Capital, executed with intelligence.
SigmaX is the execution layer for serious allocators. Every decision is measured against a theoretical ideal, decomposed into cost drivers, and sealed into a verifiable audit record.
Applications reviewed by the principal. Typical response in 48 hours.
The difference between performance and performance you can trust.
Measured against ideal
Every fill is compared to its theoretical counterpart. You see both the return we made — and the return we could have made.
Cost, not just outcome
Execution cost, missed opportunity, market-timing cost, fees — itemized. No black box. No rounding.
Causally audited
Each trade carries a trace back to the signal, the gate, and the regime. Immutable. Cryptographically sealed.
Built for capital
Institutional-grade controls. Drawdown limits. Protection mode. Risk parameters you define, the system enforces.
Three stages. Fully instrumented.
Signal
Strategy identifies a directional opportunity with a confidence score and sizing recommendation.
Signals are versioned, backtested, and gated by regime classifiers before reaching the execution layer.
Execute
Orders are routed and filled. Latency, slippage, and fill quality are captured at the millisecond level.
Each fill emits a trace_id linking the decision, the market state, and the audit record.
Account
Realized PnL is decomposed against the theoretical ideal. You see exactly where every dollar went.
Leakage is attributed across execution cost, missed fills, market-timing cost, and fees.
We do not promise returns. We promise the most honest accounting of how returns are produced — so allocation decisions can be made on evidence, not narrative.
Every answer, one click away.
Live portfolio value. Realized and theoretical PnL. Execution quality against peer benchmarks. A tax view that reconciles to the lot. An audit drawer that pulls the full causal chain behind any trade.
- Portfolio curve with shadow overlay
- Itemized leakage breakdown
- Drawdown and recovery timelines
- Tax lot reconciliation (FIFO / HIFO / Spec-ID)
- Trade-level audit drawer
Aligned with performance. Transparent at every tier.
- Client portal access
- Monthly statements
- Tax lot tracking
- Standard audit trail
- Everything in Foundation
- Custom risk parameters
- Operator-mode visibility
- Quarterly principal call
Trust, engineered into every layer.
Every decision cryptographically sealed. Queryable by trace_id.
Hard drawdown stops. Position limits. Protection mode on regime shift.
Capital held at regulated prime broker. SigmaX never holds client funds.
Monthly statements. Annual attestation. Tax-ready.