Alpha Shield is a proprietary market signal algorithm that helps investors stay aligned with the market trend while protecting against major drawdowns.
Every trading day, just before the U.S. market closes, it delivers one clear signal on the S&P 500: “IN” or “OUT”.
Alpha Shield also uses 2 overlay models to assist you in position sizing and precise asset allocation using only 5 easily accessible ETFs:
SPY - QQQ - IEF - TLT - BIL
At its core, Alpha Shield measures market stress through the VIX futures curve — a key gauge of investor sentiment and volatility expectations.
By tracking the shape of the curve and how it changes over time, the algorithm detects subtle shifts that often precede market declines or rallies.
It combines multiple independent volatility and curve-slope metrics, scores them in real time, and issues a simple daily signal: stay invested (IN) or step aside (OUT).
This rules-based approach removes emotion, adapts to changing market conditions, and is recalibrated daily for precision.
The result? A systematic, data-driven model that turns complex volatility analytics into a clear, simple actionable decision — in time to protect capital and capture opportunities.
While reducing portfolio volatility by 40% and avoiding big drawdowns, Alpha Shield has historically outperformed the S&P 500 by 11.6% p.a. since 2008 (backtest) and since live trading (2019).
Since Inception (2019) Alpha Shield has returned 28.05% per annum with a 12.98% volatility and -12.16% maximum drawdown which includes the Covid Crash and 2022 bear market.
In comparison, over the same period the SPY returned 17.21% per annum return with 20.21% volatility and -33.72% maximum drawdown.
Annualized Return: 20.71%
Volatility: 10.98%
Downside Volatility: 5.46%
Maximum Drawdowns: -3.53%
Sharpe Ratio: 3.07
Sortino Ratio: 6.12
As of 15 August 2025
Annualized Return: 20.71%
Volatility: 10.98%
Downside Volatility: 5.46%
Maximum Drawdowns: -3.53%
Sharpe Ratio: 3.07
Sortino Ratio: 6.12
As of 15 August 2025
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