Executing a systematic, fully automated multi-strategy L/S approach.

🏆

Share token price

Alleged Alpha
BTC
ETH

Utilisation

Other metrics

3M Sharpe
1.0
3M volatility
18.5%
Age*
0.4 years
Maximum drawdown
-17.3%
Protocol Technical Risk
Lockup period
5m
Denomination

Returns

1 month3 monthLifetime
Gross
95.0% ann
5.6% abs
18.5% ann
4.3% abs
-0.6% ann
-0.3% abs
Net
95.0% ann
5.6% abs
18.5% ann
4.3% abs
-0.6% ann
-0.3% abs

Fees

Manage­mentPerform­anceDepositWithdraw
Gross 0.0%25.0%0.0%0.0%
Net 0.0%0.0%0.0%0.0%

About the vault

Executing a systematic, fully automated multi-strategy L/S approach. Integrating cross-sectional, momentum, and reversal strategies. Targeting Sharpe ~3, APR>100%, DD<20%. Follow for regular updates: https://x.com/allegedalpha

About Lighter

This vault is running on Lighter:

Native perpetual trading pools on Lighter DEX (ZK-rollup).

View all Lighter vaults

Performance metrics

MetricWeekMonth3 months6 monthsYearLifetime
Ranking overall#71#45#63#901#940#964
Ranking on Lighter#8#9#10#13#14#14
Ranking on Lighter#8#9#10#13#14#14
CAGR (net)23.6%95.0%18.5%-0.6%-0.6%-0.6%
CAGR (gross)23.6%95.0%18.5%-0.6%-0.6%-0.6%
Returns (net)0.4%5.6%4.3%-0.3%-0.3%-0.3%
Returns (gross)0.4%5.6%4.3%-0.3%-0.3%-0.3%
Sharpe ratio1.714.201.010.080.080.08
Max drawdown-1.1%-2.9%-8.8%-17.3%-17.3%-17.3%
Volatility12.8%16.2%18.5%21.0%21.0%21.0%
TVL low$516.33K$479.26K$479.26K$0.00$0.00$0.00
TVL high$524.16K$524.16K$619.42K$666.71K$666.71K$666.71K
Share price start (USDC)0.0009933630.0009441850.0009565730.0010000.0010000.001000
Share price end (USDC)0.0009974070.0009974070.0009974070.0009974070.0009974070.000997407
Period data availability8 days31 days91 days160 days160 days160 days
Period start2026-06-042026-05-122026-03-132026-01-032026-01-032026-01-03
Period end2026-06-112026-06-112026-06-112026-06-112026-06-112026-06-11
D

CORE3 risk rating

Risk rating by CORE3 for Lighter. The rating applies to all vaults on this protocol. View full rating on the CORE3 website.

Risk score 87.47
ConfidenceLow
CORE3 rank #1193
Data coverage73.3%
CategoryDecentralized Exchange
Market cap$399.2M

Technical Details

Vault nameAlleged Alpha
Vault addresslighter-pool-281474976625478
Chain Lighter (9998)
Denomination Circle USDC (USDC)
Share tokenAlleged Al
ProtocolLighter
HomepageView vault on protocol website
Current TVL518,432.741 USDC
Peak TVL666,709.044 USDC
Last share price0.001 USDC
Last updated
Last updated block0
Data refreshed at
Data starts2026-01-03 00:00:00 UTC
Fee modeInternalised (performance fee taken from closed positions)
Fees internalisedYes
Featureslighter_native
Flagsperp_dex_trading_vault
Deposit statusOpen
Redemption statusOpen

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