history — followed by the fastest recovery.
The signal identified the downtrend during the crash and the uptrend during the recovery. Positions sized down as volatility spiked; sized back up as the trend re-established.
Unlevered trending+115.6%
Levered 3% tier+2.8%
S&P 500+18.4%
2022 · Rates shock
The worst year for a 60/40 portfolio in four decades.
Bonds and equities fell together. The signal held short positions in falling sectors and long positions in energy and commodities — the trends that were actually running.
Unlevered trending+127.3%
Levered 6% tier+37.0%
S&P 500−19.4%
2021 · Momentum year
Strong directional trends across multiple sectors simultaneously.
When many markets trend together, conviction is high across the book. Positions ran near maximum size for extended periods across energy, materials, and international equity.
Unlevered trending+91.2%
Levered 6% tier+50.2%
S&P 500+28.7%
2015–2016 · Volpocalypse
The volatility shock that destroyed undisciplined leverage.
August 2015 sent VIX to 53. Sustained volatility through early 2016 crushed strategies that couldn't adapt. The signal's conviction threshold filtered the noise and sized down automatically.
Unlevered 2015+47.1%
Unlevered 2016+74.6%
Undisciplined leverageSignificant losses
Tier 1 Institutional Macro Universe
Coverage is a decision, not a default.
65 liquid ETFs across 14 macro categories — chosen, not accumulated. Within each category we monitor the single most liquid instrument available, not every possible way to express the same trade. Fewer, cleaner instruments mean tighter spreads, deeper order books, and execution that holds up at size.
What subscribing looks like
We deliver the signal. You execute. You stay in control.
Sophus Quant is a research subscription, not a managed account. The signal and daily position targets arrive before market open. You execute in your own brokerage account. Your capital never leaves your hands.
What you receive each morning
Before market open, subscribers receive the day's recommended positions — which of the 65 markets to enter, which to exit, and at what weight for your chosen strategy and risk tier. The output is specific, actionable, and requires no interpretation. You decide whether to follow it.
65markets evaluated daily
15maximum simultaneous positions
What stays entirely with you
This is research. Not a fund. Not a managed account. Your capital stays in your own brokerage account at all times. No third party holds or trades your money. You execute at your broker, in your account, at prices you control. The strategy is ours. The capital is yours.
ETFs onlyliquid, transparent markets
Long & shortboth directions, all 65 markets
Choose your risk. Trust the signal.
The trend doesn't care about your opinion. Neither does the system.
Fifteen years of research produced one conclusion: the investors who compound over time are not the ones who predicted the most. They are the ones who followed a disciplined system and let it run. Pick the strategy that fits your capital and your risk tolerance. Then let the signal do its job.
