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Institutional Alpha

Alltime Shield IV

by Ordertune · part of Institutional Alpha

  • Momentum, short only (hedge)
  • Risk elevated

Alltime Shield IV is the most sensitive of the four Shield variants: a short-side hedge on stocks in a medium-term downtrend that reacts early when market uncertainty rises. It aims for frequent, small and fast down-moves in weak names. Short selling needs a margin account at Alpaca.

Universe
Nasdaq100
Holding period
about 3 trading days on average
Order types
market, limit

€479

Institutional Alpha bundle · 25 strategies · per month, net

Subscribe to Institutional Alpha

Orders go to your own Alpaca account. You set the position size and approve each order until you switch to automatic.

2 Jan 2026 to 3 Nov 2026 · 211 trading days

Strategy level

What to expect from the strategy as a whole, measured on the daily return series.

Return
+0.3%
compounded over the range
Volatility
10.2%
annualized
Max drawdown
−7.7%
peak to trough
Sharpe ratio
0.08
risk-free 0%, annualized
Sortino ratio
0.11
downside deviation only
MAR ratio
0.04
return ÷ max drawdown

Equity curve

Compounded from daily returns, net of costs, rebased to 0% at the start of the selected range.

BacktestLive since 3 Jan 2000

Drawdown

How far the value stood below its previous high on each day. Deep or long dips are what an investor has to sit through.

Monthly returns

Compounded from daily returns, net of costs. Year compounds the months shown; an empty cell lies outside the range. *Partial month.

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
20260.0%+5.6%0.0%0.0%0.0%−0.2%+0.6%+1.0%+0.7%−7.1%0.0%*no data+0.3%*

Trade level

Closed trades with an exit inside the range.

Win rate
53.1%
17 of 32 closed trades
Avg win
+6.1%
per winning trade
Avg loss
−6.7%
per losing trade
Profit factor
1.04
gross wins ÷ gross losses
Avg holding
4d
entry to exit, calendar days
Trades
32
closed in the range

Closed trades, last 90 days

SymbolEntryExitHeldReturn
NBISshort26 Oct 202629 Oct 20263d−12.49%
STXshort26 Oct 202629 Oct 20263d−8.70%
CRWVshort23 Oct 202628 Oct 20265d−10.25%
LRCXshort23 Oct 202628 Oct 20265d−7.74%
TERshort23 Oct 202628 Oct 20265d+1.20%
RKLBshort16 Oct 202621 Oct 20265d+4.17%
APPshort15 Oct 202620 Oct 20265d−2.91%
STXshort15 Oct 202620 Oct 20265d+3.46%
WDCshort15 Oct 202620 Oct 20265d−1.81%
AMATshort15 Sep 202618 Sep 20263d+1.90%
KLACshort15 Sep 202618 Sep 20263d+0.87%
WDCshort15 Sep 202618 Sep 20263d+0.64%

Daily return series 6 Jan 2000 to 3 Nov 2026, supplied by the provider. Data before 3 Jan 2000 is a backtest: simulated results are a hypothesis, not a promise. Past performance does not predict future returns. Your own results depend on your position sizes, fills and costs.

Alltime Shield IV · Institutional Alpha · Order Dynamics Markets