Key Features
PULSE integrates into your investment workflow, delivering data-driven insights for precise timing and control across market conditions.
Seamless API Integration
Plug PULSE into your risk management systems for real-time, cycle-agnostic decision support.
Risk-Adjusted Returns
Balances upside with drawdown containment for superior performance across market cycles.
Signal Generation Engine
Regression-based trading signals deliver superior alpha, beating traditional buy-and-hold.
Latest Report
Performance of our two strategies when compared to the traditional ‘buy-and-hold’ approach of the S&P500, evaluated after accounting for all transaction costs and fees:
Benchmark (S&P500)
Return (%): 23.74
Worst Drawdown (%): 16.37
Variance (%): 3.13
SD (%): 17.68
Skewness: 0.89
Kurtosis: 19.64
Sharpe Ratio: 1.14
Sortino Ratio: 1.49
Strategy
Return (%): 22.18
Worst Drawdown (%): 1.82
Variance (%): 0.19
SD (%): 4.35
Skewness: -0.72
Kurtosis: 15.70
Sharpe Ratio: 4.28
Sortino Ratio: 2.63
Beta: 0.06
Alpha: 0.21
Benchmark (S&P500)
Return (%): 28.44
Worst Drawdown (%): 5.27
Variance (%): 1.21
SD (%): 10.99
Skewness: -0.49
Kurtosis: 4.76
Sharpe Ratio: 2.27
Sortino Ratio: 3.07
Strategy
Return (%): 59.61
Worst Drawdown (%): 0.58
Variance (%): 0.35
SD (%): 5.87
Skewness: 1.71
Kurtosis: 5.46
Sharpe Ratio: 9.55
Sortino Ratio: 48.60
Beta: 0.26
Alpha: 0.55
> Strategy 1
Period: 2024-08 to 2025-12
Cycle: 512 days
Return basis: annualised
Consistent, risk-adjusted returns with low market correlation and minimal drawdowns. For long-term investors preserving capital, seeking disciplined growth and stability.
> Strategy 2
From: 2025-06 to: 2026-01
Cycle: 207 days
Return basis: annualised
Strong, high-alpha returns with minimal drawdowns and limited market dependence. Designed for investors targeting aggressive growth with disciplined risk management.
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