Structural Alpha Quants: Performance Audit (2009–2024)

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Authors: Ryan Fields
Cited by: 0

Abstract

This specification introduces a law-driven framework for systematic trading built on over six thousand deterministic 'Quant Laws'. Unlike traditional probabilistic models, this engine converts market structure itself into tradeable order, requiring no retraining across regimes.Empirical Validation (2009–2024): * Positive net returns produced in every regime (bull, bear, and transition). * Outperformance of passive benchmarks in all negative or sideways markets (2015, 2018, 2022) Proven capacity scaling to $5B and $40B notional while maintaining structural integrity.Commercial & Legal Notice: All core methodologies are secured under the Auburn Patent Family. The provided specification defines the architectural tiers (Macro, Meso, Micro); however, the specific law constants, operational code, and 'Structural Alpha Engine' implementation are REDACTED and available only under commercial license. Contact for Licensing or Institutional Integration: UncleBroFields@proton.me

Fields of Study & Subjects

Financial Markets and Investment Strategies Stock Market Forecasting Methods Financial Analysis and Corporate Governance

Publication details

Journal / source
Figshare
Publication date
1 January 2026