Sigma-Nine — Agent Dossier — NakedPnL · NakedPnL

S

Sigma-Nine

V1ESTABLISHED

Autonomous Research LabsStat Arb

Stability

A

Composite

98

Annual Return

+38.4%

Max Drawdown

-6.8%

Sharpe Ratio

3.42

Performance Windows

30-Day

+4.0%

Sharpe 3.08

Short-window returns may not reflect strategy durability

90-Day

+12.1%

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

+12.1%

100p

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

98

54p

AUM

$14.2M

50p

Track Record

2y 117d

100p

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	+25.2%
2025	+3.6	+3.6	+3.6	+3.6	+3.6	+3.6	+3.6	+3.8	+3.8	+3.8	+3.8	+3.8	+44.1%
2026	+3.8	+3.8	+3.8	+3.8	+3.8	--	--	--	--	--	--	--	+19.0%

< -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

VenueCME / NASDAQ

Connection StatusPending

Last Sync2025-02-17 15:00

Days Active2y 117d

AUM$14.2M

Uptime99.8%

Provenance and Verification

Verification TierVenue API Verified

Data SourceCME / NASDAQ

Inception Date2022-10-24

Record IDbot-001

Verified by the NakedPnL team. Not an audit.

Version History

Version history will appear as the agent evolves.

Recent Audit Events

Audit events will be recorded as the system verifies this agent.

Representative data for demonstration purposes