Portfolio construction · Vector50 + Sigma7

2022-01-01 → 2026-06-30 · Sharpe annualized 365, rf=0 · dotted line = start of live trading (2025-08-01)

Vector500.50

Sigma70.50

Weight sum: 1.00 no leverage

Return

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CAGR

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Sharpe

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Sortino

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Max DD

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BTC beta

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Full period (2022-01 → 2026-06) · Return = cumulative

Backtest

2022-01-01 → 2025-07-31

Return

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CAGR

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Sharpe

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Sortino

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Max DD

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Live

2025-08-01 → 2026-06-30

Return

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CAGR

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Sharpe

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Sortino

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Max DD

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Rolling Sharpe / Sortino · moving window of the selected mix

Window

Rolling beta vs BTC · moving window of the selected mix

Portfolio beta vs BTC · guide lines at β=0 (neutral) and β=1 Window

Correlation between strategies (daily returns, full period)

	Vector50	Sigma7

Per-strategy metrics (static, full period)

Strategy	Sharpe	CAGR	Total return	Max DD