Capital Efficiency Tracker

Quality Score

WR x Avg Win / |Avg Loss|

Capital Efficiency

Total PnL / Risk Deployed

Trade Count (30d)

vs. prior period

Regime Compliance

trades respecting regime gate

Avg Trade Duration

hours avg hold

Active Algorithms

with trades in last 7d

◆ The Thesis: Capital Efficiency Over Alpha

"You don't have an alpha problem. You have a capital efficiency + portfolio construction problem. Your 70.5% signal win rate rivals Renaissance Technologies. The path to beating the market isn't more algorithms — it's fewer trades, higher quality, smarter sizing, and hard regime discipline."

This insight emerged from a 4-article deep audit of the live trading system:

Article 1

The Signal Quality Audit

Revealed 70.5% raw signal accuracy across 20 algorithms — comparable to top-tier quant funds. The alpha is real.

Article 2

Capital Deployment Analysis

Showed capital being spread across too many simultaneous positions, diluting the edge of high-conviction setups.

Article 3

Regime Compliance Deep Dive

Trades taken against regime signals had dramatically lower win rates. Regime gating alone could boost PnL 20-40%.

Article 4

Portfolio Construction Roadmap

Prescribed fewer trades, higher conviction thresholds, algorithm orthogonality scoring, and position sizing reform.

■ Algorithm Efficiency Scorecard

Sorted by Quality Score. Green = efficient, Yellow = review, Red = wasteful.

Algorithm	Trades (30d)	Win Rate	Avg PnL %	Quality Score	Capital Efficiency	Best Trade	Worst Trade	Status
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◆ Regime Compliance Breakdown

How trades perform when they respect vs ignore the regime gate.

With Regime

-- win rate

Against Regime

-- win rate

No Regime Data

-- win rate

◆ The Thesis: Capital Efficiency Over Alpha

■ Algorithm Efficiency Scorecard

Trade Quality Over Time (7-Day Rolling)

Algorithm Orthogonality (Independence Score)

◆ Regime Compliance Breakdown

■ Current Regime Status