AlphaNet
JUNE 30, 2026 // MONTHLY REPORT
Monthly Performance Analysis

Hackworth OptimaShort
June 2026 Strategy Performance

A focused case study on 4 previously under-the-radar OptimaShort strategies that have recently broken out into the spotlight. Hackworth OptimaShort — engineered with a neutral profile and increased short-bias — turned June's market dislocation into positive PnL across all four pairs.

Note on selection: This is a curated look at 4 OptimaShort strategies that have recently outperformed after long stretches as quiet performers. The market has many more profitable strategies on the leaderboard — these 4 are featured as illustrative case studies. The "underdog" strategies highlighted here may not always lead, and they may not always outperform. The right strategy depends on the prevailing market regime.

00 // MARKET CONTEXT

June 2026: OptimaShort's Playground

JUN 4–5

ZEC Privacy Sector Event

ZEC privacy sector event creates significant market dislocation. The OptimaShort engine's short-bias positioning captures the opportunity across affected pairs.

JUN (ONGOING)

BTC Macro Adjustment

Bitcoin and ETH experience significant price adjustments throughout June. Fear & Greed Index at 28 — ideal conditions for the OptimaShort engine's short-bias signals to thrive.

JUN (ONGOING)

Altcoin Volatility

Broad altcoin price adjustments throughout June create a favorable environment for the OptimaShort engine's short-bias signals across DOGE, ADA, SOL, and LINK.

DOGE
+32.8% June ROI · Best performer
+32.8%
ADA
+14.9% June ROI
+14.9%
SOL
+13.5% June ROI
+13.5%
LINK
+9.7%
01 // PERFORMANCE SCORECARD

Strategy Performance Matrix

Pair June ROI Q2 ROI YTD 2026 Cumul. ROI Sharpe 30D DD Win % Trades Ver
DOGE +32.8% +24.3% +30.3% +1,876.7% 3.46 3.40% 52.9% 3,511 V2
ADA +14.9% +14.0% +26.8% +808.0% 2.43 6.50% 52.0% 2,017 V1
SOL +13.5% +16.5% +18.6% +524.0% 3.18 2.50% 51.7% 263 V1
LINK +9.7% +12.2% +13.4% +897.3% 2.60 6.10% 51.0% 5,121 V1

The cumulative ROI column is included for context only — it reflects performance since each strategy's inception and is not representative of any single time period. The 30D Max DD column is discussed in detail in the drawdown section below.

02 // DRAWDOWN ANALYSIS

Historical Max DD vs. 30D Max DD

A direct side-by-side comparison of each strategy's all-time maximum drawdown against its drawdown over the past 30 days, visualized as paired horizontal bars. For directional strategies like OptimaShort, the 30D DD often sits well below the historical worst — a sign that the engine's current risk profile is in a healthier regime than its long-term extreme.

Historical Max DD vs. 30D Max DD — By Strategy

Each row pairs the strategy's all-time max drawdown (white bar) with its 30-day max drawdown for June 2026 (blue bar). Bar width is normalized to the worst historical drawdown in the cohort (SOL @ 23.88%) so the 30D bars can be read as a direct visual percentage of that ceiling.

Pair Drawdown Hist · 30D
ADA
16.46% · 6.50%
DOGE
17.99% · 3.40%
LINK
18.95% · 6.10%
SOL
23.88%
23.88% · 2.50%
Historical Max DD 30D Max DD (June 2026) Scale 0–23.88% (worst hist.)
REGIME READ
Across all 4 strategies, the 30-day max drawdown is materially below the historical worst. This is a useful regime indicator: the strategies are currently operating well inside their long-term risk envelope. SOL (2.50%) and DOGE (3.40%) showed the most contained 30D drawdowns, suggesting particularly smooth execution this month. LINK (6.10%) and ADA (6.50%) had the highest 30D drawdowns in the cohort, but still sit well below their respective historical max DD — a sign that the engine's position sizing is actively de-risking during volatile periods.
03 // RETURN CONCENTRATION

Why Most Yearly Returns Come in a Select Few Months

For directional strategies, annual PnL is rarely distributed evenly across 12 months. In most years, the majority of a strategy's return is delivered in a handful of high-conviction periods when the market regime aligns with its alpha signals.

STRUCTURAL FACTOR · REGIME DEPENDENCE
Directional strategies like OptimaShort make money when their directional bias matches the prevailing trend. Bear months produce cluster wins for short-biased strategies; bull months produce cluster wins for long-biased ones. In neutral or choppy months, signals are mixed and the engine typically prints small gains or small losses. The result: a year of monthly returns often looks like a few large positive prints surrounded by small noise.
STRUCTURAL FACTOR · SIGNAL THRESHOLD
The engine requires a minimum conviction threshold before opening a position. During low-volatility periods, fewer signals clear the threshold, so trading frequency drops. When volatility expands (as in early June), the engine's signal conviction rises sharply, position sizes scale up, and a small number of high-conviction trades can dominate monthly PnL.
PRACTICAL TAKEAWAY
Looking at any single strategy's monthly PnL curve, expect to see 2–4 months per year that account for 60–80% of the annual return. The other 8–10 months are typically flat-to-modestly-positive chop. This is by design — the engine is built to wait for its edge and deploy aggressively when the edge appears. Investors evaluating these strategies should measure performance over rolling 6–12 month windows, not month-by-month.
04 // SPOTLIGHT — DOGE

The Top Performer: V2 Engine Calibration at Its Best

+32.8%
June ROI · Best
+24.3%
Q2 ROI
3.46
Sharpe · Highest
3.40%
30D DD
52.9%
Win Rate

DOGE The Cohort Leader

DOGE delivered the highest June ROI at +32.8%, powered by the V2 engine's improved signal filtering. With the highest Sharpe (3.46) in the cohort and a contained 30D max drawdown of just 3.40% — well below its 17.99% historical max — DOGE exemplifies the OptimaShort engine at full capacity. 3,511 lifetime trades with a 52.9% win rate demonstrate the V2 model's improved signal quality. The low 16.4% net exposure confirms capital efficiency: outsized returns from minimal capital at risk.

05 // ENGINE ANALYSIS

How Hackworth OptimaShort Engine Drove June Performance

The Hackworth OptimaShort is a SOTA multi-alpha strategy engine powered by proprietary deep learning, designed with a neutral market profile with increased short-bias. June 2026 showcased the engine's structural advantage — all 4 strategies delivered positive ROI, translating market dislocation directly into alpha.

STRENGTH · ADAPTIVE SHORT-BIAS + V2 SIGNAL FILTER
The engine's inherent short-bias was a decisive advantage in June. All 4 strategies ended the month positive, averaging +17.5% ROI. DOGE (V2) led with +32.8% and the highest Sharpe (3.46) — a direct demonstration of the V2 model's improved signal filtering and risk management. Multi-alpha diversification across DOGE, ADA, SOL, and LINK produced low net exposure (16–26%) and consistent performance without relying on any single signal.
STRENGTH · REAL-TIME LEARNING + ALGO EXECUTION
Adaptive real-time learning drove DOGE's +32.8% headline performance, and ADA's strong acceleration from May to June shows the engine's signal conviction scales as market conditions evolve. Proprietary AI order execution minimizes slippage — particularly important for high-frequency strategies like LINK (5,121 trades) and DOGE (3,511 trades), where execution quality directly determines net alpha capture. SOL's 263 trades generating +524% cumulative ROI is the epitome of quality over quantity — selective, high-conviction positioning.
06 // VERDICT

Strategic Assessment

DOGE The Risk-Adjusted Champion

DOGE's June +32.8% ROI — the highest in the cohort — paired with the highest Sharpe (3.46) and second-lowest historical max DD (17.99%) make it the risk-adjusted champion of the month. The V2 engine's improved signal filtering is the clear differentiator, delivering outsized alpha with minimal capital at risk.

ADA The Risk-Efficient Steady Performer

ADA's lowest historical max drawdown (16.46%), a strong June (+14.9%), and a contained 30D DD of 6.50% show that the V1 engine delivers robust alpha with the smoothest equity curve in the cohort. The dependable workhorse.

SOL Quality Over Quantity

SOL's 263 lifetime trades generating +524% cumulative ROI is the epitome of capital efficiency. June's +13.5% was its best 2026 month, and the engine's selective positioning (30D DD 2.50% vs. historical max 23.88%) shows disciplined risk control.

LINK The Steady Eddie

LINK's +9.7% June ROI came with a 30D drawdown of 6.10% — still well below its 18.95% historical max, a sign of contained risk during the volatile month. 5,121 lifetime trades and active signal generation make LINK a dependable workhorse for diversified deployment.

BOTTOM LINE
June 2026 was a textbook showcase for the Hackworth OptimaShort engine. All 4 strategies delivered positive ROI, averaging +17.5% with a 100% win rate across the cohort. The short-bias design, combined with adaptive real-time learning, dynamic position sizing, and proprietary AI order execution, converted market conditions into consistent alpha. DOGE's +32.8% headline performance is the standout story — proof that the engine thrives in volatile conditions, recalibrating and deploying with conviction. In a market defined by uncertainty, the OptimaShort engine stayed mechanical and delivered.
07 // WHAT'S TO COME

AlphaNet Roadmap: Upcoming Releases

Beyond the strong June readout from the current Hackworth OptimaShort engine, AlphaNet is preparing a set of meaningful upgrades to its research, signal, and execution stack. The three initiatives below are slated for release over the coming months.

Hackworth Series V4 Engine ENGINE UPGRADE
V4
Next-generation Hackworth engine — sharper downtrend capture, smoother regimes, Transformer-based alpha.
▍ Enhanced Shorting Capability

Capturing alpha in downtrend markets — especially chop mixed with slight downtrend — has long been a difficult regime for directional engines. V4 has been specifically designed and optimized for this problem, with a shorting stack re-engineered to extract cleaner signals from noisy, range-bound-but-bearish tape.

▍ Reduced Drawdown, Higher Regime Stability

V4 is optimized for more stable performance across market regimes. The goal is a flatter equity curve — fewer sharp givebacks — particularly during transitions between uptrend, downtrend, and chop.

▍ Enhanced Model Architecture

A number of signals and alpha sources in the V4 engine will be Transformer-architecture heavy. The trade-off is intentional: V4 will require higher training and inference compute in exchange for smoother signals and better regime adaptation.

Archimedes Engine NEW · PREMIUM
Archimedes
Next-generation, deep-learning SOTA engine — diversified alpha, higher frequency, gated access.

Archimedes is a new strategy engine built as the next generation of deep-learning-based SOTA strategies at AlphaNet. It expands and diversifies the alpha source pool to roughly 2x–3x the size of the Hackworth Series, giving the engine a much wider opportunity set to draw from on every trading cycle.

▍ Higher Frequency, Lower Total Capacity

Archimedes executes at a higher frequency than the Hackworth Series, and operates with lower total capacity — a deliberate design choice to preserve edge and execution quality as signals scale.

▍ Premium · Invite-Only Access

Archimedes will be the first premium offering on AlphaNet. Access will be gated and granted only to certain users based on points, activity, and role — a tier designed for the most engaged members of the ecosystem.

Explainability & Robustness Framework RESEARCH
Open the Black Box
A new testing framework for understanding why the engines work — and proving they keep working.

A new robustness and explainability framework will be implemented, built directly on AlphaNet's ongoing research. The main principle of the framework is anchored to an associated research paper that the team will publish alongside the release.

▍ Research Paper Explainable Systems for the Inexplicable alphanet.global/Explainable_Systems_for_the_Inexplicable.pdf READ →
▍ Why It Matters

The goal is to give users — and the team itself — a much clearer view into why the engines are making the trades they are, and a structured way to verify that performance remains robust across regimes, not just over the most recent favorable window. Expect a deeper, more transparent read on the signals driving PnL.

THE ROADMAP, IN ONE LINE
V4 sharpens the current Hackworth edge in the regimes that are hardest to trade. Archimedes opens an entirely new generation of premium, capacity-constrained alpha. And the new explainability & robustness framework gives users a clearer window into how — and how well — all of it works.