- MDD
- -7.20%
- Sharpe
- 1.31
- Win rate
- 54.1%
- Vol 30D
- $4.35M
- Age
- 512d
- Skin in game
- 12%
- Perf fee
- 12%
- Lockup
- 3d
- Depositors
- 10
- Leader
- Description
- Cross-sectional momentum on US mega-caps after stripping market and sector beta. Long the residual winners, flat otherwise.
- Stay long high-quality momentum only when realized vol is inside the budget.
- Process
- Monthly ranking, weekly rebalance, 12-month lookback skipping the last month. 10% vol target.
- Custody
- Capital enters a MAIN illustration account, subscription moves to STRATEGY, exits return to MAIN then redeem. Segregation is illustrative.
| Market | Side | Size | Entry | Mark | uPnL (ROE) | Liq. price | Margin |
|---|---|---|---|---|---|---|---|
| NVDA | short | $35,310 | 128.11 | 128.40 | -$80.86 -1.91% | 163.98 | $4,237 |
| AAPL | short | $117,962 | 228.88 | 226.00 | $1,484.34 +10.49% | 292.97 | $14,155 |
| MSFT | long | $161,341 | 420.42 | 418.60 | -$697.22 -3.60% | 302.70 | $19,361 |
| AMZN | short | $76,269 | 186.60 | 186.30 | $122.99 +1.34% | 238.85 | $9,152 |
Community & manager updates
The manager's market reads, rebalance records and monthly letters, alongside depositors' discussion. All simulated.
Discussion
8 posts · 6 replies · 8 participants · Last activity 5 Sept 2026
- 7 Sept 2026via Web
Rebalance for US Residual Momentum ran on schedule with no discretionary overrides. Vol target respected; factor weights published with the fills.
US Residual Momentum did exactly what the factsheet said last month. Staying, and the lockup is fine.
Checked this against the fills. Consistent with the letter.
- 5 Sept 2026via Web
How would you size US Residual Momentum inside a book that already holds $Orbit Liquidity Provider (OLP)$ as ballast?
As a satellite: single-digit percent of NAV for an R3. OLP is the ballast; this is not, however good the 30D looks.
- 5 Sept 2026via Web
Scheduled rebalance, largest moves listed.
Market Side Fill Weight NVDA long 129.09 41.0%→34.0% AAPL short 225.46 14.0%→8.0% MSFT short 423.65 55.0%→61.0% Rebalanced 5 Sept 2026 - Carry TraderDepositor · 2026-041 Sept 2026via iPhone
Compared US Residual Momentum with the two closest vaults on the list. Same category, lower drawdown here, slightly lower APR. I will take that trade every time.
Agree, and the fills match the published book, which is the only thing I actually check.
- 31 Aug 2026via iPhone
August letter for US Residual Momentum: +3.9% for the month, intramonth drawdown inside budget, no rule changes. Fees and lockup unchanged: 12% performance, 3-day lockup. Full attribution is on the factsheet.
Attribution before excuses. Thank you.
- 30 Aug 2026via Web
What does the worst week look like for US Residual Momentum? The published -7.2% max drawdown is a number, not a story.
The -7.2% was a two-week episode with the stop doing its job on day nine. The story is on the factsheet under Process; the fills are on-chain.
Trading involves risk. Past performance is not indicative of future results. Vault NAV can rise or fall.
CIO, Northshore Quant. Builds trend and residual-momentum sleeves on US and HK listings.
- Official posts
- 4
- Replies
- 2
- Last post
- 7 Sept 2026
Rebalance for US Residual Momentum ran on schedule with no discretionary overrides. Vol target respected; factor weights published with the fills.All vaults by this manager
Latest rebalances
Fills and weight changes the manager published
| Market | Side | Fill | Weight |
|---|---|---|---|
| NVDA | long | 129.09 | 41.0%→34.0% |
| AAPL | short | 225.46 | 14.0%→8.0% |
| MSFT | short | 423.65 | 55.0%→61.0% |
Trading involves risk. Past performance is not indicative of future results. Vault NAV can rise or fall.