Every strategy at Alpha Netra follows the same five-stage process. Nothing skips a step, and nothing is added on conviction alone.
Price, volume, and fundamental data are gathered systematically across the market universe each strategy tracks — no manual cherry-picking of what to look at.
Rule-based filters narrow the universe down to setups that match a strategy's defined criteria — momentum thresholds, technical structure, or fundamental quality, depending on the strategy.
Before any position is opened, position size, stop levels, and maximum portfolio exposure are calculated against predefined risk limits — not decided in the moment.
Individual setups are combined into a portfolio with attention to correlation and concentration, so a single sector or theme can't dominate outcomes.
Positions and the strategy rules themselves are reviewed on a fixed schedule — performance, drawdown, and rule adherence are tracked the same way, win or lose.
The process doesn't change because last month was good or bad. That consistency is the entire point — it's what lets us actually measure whether a strategy works, instead of just remembering the trades that felt good.
Every equity curve on our Strategies page is the output of this process, not a hypothetical. As live data accumulates, the same five steps continue to govern how positions are taken and measured.