Sleeves
Each sleeve is a deployed configuration of a signal, showing how parameters such as slot count and risk per slot affect performance.
A sleeve runs one signal in a live account under one configuration. Sleeves of the same signal read the same entries and exits; what differs is how many they can take and how much each one risks. Performance is reported as a percent of equity, unlike signals, which report performance in risk units.
Buys decisive strength early in a new uptrend, on daily bars, long only. Every decision at the daily close. Three sleeves run the same signal at different risk per slot, on the same venue with the same notional cap.
The baseline configuration for this signal.
Twice the Base risk per position; the notional limit binds on dense days, so it takes fewer signals.
Four times the Base risk per position, in a smaller book.
A signal decides what to buy and when. A sleeve acts on the signals for your portfolio. Running multiple slot sizing configurations lets an allocator decide how much capital sits on the exchange.
Coming Soon
Sleeves follow each signal once it is live.