LLAMADAPP
Demo network ready LLAMA DApp V0.1.1
AI DEMO
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SIMULATED
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HISTORICAL REPLAY DESIGN04NOT RUN
PAPER OBSERVATION DESIGN04NOT RUN
ELEVATED RISK01Retained in ranking
CAPACITY MODELNOT RUN · UNKNOWN
04 / 04 research candidates

Ranked by Regime Match. Returns never override drawdown, model risk or method state.

SIMULATEDTrend Following
01

Adaptive Trend Overlay

Adapts trend exposure to regime strength and reduces beta as volatility expands.

STR-031 · Simulated research tracking
92REGIME MATCH
SIMULATED SCENARIO · 90D RESEARCH WINDOW30D SCENARIO +3.8%
SIMULATED 90D RETURN+9.7%
SIMULATED MAX DD-4.6%
SIMULATED VOLATILITY8.9%
MODEL RISKMODERATE
OWNER REVIEWCONDITIONALMETHOD STATUSNOT RUNCAPACITY MODELUNKNOWN
Modeled cost assumption · 10 + 8 bpsNo live executionCapacity model not run
OWNER REVIEW PENDINGRESEARCH ONLYView research
SIMULATEDFunding & Basis
02

Basis Dispersion

Captures basis dispersion across venues and tenors while limiting directional exposure.

STR-018 · Simulated research tracking
84REGIME MATCH
SIMULATED SCENARIO · 90D RESEARCH WINDOW30D SCENARIO +1.2%
SIMULATED 90D RETURN+4.1%
SIMULATED MAX DD-2.1%
SIMULATED VOLATILITY4.2%
MODEL RISKLOW
OWNER REVIEWCONDITIONALMETHOD STATUSNOT RUNCAPACITY MODELUNKNOWN
Modeled cost assumption · 10 + 8 bpsNo live executionCapacity model not run
OWNER REVIEW PENDINGRESEARCH ONLYView research
SIMULATEDDefensive Yield
03

Defensive Carry Matrix

Combines defensive carry with cash-equivalent exposure during risk-stressed regimes.

STR-044 · Simulated research tracking
77REGIME MATCH
SIMULATED SCENARIO · 90D RESEARCH WINDOW30D SCENARIO +0.8%
SIMULATED 90D RETURN+2.9%
SIMULATED MAX DD-1.7%
SIMULATED VOLATILITY3.8%
MODEL RISKLOW
OWNER REVIEWCONDITIONALMETHOD STATUSNOT RUNCAPACITY MODELUNKNOWN
Modeled cost assumption · 10 + 8 bpsNo live executionCapacity model not run
OWNER REVIEW PENDINGRESEARCH ONLYView research
SIMULATEDVolatility
04

Volatility Rebalance

Rebalances risk budgets as volatility changes and remains under elevated-risk review.

STR-052 · Simulated research tracking
64REGIME MATCH
SIMULATED SCENARIO · 90D RESEARCH WINDOW30D SCENARIO -0.6%
SIMULATED 90D RETURN+2.1%
SIMULATED MAX DD-7.8%
SIMULATED VOLATILITY12.4%
MODEL RISKELEVATED
OWNER REVIEWUNKNOWNMETHOD STATUSNOT RUNCAPACITY MODELUNKNOWN
Modeled cost assumption · 10 + 8 bpsNo live executionCapacity model not run
EVIDENCE INCOMPLETEDO NOT PROMOTEView research