Prices move. They overshoot, they undershoot, and then they correct. This pattern — mean reversion — is one of the most studied and persistent behaviors in financial markets.
Quantum Oak Capital builds algorithms that identify when prices have moved too far from their recent norms, then trades the correction. We trade across the U.S. equity universe, focusing on liquid large- and mid-cap stocks.
We use machine learning to adapt to changing market conditions and statistical methods to size positions and manage risk. The goal is consistent, risk-adjusted returns — not speculation.
| Fund Name | Quantum Oak Capital |
| Manager | Quantum Oak Capital |
| Domicile | United States |
| Strategy | Mean Reversion + Machine Learning on U.S. Equities |
| Target Return | 30%+ annualized |
| Asset Universe | U.S. Stock Equities (liquid large- and mid-cap names) |
| Why U.S. Equities | Deep liquidity, tight spreads, and reliable price data going back decades — essential for the kind of statistical analysis we do |
| Research Partner | ACR Institute — Artificial Consciousness Research Institute, Zürich |
Our strategy has three layers. Each one is straightforward on its own. The value is in how they work together.
Statistical models identify when a stock's price has deviated meaningfully from its recent average. Not every dip is an opportunity — the models filter for deviations that historically tend to reverse.
Markets behave differently in calm periods versus volatile ones. Machine learning classifies the current regime and adjusts how aggressively we trade. In choppy markets, we pull back. In stable markets, we lean in.
Every trade has a predefined entry point, exit target, and stop-loss. Position sizes are calculated based on conviction level and current risk budget. No discretionary overrides.
These are our live results. Real capital, real trades, since April 2025. ● LIVE
| Month | Quantum Oak | PSH (Ackman) | S&P 500 | Alpha vs PSH | Alpha vs SPY |
|---|---|---|---|---|---|
| Apr 2025 | +9.6% | +4.4% | +7.1% | +5.2 | +2.5 |
| May 2025 | +28.9% | +10.8% | +7.8% | +18.1 | +21.2 |
| Jun 2025 | +10.6% | +3.5% | +4.4% | +7.1 | +6.2 |
| Jul 2025 | +20.8% | -2.4% | +2.9% | +23.2 | +17.9 |
| Aug 2025 | +6.3% | +5.0% | +1.4% | +1.3 | +4.9 |
| Sep 2025 | +31.8% | +3.9% | +3.1% | +27.9 | +28.7 |
| Oct 2025 | +6.6% | -1.7% | +0.8% | +8.4 | +5.9 |
| Nov 2025 | -1.5% | +1.8% | +2.1% | -3.3 | -3.6 |
| Dec 2025 | +11.0% | -2.2% | +0.3% | +13.2 | +10.7 |
| Jan 2026 | -27.7% | -2.5% | +1.5% | -25.1 | -29.1 |
| Feb 2026 | +3.3% | -7.7% | -1.5% | +11.1 | +4.9 |
| Mar 2026 | -5.3% | -4.3% | -2.8% | -1.0 | -2.5 |
| Cumulative | +94.7% | +7.6% | +30.0% | +87.0 | +64.6 |
| Current NAV (Live) | $1,947,000 |
| Net Profit (Live) | $947,000 |
| Starting Capital | $1,000,000 |
| Inception | 22 April 2025 |
| Report Date | 15 March 2026 |
We also ran a backtest from 2013–2025 which showed significantly higher returns (362% CAGR, 4.08 Sharpe). Backtests always look better than reality — the model has already seen the data. We include it for transparency, but we ask you to judge us on the live numbers above.
Past performance — whether backtested or live — does not guarantee future results. All investments carry risk, including loss of principal.
How Quantum Oak stacks up against well-known benchmarks and actively managed funds over the same period.
| Metric | Quantum Oak | ARKK (Wood) | QQQ (Nasdaq) | S&P 500 | PSH (Ackman) |
|---|---|---|---|---|---|
| Total Return | +94.7% | +49.6% | +33.5% | +30.0% | +7.6% |
| Ann. Return | ~94% | ~46% | ~30% | ~27% | ~9% |
| Ann. Volatility | 54.8% | 33.0% | 11.0% | 10.8% | 17.6% |
| Sharpe Ratio | 2.40 | 1.23 | 2.25 | 2.05 | 0.20 |
| Max Drawdown | -23.9% | -21.1% | -4.2% | -4.3% | -15.8% |
| Calmar Ratio | 4.03 | 2.35 | 8.04 | 7.06 | 0.47 |
| Return / Drawdown | 4.0× | 2.3× | 8.0× | 7.0× | 0.5× |
| Positive Months | 9 / 12 | 7 / 12 | 9 / 12 | 10 / 12 | 6 / 12 |
| Best Month | +31.8% | +25.0% | +8.4% | +7.8% | +10.8% |
| Worst Month | -27.7% | -12.9% | -2.1% | -2.8% | -7.7% |
| Symbol | Trades | Win Rate | P&L | % of Total |
|---|---|---|---|---|
| NVDA | 8 | 75.0% | +$401,022 | 42.4% |
| TSLA | 11 | 54.5% | +$229,257 | 24.2% |
| AAPL | 9 | 55.6% | +$130,045 | 13.7% |
| PLTR | 4 | 50.0% | +$81,502 | 8.6% |
| AVGO | 2 | 50.0% | +$56,358 | 6.0% |
| MSTR | 2 | 100% | +$44,361 | 4.7% |
| AMD | 1 | 100% | +$38,491 | 4.1% |
| SPOT | 1 | 100% | +$37,076 | 3.9% |
| HIMS | 2 | 100% | +$36,148 | 3.8% |
| AMZN | 4 | 75.0% | +$32,448 | 3.4% |
| MSFT | 7 | 28.6% | -$151,429 | -16.0% |
| Others (10) | 14 | 57.1% | +$11,228 | 1.2% |
Every investment strategy can lose money. Here is how we manage that risk, and what you should know about what could go wrong.
High-performance computing infrastructure. Proprietary machine learning models. Institutional-grade security and redundancy. All execution is automated with manual oversight capability.
Structured in alignment with SEC guidelines. Available exclusively to accredited/qualified investors.
Administrator: Opus Fund Management
Prime Brokerage & Custodian: BNP Paribas
Research Partner: ACR Institute
Full documentation available upon request during due diligence.
| Minimum Investment | $1,000,000 USD / EUR / CHF |
| Management Fee | 2% annually |
| Performance Fee | 20% of profits above high-water mark — you don't pay performance fees on recovered losses |
| Lock-Up Period | 18 months — we need this time horizon for the strategy to work through full market cycles |
| Redemption | Quarterly with advance notice |
| Fund Liquidity | $500,000,000 USD capacity |
| Administrator | Opus Fund Management |
| Prime Brokerage & Custodian | BNP Paribas |
| Research Partner | ACR Institute (Zürich, Switzerland) |