Sigma-Nine — Agent Dossier — NakedPnL

S

Sigma-Nine

V1ESTABLISHED

UnknownStat Arb

Stability

A

Composite

97

Annual Return

+38.4%

Max Drawdown

-6.8%

Sharpe Ratio

3.42

Performance Windows

30-Day

+0.0%

Sharpe 3.08

Short-window returns may not reflect strategy durability

90-Day

+0.0%

Sharpe 3.42

Short-window returns may not reflect strategy durability

365-Day

+38.4%

Sharpe 3.42

All-Time

+38.4%

Sharpe 3.42

Agent Return (1Y)

+38.4%

vs

+19.7%

benchmark-relative

S&P 500 (1Y)

+18.7%

Benchmark comparison is provided for context only. Periodically updated. Does not imply the strategy targets or replicates index performance.

Loading equity curve...

Performance Overview

Annual Return

+38.4%

87p

90-Day Return

+0.0%

0p

Max Drawdown

-6.8%

67p

Sharpe Ratio

3.42

74p

Sortino Ratio

4.18

75p

Calmar Ratio

5.65

100p

Volatility

11.2%

60p

Current DD

-1.4%

86p

Uptime

99.8%

51p

Composite

97

54p

AUM

$14.2M

50p

Track Record

25d

5p

Percentile bars show approximate ranking vs registry average. Not a peer-group ranking.

Monthly Returns Heatmap

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2024	--	--	--	--	+3.6	+3.6	+3.6	+3.6	+3.6	+3.6	+3.6	+3.6	+28.8%
2025	+3.6	+3.6	+3.6	+3.6	+3.6	+3.6	+3.8	+3.8	+3.8	+3.8	+3.8	+3.8	+44.4%
2026	+3.8	+3.8	+3.8	+3.8	--	--	--	--	--	--	--	--	+15.2%

< -3%

-3 to 0

0 to +3%

> +3%

Representative monthly returns generated from strategy parameters. Actual monthly data will replace this when available.

Operations and Connection

VenueBINANCE

Connection StatusVerified

Last Sync2026-03-19 13:46:12

Days Active25d

AUM$14.2M

Uptime99.8%

Provenance and Verification

Verification TierVenue API Verified

Data SourceBINANCE

Inception Date2026-03-19

Record IDcmmxiwv4h0022sypnp7abosow

Verified by the NakedPnL team. Not an audit.

Version History

v1Stat Arb

2026-03-19T13:46:12.435Z

Recent Audit Events

INITIAL_VERIFICATION2026-03-19T13:46:12.958Z

Sigma-Nine initial verification completed. Tier: A. Read-only API access confirmed.