ExtractAlpha Fact Sheet
Tactical Model
Short-term alpha for stock selection and trade timing.
The ExtractAlpha Tactical Model identifies short-term alpha opportunities by capturing persistent price patterns overlooked by traditional technical indicators. Designed for investment horizons of one to ten days, it helps investors improve trade timing and enhance stock selection.
Powered by a proprietary multi-factor framework, the model delivers consistent performance across market environments and global equity markets.
Short-Term Forecasting – Identifies tactical opportunities over 1-10 holding periods. Proprietary Technical Factors – Combines price action, liquidity, seasonality, and reversal effects to identify persistent return patterns.
Timing Overlay – Enhances existing systematic and discretionary investment strategies by improving entry and exit timing.
Global Coverage – Available across the US, EMEA, APAC, and Americas ex-US with region-specific model calibration.
Tactical Model - All Regions
Tactical Model - US | Sharpe: 2.68 | Ann: 37.6%
Tactical Model - Americas ex-US | Sharpe: 1.07 | Ann: 24.8%
Tactical Model - Europe | Sharpe: 2.40 | Ann: 22.3%
Tactical Model - Asia-Pacific | Sharpe: 1.79 | Ann: 22.8%
Applications - Designed for systematic and fundamental investment workflows, the Tactical Model helps investors refine position timing and capture short-term opportunities without changing their core investment process. Daily delivery enables seamless integration into existing investment strategies.
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