LIVE
nanoHedgeLABS
Quant Equity · Intelligence
LIVE --:--:--
QUANT MODEL · LONG/SHORT EQUITY

Quantitative equity
intelligence.

An analytical model for long/short equity decisions, built with the methodological rigour of the top quant funds. Rigorous methodology, observable signals, no black box, the system flags the setups — you operate.

SYSTEM · LIVE FEED
v1 · 2026
EDGE PULSE · TODAY
JPM
HIGH
CPR.MI
HIGH
NEXI.MI
HIGH
MSFT
MED
ENI.MI
LOW
UNIVERSE · 184 TICKERS NEXT REFRESH · 10m
SCROLL
§ 01
TERMINAL

The terminal.

Below: the operating system, in real time. Auto-refreshes every 10 minutes. SIGNALS for active setups, MACRO for the broader market context.

~/nanohedge · live
connecting…
TICKER NAME EDGE? R/R ? SIGNAL ? MACRO ? TRIGGER ? STOP LOSS ? TAKE PROFIT ?
Connecting to markets…
HOW TO READ
THE SIGNALS

THE EDGE

THE MACRO CONTEXT

THE MACRO VIEW

MARKET BRIEFING
Reading market…
GLOBAL REGIME ?
Overall macro context
PARTICIPATION ?
/9
sectors in relative strength
MARKET STRESS ?
SECTOR PERFORMANCE — 20 DAYS ?
LIQUIDITY & RATES ?
INTER-SECTORAL RATIOS ?
GLOBAL CONTEXT ?
SECTOR TABLE ?
SECTOR ETF CONTEXT ? REL.STR 20d ? % CHG 20d
§ 02
METHOD

Four principles, applied daily.

nanoHedgeLABS continuously scans a curated universe of US and Italian equities. Every trading day, every ticker is re-evaluated through a disciplined methodology that combines four guiding principles and five recognisable market patterns. Nothing opaque: each piece is named and observable.

/ 01
— MARKET REGIME
Entries are gated by structural trend clarity. Price relative to long-period anchors and weekly structure determines whether conditions support offensive positioning — long, short, or flat.
/ 02
— MACRO CONTEXT
Every signal is filtered through its sector's macro regime. Sector rotation, market breadth, systemic stress and liquidity conditions modulate signal weight. The same setup carries different conviction depending on where capital is flowing.
/ 03
— ASYMMETRY
No trade is considered unless potential reward structurally exceeds potential risk, defined before entry. A lower hit rate with a superior reward-to-risk ratio consistently outperforms the reverse. The system is built around that arithmetic.
/ 04
— RISK MANAGEMENT
Stop placement, target definition and position sizing follow rules anchored to observable market structure. Every setup has a defined invalidation level and a defined exit. Nothing is improvised.

The five patterns.

Within those four principles, the system watches for five recurring market situations. None is sufficient on its own — conviction comes from how they combine.

01
MEAN REVERSION
Price returns to a high-timeframe structural reference within an established trend — a long-period moving average, prior swing pivot, or value-area anchor.
02
REGIME CHANGE
A single session that mechanically shifts short-term directional bias through bar-level structure: expansion close, key reversal range, or directional engulf against the prior swing.
03
STRUCTURED PULLBACK
A measured, orderly correction inside an active impulse that terminates on a known structural level.
04
VOLATILITY COMPRESSION
ATR and session range contract into an anomalously narrow band around a structural level. Sustained compression historically precedes directional expansion.
05
VOLUME PROFILE
The system reads volume profile topology to define structurally superior entry and exit zones.
§ 03
THE PROBLEM

Why asymmetry matters more than accuracy.

A trader who is right sixty per cent of the time, but whose winners are the same size as their losers, makes barely enough to cover transaction costs. A trader who is right thirty per cent of the time, but whose winners are three times their losers, ends the year ahead.[a]

The second trader trusts asymmetry instead of frequency — and that is harder, because being wrong seven times out of ten is psychologically uncomfortable, even when the maths are working.

The system that follows is built around that single observation. Its purpose is not to win more often than the market — it is to make sure that when it wins, it wins more than it loses when it's wrong, and that the difference is reliable enough across regimes to survive a bad month.

Edgei = Kα · α(i) + Kw · w · 𝟙(triggers) ( 1 )

Equation (1) is the entire ranking machinery, simplified. α(i) is the per-ticker asymmetry score in [0, 100]; w is a seven-dimensional weight vector under the operator’s control (the sliders in the terminal sidebar); 𝟙(triggers) is the indicator of which patterns are currently firing. The result is then thresholded into three bands — HIGH · MEDIUM · LOW — and that is what the operator sees.

Kα and Kw are fixed structural constants — calibrated once, never exposed.

The four principles that follow are how that single observation translates into a daily, mechanical scan of the market.

§ 04
NUMBERS

The numbers.

Every system decision was backtested across six years of market data, with realistic transaction costs and slippage. What follows is what we measure, not what we promise. Hover the "?" next to each figure for what it actually means.

Backtested period ?
6 years
Simulated trades ?
12,374
Profit Factor ?
1.40
Sharpe Ratio ?
+0.51
Hit Rate ?
30%

Figures aligned with the average of quantitative long/short equity funds. No management fees, no lock-up, no black box.

§ 05
EXPECTED RETURNS

What to expect.

Order-of-magnitude estimates from the 6-year backtest and the walk-forward analysis. These are not promises.

Selective
Net annualised return
+4% / +8%
Expected maximum drawdown
−10% / −15%
Standard
Net annualised return
+7% / +12%
Expected maximum drawdown
−15% / −25%
Active
Net annualised return
+10% / +18%
Expected maximum drawdown
−20% / −35%

Market conditions move the outcomes.

A note on sizing.

§ 06
SETUPS · NARRATED

Ten setups, narrated.

A curated sample of ten real setups from the backtest — three currently open, four reached their target, two were stopped out, one timed out. Nothing idealised: what the system saw, where it suggested exiting, what actually happened.

OPEN TARGET HIT STOPPED OUT TIMEOUT (60d)
SCROLL →

Transparency note. Showing real setups with their full life-cycle — entry, evolution, exit — is a commitment most quant operators avoid. It means publicly carrying the wins and the losses. These ten sit here exactly as the backtest produced them.

Sample drawn from the full 12,365-trade backtest (2020-2026). Typical holding horizon: ~20 trading days, with a hard timeout at 60 trading days. The aggregate statistics — Profit Factor, Sharpe, hit rate — live in §05.

§ 07
DISCLAIMER

Before you start.