Methodology. Past performance of the Alpha Trader engine — both sleeves run together: a daily intraday volatility-breakout sleeve and a weekly swing sleeve — on BTC, ETH, SOL over 8.7 years (3,378 combined trades). The headline return is compounded (CAGR) — live, each trade risks 1% of current equity. The equity curve, heatmap and per-pair tables are shown on a fixed 1% risk scale (1R = 1%) for readability, so those read as summed R. Costs use real Hyperliquid maker/taker fees calibrated to live fills (≈0.079R per trade) with the exchange's 10× notional cap. Trade exits are resolved on 5-minute candles with no same-candle look-ahead — a take-profit can never fill on the same candle as entry, the strictest (most conservative) assumption; stop-losses are always checked before take-profits. Win rate, profit factor and per-pair figures are net of fees. Monte Carlo bootstraps the realized monthly-return sequence over 50,000 paths; a 50%+ drawdown occurs in ~1% of paths and is disclosed as a real (if uncommon) outcome.

Disclaimer. Past performance does not guarantee future results. Figures are based on the strategy's historical signals at a fixed 1% risk per trade and may not reflect live execution slippage in all market conditions. This document is for informational purposes only and is not financial advice.