Due-diligence Q&A. Cited, not narrated.

The platform runs RSI + Bollinger Band mean-reversion across 27 symbols (US small-cap equities plus liquid crypto), 24/7. Mean reversion works because post-shock prices in liquid, range-bound names revert toward their recent mean with a measurable half-life — the position sizing, not the entry precision, is the edge.

The binding constraints come from position sizing, not signal accuracy:

This caps a single-session worst-case at roughly 10% (5 simultaneous losers, each losing the full 2%). Combined with the daily loss limit (Q03) this makes a catastrophic day nearly impossible. Source: LIVETRADING_TRANSITION_PLAN.md §3 (lines 30–42).

The binding capacity constraint is the 10% total-deployed ceiling — position sizing, not liquidity, is the cap. Because each position is 2% of equity and we cap at 5 simultaneous positions, the live book at $25M deploys roughly $2.5M across 5 small-cap / crypto names.

Per-symbol liquidity will become the constraint before our sizing does — the 2% sizing means we will not be at the top of the order book on any of our 27 symbols. A formal capacity-cap policy article is not yet published in this repo; the binding constraint and live numbers will be in the formal fund launch deck. For the latest operating band, see the allocation inquiry form on /investor.

Three hard stops, evaluated on every 30-second tick. A breach triggers the circuit breaker and trading halts immediately:

The circuit breaker halts the engine for 24 hours; there is no auto-resume. Manual review and (for an early resume) written fund-manager approval are required. In evaluation phase any daily-loss >2%, weekly-DD >5%, weekly P&L <−3%, or win-rate <50% resets the 30-day clock.

Source: LIVETRADING_TRANSITION_PLAN.md §2 and §6 (lines 14–29, 103–120).

Fees are set per-mandate during onboarding; no fee schedule exists in code or env vars at this stage. The terms in your diligence packet (management fee, performance fee, hurdle, high-water mark, lock-up) will come back with the team reply — sent within one business day. To start the conversation, file an inquiry on /investor.

When live trading is launched, orders are executed through Alpaca Securities LLC, a member of FINRA/SIPC. All brokerage activity is governed by the Alpaca customer agreement, including applicable SIPC account protections. AlphaLoop Capital is not the custodian at launch — the broker holds customer assets and AlphaLoop executes against that account per the mandate. Full text on /disclosures.

Source: public/investor.html — Brokerage Disclosure block.

The transition is gated and explicit. The gate is the 9 go-criteria (G1–G9): paper win rate ≥55%, profit factor ≥1.2, max daily DD <1.5%, max weekly DD <4%, Sharpe ≥1.0, both strategies positive, 4 consecutive green weeks, <3 circuit-breaker events, and fund-manager written sign-off.

Once all nine are met, the portfolio advances to evaluation for a 30 calendar day minimum clean run. Only after a clean evaluation does the manager set live_mode = true — that single flag flips the engine from simulated fills to Alpaca real execution for the next tick. The transition plan, phase gates, and rollback triggers are in LIVETRADING_TRANSITION_PLAN.md.

What live adds that backtest/paper doesn't:

• Real fills — live slippage replaces last-price simulation (see Q10).
• SIPC account protections on the Alpaca custody account.
• Broker order-routing risk — venue rejections, partial fills, exchange outages are no longer hypothetical.
• Real capital — drawdown stops are enforced against money, not a bookkeeping series.

The product is not yet a pooled fund — AlphaLoop Capital LLC is not a registered investment adviser, broker-dealer, or fund (Q08), and there are no redemption mechanics in the schema or routes today. There is also no fund vehicle in the repo — no pass-through entity, no nav calculation, no share class. Redemption terms (notice period, frequency, gates) will be set per structure at fund formation and disclosed in the launch materials.

For the latest, see /investor or investors@alphaloop-capital.com.

AlphaLoop Capital LLC is a Wyoming LLC. It is not currently a registered investment adviser, broker-dealer, or fund. The information on this site is informational and does not constitute an offer to sell or solicitation of an offer to buy any security or financial instrument.

Live execution, when launched, runs through Alpaca Securities LLC (FINRA/SIPC), and all brokerage activity is governed by the Alpaca customer agreement. Full text of the No Investment Advice and Brokerage disclosures is on /disclosures.

No. The repo is cash-only. There's no margin and no derivatives in services/strategy-tick.js or LIVETRADING_TRANSITION_PLAN.md. Equity is held in cash; positions are funded with settled cash; we never borrow.

At most 10% of equity is deployed at any time (Q01); the remaining 90% sits as cash buffer and is what absorbs the worst-case single-session loss described in Q01 / Q03. Source: LIVETRADING_TRANSITION_PLAN.md §3.

Honestly: no explicit slippage model is published today. Paper fills happen at the last seen price. Live slippage is unmeasured by definition until we run a clean live evaluation window. The 2% per-position cap absorbs modest slippage, and the −2% per-position hard stop caps any single fill's damage regardless of slippage.

Backtest caveat: paper / backtest returns do not include live slippage, financing, or dividend handling — always a reason live returns trail backtest. We will publish a formal slippage model and post-evaluation backtest delta as part of the live launch materials. For backtest caveats, see /disclosures.

Set at fund formation — there is no pass-through or fund vehicle in the repo today, so we won't invent one here. The structure (LLC vs. LP, blocker jurisdiction, UBTI exposure for tax-exempt allocators, K-1 vs. 1099 reporting) will be disclosed in the launch materials once the vehicle is formed.

Allocator's tax counsel should weigh in on the final structure — we will share the proposed structure with your team in the diligence packet. For now, /investor to start the conversation.