Systematic Alpha Through
Multi-Asset Derivatives

Transparent, timestamped, and cryptographically verified portfolio management. Every trade tracked in real time with immutable proof of execution.

PORTFOLIO LIVE — TRACKING SINCE APR 2026
Total Return
+12.4%
Sharpe Ratio
1.87
Max Drawdown
-3.2%
Win Rate
68%

Equity Curve

NAV indexed to 100

Trade Log

All timestamps UTC
Date/Time (UTC) Asset Type Structure Direction Entry Price P&L % Status
2026-04-13 14:32:08 SPY Option Put Spread 520/510 May 16 Long $3.42 +18.7% OPEN
2026-04-12 15:45:22 AAPL Equity — Long $198.50 +2.3% OPEN
2026-04-11 13:10:45 VIX Future VX May 2026 Short $18.30 +8.4% OPEN
2026-04-10 16:02:11 GLD ETP — Long $221.80 +3.1% CLOSED
2026-04-09 14:55:33 TSLA Option Call 260 Apr 25 Long $5.10 -22.5% CLOSED
2026-04-08 15:30:00 QQQ Option Iron Condor 440/450/470/480 May Short $2.85 +34.0% CLOSED

Methodology

Sigma Eight Strategies employs a systematic, multi-asset approach that dynamically allocates across equities, futures, options, and exchange-traded products. The core thesis centres on identifying mispriced volatility across asset classes and constructing positions that capture convexity while managing tail risk.

Our framework combines quantitative screening with discretionary overlay, focusing on structural dislocations in the options market — skew anomalies, term structure inversions, and cross-asset volatility divergences. Position sizing follows a strict risk-budget model: no single trade exceeds 5% of portfolio risk, and gross exposure is actively managed to maintain a stable risk profile.

Every trade is captured with real-time market prices from Interactive Brokers, logged with UTC timestamps, committed to a public GitHub repository, and weekly snapshots are notarised on the Bitcoin blockchain via OpenTimestamps. This creates a fully transparent, cryptographically verifiable track record that cannot be altered retroactively.

Verification

Trustless proof

GitHub Commits

Every trade entry generates a public commit with cryptographic hash. Full history browsable and auditable by anyone.

OpenTimestamps

Weekly portfolio snapshots are notarised on the Bitcoin blockchain, providing immutable proof of existence at a specific point in time.

Real-Time Prices

All entry and exit prices are captured directly from Interactive Brokers' live feed at the moment of trade submission — no self-reported pricing.