PULSE
High-Alpha Signal Generation
PULSE is a high-frequency signal engine designed to capitalise on short-term structural inefficiencies through systematic, regime-aware execution. Powered by the Bridgholds Adaptive Regime Model, it identifies emerging market regimes and deploys capital with precision - dynamically adjusting risk exposure as conditions evolve.
PULSE
Key Features
PULSE is built for capital efficiency and disciplined alpha generation within defined volatility constraints. Exposure is allocated only when structural regime and volatility conditions are in alignment - the framework consistently prioritises signal quality over trade frequency. As deterioration metrics emerge, the system withdraws decisively, preserving capital ahead of structural breakdown. The result is a return profile characterised by high risk-adjusted efficiency, a strongly positive profit factor and tightly controlled drawdowns - performance metrics are presented in full in the analysis section below.
3.23
sharpe
8.51
sortino
0.48
alpha
Asymmetric risk is priced - and it varies across states
Harvey & Siddique (2000) · Kraus & Litzenberger (1976) - Asset Pricing Theory
Architecture
Cross-Horizon Coherence
Adaptive regime model identifying structural market states across multiple timeframes, conditioning signal generation on cross-horizon alignment
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Term-Structure Slope Filtering
Entry restricted to periods where slope and curvature of the volatility term structure are structurally supportive of risk-adjusted deployment
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Composite Fragility Scoring
Additive deterioration index aggregated across structural decay and exhaustion stretch, quantifying regime fragility continuously in real time
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Vol Acceleration Detection
Rate-of-change monitoring on volatility acceleration triggers deterministic withdrawal upon breach of pre-calibrated fracture thresholds
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Integrity-Gated Admission
Entry conditioned on posterior regime integrity scores, suppressing low-confidence signals to preserve capital efficiency and trade population quality
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Regime-Fatigue Calibration
Exit thresholds adjusted dynamically as a function of regime persistence, optimising hold duration without discretionary intervention
Request Access
PULSE is provided as a SaaS-based signal delivery service for institutional and professional participants. Contact our quantitative team to discuss access protocols and technical integration.