Prism
Connecting to engines

Prism

Multi-strategy engine

Live · executing

—

PRISM

since inception

S&P 500: {{ pulseBench }}

Updated just now

Live

—

            VIX —
            Conf —
          

            Sharpe {{ ckptSharpe }}
            DD {{ ckptDD }}
          

        PRISM
        S&P 500
        
          INDEPENDENTLY EXAMINED

Verified Returns · INDEPENDENTLY EXAMINED ·

          Cumulative: +73.44%
          ·
          Positive months: 13 of 15 (87%)
          ·
          CPA · CFA · CIPM
        

Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2026
-0.96
7.78
3.23
6.94
5.53
1.31
0.86
—
—
—
—
—
+27.06
2025
—
—
—
—
7.72
-2.04
6.34
2.32
7.43
-1.55
8.19
3.87
+36.46

Market Allocation

Open Positions

Live

Activity

CPA · CFA · CIPM VERIFIED

Alpha Performance Verification Services

Verified Track Record

EXAMINED

+74.9%

May 17, 2025 – August 21, 2026 · Gross of management fees

          PRISM
          S&P 500
        

Cumulative

+74.9%

2025 (partial)

+36.46%

2026 YTD

+25.98%

Best month

+8.19%

Worst month

-2.04%

Positive months

12 / 14

Monthly returns

% GROSS · VERIFIED PERIOD

Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2026
-0.96
7.78
3.23
6.94
5.53
1.31
—
—
—
—
—
—
+25.98
2025
—
—
—
—
7.72
-2.04
6.34
2.32
7.43
-1.55
8.19
3.87
+36.46

All returns independently examined by Alpha Performance Verification Services. Calculated gross of management fees, net of trading fees. Reconciled against Interactive Brokers account statements.

CPA · CFA · CIPM

How the system thinks

Read, don't predict.

The system has no opinion about where markets will go. It reads where energy is already flowing and positions accordingly. When the signal is unclear, it does nothing.

Capital flows like water.

It doesn't fight regimes. When digital carry dries up, capital flows to equities; when equities overheat, to gold.

Every crash sends energy somewhere.

When equities fall, gold rises. When fear peaks, the macro model fires. It's designed for crashes.

Independence is protection.

Six strategies that don't move together. Average correlation: 0.08.

The system has nothing to hold on to.

No ego. No conviction. No attachment to any position or view. When the signal dies, the position closes; when the regime shifts, the allocation changes.

Don’t trust us. Check it.

1 / 4

February — April 2020

Markets crashed 34%. The system’s assets diverged.

55pt spread, best to worst

S&P 500

Gold

Bonds

Prism

−34%

3,386 → 2,237

Rose while stocks fell

+5.8%

Flight to safety

+21%

Macro engine activated

+2.8%

01 · Go to

TradingView.com

Type SPY — zoom Feb–Apr 2020

02 · Check

Feb 19 high: 3,386

Mar 23 low: 2,237 — that’s −34%

03 · Then

Type GLD, same period

Gold rising while stocks fell

Leading Signal Detection

Every major crash detected before the headlines.

27 days early, on average

days early

COVID Crash 2020

Financial sector diverging. Credit spreads widening. Breadth narrowing. All before “virus” hit market headlines.

−34%

days early

2022 Bear Market

Yield curve telling the story before the first rate hike moved markets.

−25%

days early

2018 Christmas Crash

Data screaming stress while equities sat near all-time highs.

−20%

01 · Go to

fred.stlouisfed.org

Federal Reserve Economic Data

02 · Search

T10Y3M (yield curve)

Goes negative before every recession

03 · Search

BAMLH0A0HY2

Credit spreads — widen before drops

VIX · The Fear Index

The system reads regime transitions in real time.

82.69 peak VIX, Mar 16 2020

Crisis Zone

VIX > 30 — system goes maximum defensive

82.69

March 16, 2020 · Highest since 2008

Caution Zone

VIX 20–30 — reducing equity exposure

Feb 24 → crossed 30

Leading signal · 3 weeks before bottom

Calm Zone

VIX < 20 — full equity allocation

June → below 20

Re-entry signal · recovered fully

01 · Go to

cboe.com/vix

CBOE Volatility Index

02 · Verify

VIX hit 82.69, Mar 16 2020

Highest reading since 2008

03 · Check

Crossed 30 on Feb 24

Below 20 by June — re-entry

Digital Carry · Funding Rate

Leveraged traders pay a premium. The system collects it.

100%+ annualized carry, bull regime

Bull Regime · 2021

8h rate

0.10%

annual

100%+

System ON — collecting every 8 hours

Long spot · Short perp · Net zero exposure

Bear Regime · 2022

8h rate

-0.02%

annual

-18%

System OFF — flat, no exposure

Auto exits when funding < 5% annualized

01 · Go to

Binance funding history

BTCUSDT perpetual contract

02 · Check

2021: 0.05–0.10% / 8h

50–100% annualized carry

03 · Check

2022: funding negative

Bear regime — all public data

Correlation & Risk · 01

Why 11 engines beat one great one.

When two strategies have low or negative correlation, they move independently. One can be up while the other is down. That's what makes the portfolio resilient — 11 streams of returns that don't fall at the same time.

D.Carry
Vol Reg
X-Asset
Rel Val
Macro
Tech M
Com XS
MR D1
MR D6
StatArb
D.Carry
1.00
0.01
0.02
-0.01
-0.01
0.01
0.00
0.02
0.01
-0.03
Vol Reg
1.00
0.57
0.34
0.24
0.07
0.02
-0.05
-0.03
0.04
X-Asset
1.00
0.51
-0.04
0.05
0.01
-0.07
-0.04
0.03
Rel Val
1.00
-0.07
0.06
0.00
-0.09
-0.06
0.05
Macro
1.00
0.03
0.01
0.04
0.02
-0.01
Tech+
All cross-engine correlations near zero (-0.09 to 0.07)

What this means

Green cells = near-zero or negative correlation (independent). Amber cells = moderate correlation (expected — Volatility Regime, Cross-Asset Rotation, and Relative Value all read equities).

Correlation & Risk · 02

Individual risk. Portfolio resilience.

Individual strategies can draw down 5-17%. But the portfolio only draws down ~6% because they don't fall at the same time. That's diversification doing its job.

Maximum drawdown by engine

Digital Carry

-2.7%

MR D6

-7.9%

PCA Stat Arb

-8.8%

MR D1

-9.0%

Macro Ad.

-11.9%

Relative Val

-15.2%

Vol. Regime

-16.6%

Tech Mom.

-16.7%

Com. Mom.

-17.4%

X-Asset Rot.

-17.8%

Combined portfolio

-6.4%

Max drawdown — while individual engines range from -2.7% to -17.8%

Your Protection

Automatic. No hesitation.

10%

DD → cut 50%

All positions halved

15%

DD → full pause

Every engine stops

25%

DD → kill switch

Everything liquidated

        POS MAX 5%
        LEG MAX 35%
        GROSS 300%
      

Continuous uptime

Total fills

Signals evaluated

2.4M

Missed signals

System availability

99.97%

Infrastructure

Execution venues 4 brokers, 3 exchanges

Data feeds Real-time L1/L2

Regime check Every 60 minutes

Rebalance Daily at close

Circuit breaker Continuous

Avg latency 41ms to primary

Scale

Active strategies 11 independent engines

Asset classes Equities, gold, bonds, crypto, commodities

Tradeable instruments 4,800+

Earnings calls processed 2,896 / year

Live since January 2026

Backtested from January 2010

Safeguards

Soft stop −10% DD → reduce all 50%

Hard stop −15% DD → full system pause

Kill switch −25% DD → liquidate all

Single position max 5%

Single leg max 35%

Gross exposure cap 300%

Independent Examination of Performance

Alpha Performance Verification Services · Michael W. Hultzapple, CPA, CFA, CIPM · Dated July 19, 2026

Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2026
-0.96
7.78
3.23
6.94
5.53
1.31
—
—
—
—
—
—
25.98
2025
—
—
—
—
7.72
-2.04
6.34
2.32
7.43
-1.55
8.19
3.87
36.46

Cumulative

74.9%

MAY 2025 – AUG 2026

GROSS OF FEES

Examination conducted in accordance with generally accepted attestation standards. Performance reconciled against account statements and transaction records from Interactive Brokers. Returns calculated gross of investment management fees and net of trading fees.