Global equities · Long & short · Multi-strategy
A proprietary selection methodology with a proven track record.
Applying our own methodology, enhanced by AI-assisted screening, to identify opportunities in equity markets across the globe — tested and validated to deliver a higher rate of successful trades.
Return since inception
+46.54%
Time-weighted · Dec 2024 – Aug 2026
Source: Interactive Brokers PortfolioAnalyst
vs S&P 500
+19.49pp
+46.54% vs +27.05%
vs MSCI World
+13.60pp
+46.54% vs +32.94%
Sharpe ratio
1.79
S&P 500: 0.84
Trade success rate
83.7%
123 of 147 trades, incl. open
Performance
Independently reported by Interactive Brokers
Time-weighted return · as of 31 Aug 2026
Return since inception
+46.54%
Dec 2024 – Aug 2026
Annualised return
+24.53%
S&P 500: +14.73%
Year to date
+12.52%
Jan – Aug 2026
Best month
+8.62%
Feb 2025
Worst month
−5.20%
Sep 2025
Growth of $1,000 since inception
Value Added Monthly Index (VAMI) from IB PortfolioAnalyst, Nov 2024 = $1,000. MSCI World represented by URTH (iShares MSCI World ETF).
Period returns
Time-weighted, %
| Aug 2026 | Q3 to date | YTD | 1 year | Since inception | |
|---|---|---|---|---|---|
| Stratyrise | +0.29 | +4.58 | +12.52 | +10.28 | +46.54 |
| MSCI World | +2.68 | +3.05 | +13.15 | +20.48 | +32.94 |
| S&P 500 | +2.62 | +2.49 | +12.28 | +18.98 | +27.05 |
Monthly returns
Stratyrise, %
Allocation
% of long and short positions · 31 Aug 2026
Long
Short
| Asset class | Long | Short |
|---|
As reported by IB PortfolioAnalyst (Concentration): each side adds up to 100%. Cash is held on the long side. Smaller categories are grouped as "Other" in the charts and listed in full in the table.
Approach
Four disciplines, one framework
Every position is selected through a proprietary multi-factor framework, enhanced by artificial intelligence, then monitored against defined price targets.
01
Mean reversion
Identifies equities whose prices have moved to extremes and positions for a return toward fair value.
02
Contrarian value
Takes the other side of crowded consensus, on both the long and the short side.
03
Systematic screening
A rules-based, quantitative process applies the same criteria to every opportunity, removing emotion from entry decisions.
04
AI-enhanced selection
Artificial intelligence screens a broad global universe against the framework's criteria and helps assess each candidate, so more opportunities are reviewed with the same discipline. Every final decision remains with the portfolio manager.
Risk profile
Returns largely independent of the market
A negative beta and correlation to the S&P 500 mean performance has not depended on the direction of broad equity markets.
Sharpe ratio
1.79
S&P 500: 0.84
Sortino ratio
3.61
S&P 500: 1.53
Max drawdown
−5.34%
S&P 500: −7.95%
Beta vs S&P 500
−0.29
Correlation −0.35
Information ratio
3.55
vs S&P 500
Positive months
81%
17 of 21 months
Risk measures vs benchmarks
Monthly frequency · Nov 2024 – Aug 2026
| Stratyrise | MSCI World | S&P 500 | |
|---|---|---|---|
| Sharpe ratio | 1.79 | 1.16 | 0.84 |
| Sortino ratio | 3.61 | 2.06 | 1.53 |
| Max drawdown | −5.34% | −5.67% | −7.95% |
| Drawdown period | Aug 2025 – Jan 2026 | Feb – Mar 2026 | to Apr 2025 |
| Recovery | 4 months | 1 month | 2 months |
| Standard deviation (monthly) | 3.01% | 3.26% | 3.65% |
| Downside deviation (monthly) | 1.49% | 1.83% | 2.00% |
| Mean monthly return | 1.88% | 1.42% | 1.21% |
| Positive months | 17 (81%) | 16 (76%) | 12 (57%) |
| Stratyrise relative to | Beta | Correlation | Alpha | Tracking error | Information ratio |
|---|---|---|---|---|---|
| S&P 500 | −0.29 | −0.35 | 0.22 | 5.48% | 3.55 |
| MSCI World | −0.32 | −0.35 | 0.23 | 5.14% | 2.64 |
As reported by IB PortfolioAnalyst. Risk-free rate: historical US 3-month Treasury bill. What these measures mean ↓
Drawdown from peak
Stratyrise, monthly
Negative beta
On average the portfolio has moved slightly against the S&P 500 rather than with it, helped by the short book.
Shallow drawdowns
The largest peak-to-trough decline since inception is −5.34%, smaller than either benchmark's over the same period.
Downside-focused
A Sortino ratio about twice the Sharpe ratio indicates most volatility has been on the upside.
What these measures meanPlain-language definitions
- Sharpe ratio
- Return earned above the risk-free rate (US Treasury bills) for each unit of total volatility. Higher is better; above 1 is generally considered good.
- Sortino ratio
- Like the Sharpe ratio, but it counts only downside volatility, the losing months. A Sortino well above the Sharpe means most volatility has been on the upside.
- Information ratio
- Average outperformance of the benchmark divided by tracking error. It shows how consistently the benchmark has been beaten; above 0.5 is usually considered good.
- Alpha
- Return earned beyond what market exposure (beta) alone would explain: the value added by selection. Positive is better.
- Beta
- How much the portfolio tends to move when the market moves. 1 moves in line with the market, 0 is unrelated to it, and a negative beta tends to move the opposite way.
- Correlation
- How closely monthly returns move together with the benchmark, from −1 (opposite) to +1 (identical). Near zero or negative means largely independent of the market.
- Standard deviation
- How widely monthly returns vary around their average: the usual measure of volatility. Lower means steadier returns.
- Downside deviation
- The same measure applied only to returns that fall short of the target, so it captures the risk of losses rather than all variation. Lower is better.
- Mean monthly return
- The simple average of all monthly returns. It shows a typical month, not compounded growth.
- Tracking error
- How much monthly returns differ from the benchmark's. A high figure means the portfolio behaves very differently from the index, as a long/short strategy is expected to.
- Max drawdown
- The largest fall from a previous peak to a later low before a new high: the worst loss an investor would have experienced. Smaller is better.
Ratios and deviations are calculated by IB PortfolioAnalyst from monthly returns; the risk-free rate is the US 3-month Treasury bill.
Trade log
Trades as published on the WhatsApp group
Signals shared with the Stratyrise group · as of 5 Oct 2026
Total trades
147
Since Apr 2025
Closed with profit
123
Closed with loss
3
Still open
21
Success rate
83.7%
Incl. open positions (worst case)
About
Built on discipline, reported with transparency
Ali Y. Abuhijleh
Over 30 years of finance and investment experience, actively trading in global financial markets since 1999. Experienced in multiple financial instruments and structures with proven successful track record.
Contact and start your own portfolio now
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abuhijleh.ali.trade@gmail.com
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All performance and risk figures are as reported by Interactive Brokers PortfolioAnalyst (time-weighted return, monthly frequency, consolidated accounts, November 2024 – August 2026). MSCI World is represented by URTH (iShares MSCI World ETF); S&P 500 by SPX. Trade log figures reflect signals shared with the Stratyrise group and are not portfolio returns.
Past performance is not indicative of future results. This site is for information only and does not constitute an offer, solicitation or investment advice.