QENTARI Alpha
Our first flagship stock model, running live. A rules-based, statistical equity strategy that uses Bollinger Band mean reversion and regression analysis across 1,900+ US names — with disciplined position sizing, beta hedging, and risk-controlled execution.
QENTARI Alpha | Rules-Based Statistical Equity Strategy
Performance vsS&P 500 & Nasdaq
February 2020 – February 2026 · Hypothetical growth of $100
Backtest period as shown; benchmark SPY. Simulated results; no representation that any account will achieve similar performance.
StrategyPerformance
Hypothetical performance; past results do not guarantee future returns.
Total Return
654%
CAGR
39.74%
Sharpe Ratio
1.81
Max Drawdown
-13.16%
Sortino
2.74
Calmar
3.02
Volatility
17.4%
Win Rate (Years)
100%
Best Year
94.09%
Worst Year
6.28%
Strategy vsBenchmark
| Metric | QENTARI Alpha | S&P 500 (SPY) | Nasdaq (QQQ) |
|---|---|---|---|
| Total Return | 654% | 131% | +189.3% |
| CAGR | 39.74% | 14.9% | 18.91% |
| Sharpe Ratio | 1.81 | 0.6 | 0.67 |
| Max Drawdown | -13.16% | -33.68% | -35.12% |
| Correlation to SPY | 1.99% | 100% | 93.60% |
| Alpha (vs SPY) | 0.35 | 0 | 0.03 |
Rolling Returns
MTD
-1.77%
3M
15.21%
6M
32.26%
YTD
9.18%
1Y
58.88%
3Y (ann.)
66.94%
5Y (ann.)
38.73%
Risk Metrics
Daily VaR
-1.48%
Expected Shortfall
-2.14%
Avg. Drawdown
-2.46%
Longest DD (days)
154
Recovery Factor
16.05
Serenity Index
5.88
Common Questions
What is QENTARI Alpha?
QENTARI Alpha is our first flagship stock model — a rules-based, statistical equity strategy. It runs live and generates daily buy and sell signals based on Bollinger Band mean reversion across 1,900+ US stocks.
Is QENTARI Alpha investment advice?
No. QENTARI Alpha and all content on this site is for informational purposes only. It is not investment advice, not an offer to sell, and not a solicitation to buy any security. Trading involves risk. Always do your own research.
How does QENTARI Alpha generate signals?
QENTARI Alpha uses Bollinger Band mean-reversion analysis combined with regression modeling. It scans 1,900+ US stocks daily, flagging names near their lower band (buy / discount) or upper band (sell / premium), with a confidence score for each signal.
What is the difference between discount (buy) and premium (sell) signals?
A discount signal means a stock is trading below its typical range — near the lower Bollinger Band — suggesting potential upward mean reversion. A premium signal means a stock is trading above its typical range — near the upper band — suggesting potential downward mean reversion.
How can I access QENTARI Alpha signals?
The Research page shows our latest signals for free. For fund signals access or investment inquiries, contact us at info@qentari.com.
Important notice
Backtested performance is hypothetical and does not represent actual trading or live results. Results are based on a simulated strategy applied to historical data and may not be achievable in live markets.
Past performance is not indicative of future results. Returns and risk metrics may vary. Investing involves risk, including loss of principal.
This material is for informational purposes only and does not constitute investment advice, a recommendation, or an offer or solicitation to buy or sell any security or product.
Interested in FundSignals?
Contact us to learn about access to QENTARI Alpha signals or investment options.
Not investment advice. Not an offer or solicitation to buy or sell any security. For informational and eligibility inquiries only.
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