babeshkin.

How it's built.

A single strategy can generate alpha — but it can't protect you from a crash. This page shows how three distinct components combine to deliver strong returns while keeping drawdowns at institutional levels. The concept is transparent. The implementation is proprietary.

Alpha Engine
31.8%
annual · −49.5% DD
+
Decorrelation
10.5%
annual · 0.02 corr
+
Smart Hedge
7.9%
annual · −0.44 corr
=
Combined Strategy
22.2%
annual · −12.3% DD

All Components — One Chart (log scale)

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Alpha Engine
Decorrelation
Smart Hedge
Combined Result
S&P 500

The Three Components

α
Alpha Engine
Quantitative stock selection in the small-cap universe. The primary source of returns. Selects undervalued companies using proprietary multi-factor model. High returns — but exposed to market crashes without protection.
31.8%
Annual Return
−49.5%
Max Drawdown
1.39
Sharpe
0.75
Corr SPY
Decorrelation Layer
Systematically selects assets with the lowest correlation to equities. Provides portfolio-level diversification that goes beyond traditional sector allocation. Smooths the equity curve in all market regimes.
10.5%
Annual Return
−19.6%
Max Drawdown
0.92
Sharpe
0.02
Corr SPY
Smart Hedge
Activates protective positions when the proprietary Risk Meter signals elevated danger. Stays in cash during calm periods. Negative correlation to equities means it gains when markets fall — exactly when you need it most.
7.9%
Annual Return
−58.8%
Max Drawdown
0.48
Sharpe
−0.44
Corr SPY

The Combination Effect

Max Drawdown

How deep each component falls vs the combined strategy
Alpha Engine
−49.5%
S&P 500
−55.2%
Smart Hedge
−19.6%
Decorrelation
−58.8%
Combined
−12.3%

What Each Component Does

Every component has a specific job in the portfolio
ComponentPrimary RoleKey Property
Alpha EngineGenerate excess returns+31.8% annual
DecorrelationReduce portfolio correlation0.02 corr to SPY
Smart HedgeProtect during crashes−0.44 corr to SPY
CombinedAll of the above22.2% · −12.3% DD · 1.94 Sharpe
The key insight
The Alpha Engine alone returns 31.8% per year — but with a gut-wrenching −49.5% max drawdown. Most investors would abandon it after losing half their portfolio. By adding two components that behave differently during crises (one with near-zero correlation, one with negative correlation), the combined strategy keeps 71% of the raw alpha while cutting the drawdown by 75%. The result: 22.2% annual returns that are actually investable for real capital.