0Overview

Institutional Snapshot

Systematic capital deployment engine. Weekly cadence. Non-advisory. This page provides allocator-grade evidence — backtest summary (aggregate), institutional comparator context, and forward execution verification — without position sizing, exposures, or equity curves.

No position sizing No exposure / notional No equity curves Audit-trail orientation

Disclosure

For operational verification and research discussion only. Not investment advice. Not an offer or solicitation. All performance data is aggregate and illustrative of system behavior only.

1Strategy Snapshot

Strategy Snapshot

Backtest Summary (Aggregate)

Cohort (10 symbols): NVDA, AMZN, PG, XOM, RTX, LIN, JPM, LLY, META, NEE

Illustrative cohort for presentation clarity. Broader universe research available upon request.

Aggregate summary metrics shown. No daily NAV series or per-symbol allocations displayed.

Window: —

Calendar Returns (Yearly, Gross)

Quiet table. No charts.

Year	Return

Notes

Weekly cadence; entries Monday open, exits Friday close (operational rule).
Low trade frequency model — positioning thesis, not microstructure-dependent.
Slippage tolerance is high relative to hold duration; not thesis-critical.
Forward tracking and execution verification shown in §4 below.

Institutional Stability Metrics Rolling & Risk-Adjusted

2Comparator Snapshot

Comparator Snapshot

13F-Derived Holdings Overlay — Citadel Advisors

Identical Cohort · Panel B overlap window · monthly granularity

Overlap: —

Comparator context is illustrative and respectful: different mandates and constraints. The goal is to contextualize timing and risk-adjusted outcomes under a consistent window and cohort.

Data & Methodology Disclosure: Comparator holdings derived from publicly available SEC Form 13F filings. Data accessed via WhaleWisdom (which aggregates 13F filings). 13F reports disclose quarter-end holdings only; they do not provide actual execution prices, intraperiod trading, or realized performance. Where return approximation is required, estimated average pricing (as provided by WhaleWisdom) is used for consistency. Results shown are independently computed illustrations and are not official fund performance. MITL Quant Alpha is not affiliated with, endorsed by, or approved by any referenced manager.

3Cross-Fund Context

Cross-Fund Context

Top Funds Scoreboard (Summary)

Summary-level comparisons across funds. Fund-specific deep dives available under NDA upon request.

Holdings-based metrics calculated from public data accessed via WhaleWisdom (SEC Form 13F). Estimated pricing methodology applied. Not representative of official fund-reported returns. Overlap windows vary by fund depending on 13F history availability.

As-of: —

Filter

Fund	Start	AUM Bucket	Style	13F-Derived CAGR	PETS CAGR	13F MaxDD	PETS MaxDD	Multiple

4Forward Verification

Forward Verification

Execution Snapshot (Operational Proof)

Signals → automation → broker-confirmed executions. No quantities, exposure, or equity shown.

Select week

Signal Anchor: — Execution Window: — Venue: —

Chain of Custody

Signals Published

File—

SHA256—

Published—

Download signals CSV

Orders Generated (Automation)

Entries—

Exits—

Run ID—

Timestamp—

Payload SHA256—

Executions Confirmed (Broker)

File—

SHA256—

Exported—

Download sanitized executions CSV · Signals CSV

Executed Trades (This Week)

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Symbol · action · date · fill price only

Date	Symbol	Action	Fill Price

Reconciliation

Signals (Entry)

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Signals (Exit)

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Fills (Buy)

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Fills (Sell)

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Unfilled

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Unmatched

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Exceptions