28.0 %
Average Annual Return
2008–2025 (Arithmetic Average)
Modell NC6.1
Our Investment Strategy
Returns That Don’t Depend on the Market.
Because we do not simply “follow the market,” we avoid the severe downturns associated with major stock market crashes.
Alphawave does not make market predictions. We identify intraday market inefficiencies and provide liquidity during brief periods of market imbalance. This creates a statistical edge that is largely independent of the overall market direction. It works because it is based on mathematics, not opinion.
Our Principle: Risk Control Comes First.
We Don’t Follow the Markets—We Systematically Leverage Them.
Alphawave relies on active risk management rather than passive confidence in the markets. We use technology and statistical analysis to systematically limit risk and generate returns that are largely independent of overall market direction. This disciplined approach allows us to avoid simply waiting out market downturns. Instead, we ensure that capital remains productive even during market corrections, rather than sitting idle in unproductive holding periods that hinder long-term capital growth.
We Apply Strict Risk Controls and Systematically Capitalize on Recurring Market Opportunities.
The Mathematics of Success: Why Risk Management Matters
Traditional Investments Rarely Have Clear Loss Limits
Many traditional stock and ETF investments do not have clearly defined loss limits. Investors often simply wait out market downturns, hoping the markets will eventually recover. We take a different approach: We operate with clearly defined risk management rules and deliberately prevent losses from growing uncontrollably.
We Limit Risk and Capitalize on Recurring Opportunities
Instead of relying on intuition, we rely on models that identify recurring market conditions with attractive opportunities. We apply strict risk controls and systematically capitalize on these patterns, supported by a high-performance trading infrastructure. This enables us to exit many unfavorable situations early while taking full advantage of favorable market phases.
Has This Been Independently Verified?
Yes. Our Results and Processes Have Been Independently Validated Multiple Times.
Our trading results since 2024 have been audited and certified by an independent auditing firm, confirming that the reported profits were genuinely generated through trading in the financial markets. In parallel, we are undergoing a Business Due Diligence based on high institutional standards. In addition, Heriot-Watt University Edinburgh has evaluated our models through a Scientific Opinion, confirming the technological capabilities of our trading approach.
With processing power of up to 14 million ticks per second, we operate at the technological level of leading quantitative trading firms. Alphawave is not a theoretical concept, but a scientifically backed and institutionally validated trading approach.
Infrastructure as a Competitive Advantage
Over €7 Million Invested in Technological Excellence.
Together with a strategic partner, Alphawave has built a highly specialized trading architecture. This is not a theoretical concept, but a physical infrastructure operating under real market conditions. Our simulations cover every market cycle since 2008, demonstrating the structural robustness of our models. Since May 2024, live market results have confirmed what the data has consistently indicated.
This Investment Is Not a Cost—It Is Our Competitive Advantage.
2.24
Sortino-Ratio 2008–2025
Modell NC6.1
-23.74 %
Maximum Drawdown (2008–2025)
Modell NC6.1
32.6 %
Live
Absolute Return
Live Trading (May 2024 – Dec. 2025), Independently Audited
2.49
Live
Sortino-Ratio
Live Trading (May 2024 – Dec. 2025) 2025
-12.06 %
Live
Maximum Drawdown
Live Trading (May 2024 – Dec. 2025) 2025
Six Times Greater Capital Efficiency. Measurable. Proven.
By comparison, traditional equity funds and ETFs often generate returns only by accepting substantial drawdowns and lengthy recovery periods. Alphawave takes a different approach. With a clearly defined RoMaD target range of 1.0, we systematically optimise the relationship between return and maximum drawdown.
RoMaD, or Return over Maximum Drawdown, is a risk-adjusted performance metric that compares an investment’s return with its largest interim decline in value. For us, market volatility is therefore not merely a risk, but a potential source of returns.
This level of efficiency has been demonstrated since 2008 and is the result of more than €7 million invested in scientifically validated infrastructure.
Average performance since 2008: up to four times higher returns than the DAX, S&P 500, and other major indices.
Alphawave
DAX
S&P 500
FTSE 100
EuroStoxx 50
Backtest Using the NC6.1 Model (2008–2025)
Mathematics Instead of Momentum
Alphawave does not invest in market trends—it invests in correcting market inefficiencies. Our models are based on the systematic exploitation of pricing distortions that occur when markets temporarily move out of equilibrium.
While conventional approaches often attempt to chase momentum, our technology focuses on identifying high-probability reversal points. This process is fully automated and free from human emotion in day-to-day execution. We use spikes in market volatility as windows of opportunity and transform market chaos into repeatable trading decisions through disciplined mean reversion logic. Our approach is validated by billions of data points and supported by our scientifically validated infrastructure.
Why Technology Provides the Decisive Edge
To objectively assess the stability of a technology-driven trading model, it is essential to analyze long-term historical data. At Alphawave, historical performance is not used to maximize short-term profits, but to establish the foundation for a sustainable business model.
With an average annual return of approximately 28.0% in our model calculations, our system has historically generated a substantial performance buffer. For investors, this means that Alphawave’s modelled and live trading results have historically remained well above the fixed interest obligations associated with our bonds.
This margin provides an important operational foundation for working towards greater stability and predictability as a company, even during volatile market conditions—without constituting any guarantee of future performance.
KPI
Alphawave Absolute
Return I¹
Return I¹
DAX 40 Index
FTSE 100 Index
S&P 500 Index
Euro Stoxx 50 Index
Average Annual RoR¹ (Arithmetic Mean)
+28,0 %
2008-2025
8,20 %
2008-2025
3,35 %
2008-2025
10,59 %
2008-2025
3,25 %
2008-2025
Max. Drawdown¹
-23,7 %
Since 2008
-54 %
Since 2008
-48 %
Since 2008
-56 %
Since 2008
-60 %
Since 2008
% of Positive Quarters¹(Live Trading)
71,43 %
Since 2008
62,32 %
Since 2008
55,88 %
Since 2008
75,00 %
Since 2008
55,88 %
Since 2008
¹ Backtest using the NC6.1 model
For us, backtesting is an essential scientific tool. Our 18-year simulation serves as a technological stress test, covering extreme market environments such as the 2008 financial crisis, the eurozone crisis and the pandemic.
The fact that the model delivered a positive result in 17 of those 18 years highlights the consistency and resilience of our rules-based approach, while offering no guarantee of future performance.
The decisive milestone was the successful transition from theory to real-world trading. Since May 2024, our initial live results have supported our underlying assumptions through actual market performance. We do not invest on the basis of hope, but on a proven infrastructure that integrates theory and practice.
Investing in Alphawave Means
Alphawave combines institutional-grade trading technology with a clearly structured investment opportunity. Investors provide capital to our company through fixed-interest instruments and receive interest payments supported by a data-driven, systematic trading approach—not by market opinions or gut instinct.
The models used at Alphawave are tested across extensive datasets and a wide range of market scenarios, including stress tests and randomised simulations. Our objective is to operate a trading infrastructure designed to pursue attractive and consistent returns across different market environments over the medium to long term.
Market-neutral algorithms. Controlled risk. Return potential even in volatile market conditions—within the opportunities and risks associated with a corporate bond.