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ARB

Stock Market ARB

Arbitrage between equity prediction markets and underlying stock price movements. We exploit mispricings between market consensus and statistical models.

Sharpe

12.49

Ann. Vol

125%

Fill Win%

94%

Statistics

Volatility

125.11% ann. (7.88% daily)

Win Rate

93.81% fill / 75.76% daily

Sharpe Ratio

12.49

Start Date

Apr 14, 2026

Max Drawdown

-12.99%

Total Trades

226

Total PnL

+5.647 units

T-STAT

4.52