JANEWAY

Just A Neutral Engine With Autonomous Yield

Regime
normal
Signals Active
6/6
Trades Logged
0

Phase 0d · Paper trading

Every number on this page is from paper (simulated) trading. No real capital is deployed yet. Real money enters only after Phase 2 gate clears — 9+ months of paper evidence with at least 2 signals showing positive after-cost Sharpe, and a clean CPA tax audit on the paper transaction log.

Portfolio Performance (paper)

No trades yet. Performance charts populate automatically once the first signal fires a qualifying trade in paper-money mode (simulated trading with no real capital at risk yet).

All six signals are registered and active, but several have filters that restrict them to smaller companies and are correctly staying quiet today (the current universe of stocks is too large-cap for signals that prefer mid-cap names). Expanding that universe is the next planned step.

Key Metrics

Sharpe (since inception)

Populates once ≥ 50 closed trades. Target: > 1.0 after costs and taxes.

Max Drawdown

Deepest peak-to-trough decline observed since inception. Published honestly.

Annualized Return

Time-weighted return annualized from launch. Compared with SPY and Russell 2000.

Hit Rate

Percent of closed trades profitable. Most strategies show 50–55%; the edge comes from asymmetry.

Alpha vs SPY

Return above passive indexing after the same costs and taxes. The research question.

Trades / Month

Average frequency across all active signals. Some are monthly; some fire rarely.

Per-Signal Attribution

Signal-level attribution appears here once trades accumulate. See the Signal Book for each signal's current status and mechanism.