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

🏆

Share token price

Alleged Alpha
BTC
ETH

Other metrics

3M Sharpe
-1.2
3M volatility
41.2%
Age*
0.6 years
Maximum drawdown
-27.6%
CORE3 risk
C
Lockup period
5m
Denomination

Performance and fees

1M3M6M1YLifetime
Gross Gross -86.3% -44.2% -35.3% -27.4% -27.4%
Performance fee Performance 25.0%25.0%25.0%25.0%25.0%
Management fee Management 0.0%0.0%0.0%0.0%0.0%
Deposit fee Deposit 0.0%0.0%0.0%0.0%0.0%
Withdrawal fee Withdrawal 0.0%0.0%0.0%0.0%0.0%
Net Net -86.3% -44.2% -35.3% -27.4% -27.4%

Internalised fees are reflected in the share price. One-time deposit and withdrawal fees may still affect net returns.

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

Curated by Alleged Alpha

This vault is curated by Alleged Alpha.

Alleged Alpha runs a systematic, fully automated multi-strategy long/short trading vault.

View all Alleged Alpha vaults

Running on Lighter protocol

This vault is running on Lighter:

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

View all Lighter vaults
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CORE3 risk rating

C
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Risk rating by CORE3 for Lighter. CORE3's Probability of Loss is a protocol-level risk measure. It does not assess the performance of this individual vault.

Probability of Loss 57.54
ConfidenceModerate
CORE3 rank #809
Data coverage73.3%
CategoryDecentralized Exchange
Market cap$923.3M

Risk score by category

Sub-scores run 0–100 — lower is better.

  • Security 24
  • Financial 40
  • Operational 32
  • Reputational 27
  • Regulatory 55
View full rating on the CORE3 website

Returns and period details

MetricWeekMonth3 months6 monthsYearLifetime
Ranking overall#1149#1159#1172#1193#1182#1233
Ranking on Lighter#22#22#19#19#18#18
Ranking on Lighter#22#22#19#19#18#18
CAGR (net)-100.0%-86.3%-44.2%-35.3%-27.4%-27.4%
CAGR (gross)-100.0%-86.3%-44.2%-35.3%-27.4%-27.4%
Returns (net)-18.0%-15.1%-13.4%-19.3%-18.4%-18.4%
Returns (gross)-18.0%-15.1%-13.4%-19.3%-18.4%-18.4%
Sharpe ratio-6.66-2.54-1.18-1.19-0.88-0.88
Max drawdown-18.9%-18.9%-20.3%-20.3%-27.6%-27.6%

Technical Details

Vault nameAlleged Alpha
Vault addresslighter-pool-281474976625478
Chain Lighter (9998)
Denomination Circle USDC (USDC)
Exchange rate used1 USDC = $1.0000
Share tokenAlleged Al
ProtocolLighter
HomepageView vault on protocol website
Current TVL408,847.426 USDC
Peak TVL666,709.044 USDC
Last share price0.001 USDC
Last updated
Last updated block0
Data refreshed at
Data starts2026-01-06 00:00:00 UTC
Fee modeInternalised (performance fee taken from closed positions)
Fees internalisedYes
Featureslighter_native
Flagsperp_dex_trading_vault
Whitelist statusPermissionless
Deposit statusOpen
Redemption statusOpen

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