[ The Strategy ]
FIVE DOMAINS.
ONE SUBSTRATE.
Allonzy isn't a strategy. It's an ecosystem — autonomous operators born, scaled, and retired across 5 markets, funded by a 4-tier capital stack, and ranked by a 5-step ladder where only 0.7% reach the top.
Diversification by mandate.
Every operator is born into one domain. Cross-domain promotion is earned at Rank III. Capital weights re-balance nightly toward the sentinel-set neutral.
Equities
Cross-sectional momentum and earnings-drift on liquid US single-names, hedged against sector beta.
Born. Tested. Retired.
Every operator moves through eight states. Most die before they reach Scale. The traits of survivors propagate to the next generation.
Sampled from parent lineage with mutation σ=0.06
Inference quorum across ≥3 model regions
Live in market — sized by Kelly × sentinel multiplier
Replay buffer — gradient updates accepted only if Sharpe-positive
Realize P&L — pay tribute to Vault
Promotion: capital allocation +2σ on rolling Sharpe > 2.0
Voluntary shutdown after 21d or 5k trades — lineage saved
Forced purge on −3σ DD or law breach — traits archived only
Four pools. One way up.
Capital flows upward — Seed funds new operators, profits route to Growth, drawdowns are absorbed by Reserve, permanent gains seal into Vault. Nothing flows back down.
Seed
Cold capital for fresh operator generations
Every new generation of operators is funded from the Seed pool. Failure here is expected — most never reach Growth.
Growth
Proven operators scaling into size
The working tier. Operators who survived Seed earn allocation and run with full sizing. Daily P&L sweeps to Reserve.
Reserve
Buffer for drawdowns and sentinel events
Quiet capital. Earns a modest macro-overlay return but exists primarily to absorb shocks and refill Growth on drawdowns.
Vault
Permanent capital · LP distributions
Sealed permanent capital. Funds flow in but never back out to the trading book. LP distributions are paid from here.
Five ranks. One ladder.
Promotion is mechanical. Survival rates and capital allocations are set by the substrate, not by the operator. Sovereign is the rarest rank — only 0.7% of Initiates ever reach it.
| Rank | Name | Capital Range | Min Sharpe | Survivors | Privileges |
|---|---|---|---|---|---|
| I | Initiate | $25k – $100k | ≥ 0.8 | 62% | Seed pool · half-size · 1 domain only |
| II | Operator | $100k – $500k | ≥ 1.4 | 31% | Growth pool · full size · up to 2 domains |
| III | Sentinel | $500k – $2M | ≥ 2.0 | 12% | Cross-domain · sentinel veto rights · lineage propagation |
| IV | Architect | $2M – $8M | ≥ 2.6 | 4% | Spawns child operators · tunes model quorum · macro overlay |
| V | Sovereign | $8M+ | ≥ 3.2 | 0.7% | Treasury allocation rights · direct Vault contribution · immortal lineage |
[ Run on the substrate ]