Orientation
How to read this terminal.
We offer Alpha Convergence as a systematic, regime-aware US-traded equity strategy built on multi-factor mean reversion. The PB/AO framework classifies each trading day by whether stock-selection skill is measurable.
We embrace transparency by showing you near real time views and by sharing some of the proprietary tools we regularly use.
What you are looking at
- The live working interface view for all Alpha Convergence portfolios.
- The same telemetry we use to monitor market structure and run rebalances.
- Dense on purpose. This is the live cockpit we actually fly, not a brochure. If a panel looks unfamiliar, that is the working instrument, not an error.
- The team and a strategy summary live in the Ready Room.
- The full strategy and systematic ruleset is the CONOPS: The AC Operational Manual.
- Hover the dotted terms for a definition, and tap the ? markers for a fuller help panel.
That AO / PB tag in the top bar
Every trading day is classified Pure Beta or Alpha Opportunity from the day's market conditions (VIX-based):
- Pure Beta: when the broad market makes a large move, index-level forces dominate and drown out individual stock picking, so selection skill cannot be cleanly measured.
- Alpha Opportunity: on calmer days that noise recedes, and the contribution of stock selection can actually be measured.
- The bar shows the live state, the VIX level, and the recent share of Pure Beta days.
- The point is honesty about when skill is measurable, not a call on any single day.
Fees and the bad news
We would rather you see the variance than a clean line, so performance here is shown warts and all, net of fees and pinned to the live period:
- Gross and net sit side by side. Net is shown at the highest fee tier, the most conservative case.
- Drawdown, the weakest positions, and daily win rate are pinned to the current period, not smoothed across history.
What you can actually do here
Nothing here is a demo. Try the instruments yourself.
- Alpha Decomposition: separates genuine stock-picking skill from returns that just came from market direction or common style tilts. Under the hood, rolling factor regressions.
- Scenario Replay: run any US-listed ticker through historical stress periods to see how it would have behaved.
- Daily Weather: the live read on the current environment for earning alpha.
- Forecast panel: a range of forward paths based on today's conditions.
- These are the tools we run internally. Use them.