AKAnomics Inc. Point in Time Systematic Returns Analysis

A sector-neutral strategy backtested entirely from AKAnomics point-in-time (live) estimates of the 100+ companies it tracks, shows a Sharpe Ratio of 2.1, excluding trading costs. Additionally, a broad range of different choices for building the portfolio yields a Sharpe Ratio in the range of 1 to 2. These strong return patterns, coupled with the absence of “alternative data” for the Industrials names, and low correlation with well-known quantitative and qualitative factors, makes AKAnomics signals a compelling proposition for hedge funds.