IMX Quant

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D8 Composite Strategy — Thynk Capital

690% CAGR.
20% Max Drawdown.

Institutional-grade alpha from insurance claims data. Quantitative execution on S&P 500 pharma options, backtested across 11+ years.

784 Total Trades
51.6% Win Rate
~4.2 Sharpe Ratio
11+ Years Backtested

D8 Composite Strategy

A two-tier leveraged options strategy trading S&P 500 pharma constituents, powered by proprietary alternative data from insurance claims volume.

IMX Data

Insurance claims volume aggregated from proprietary sources

Snowflake Pipeline

Real-time data processing and signal computation

Signal Engine

Golden & secondary signal classification with confidence scoring

Trade Execution

Automated options execution with risk management overlay

Signal Tiers

Golden Signal
10x leverage 80% capital commit
Secondary Signal
6x leverage 60% capital commit

Trade Cycle

MON Entry
TUE Hold
WED Hold
THU Exit

Scale-In Execution

09:35 ET
40%
10:15 ET
30%
11:00 ET
30%

Backtest Results

V5 Full strategy performance across 11+ years of historical data. All numbers from verified backtests on S&P 500 pharma constituents.

CAGR 690% Compound Annual Growth
Max Drawdown 20.2% Peak to Trough
Win Rate 51.6% Across 784 Trades
Sharpe Ratio ~4.2 Risk-Adjusted Return

Growth of $100K

2015–2025

Annual Returns

V5 Full

Monte Carlo Simulation

Confidence Bands
CAGR Range
578%
836%
Max DD Range
17%
28%

Feature Evolution

V4.3 → V5
Configuration CAGR Max DD Win Rate Trades
V4.3 Base (1-pos, flat 1% stop) 548% 35.4% 44.0% 405
+Multi-Position (3) 520% 24.0% 43.4% 784
+Vol-Adjusted Stops 517% 32.7% 45.1% 405
+Scale-In (3 tranches) 704% 32.5% 47.4% 405
+Re-Entry (max 2) 730% 30.9% 50.5% 405
V5 FULL (all features) 690% 20.2% 51.6% 784

Risk Management

Multi-layered risk controls designed for institutional-grade capital preservation.

Volatility-Adjusted Stops

Dynamic stop-loss levels using 20-day lookback with 0.6x multiplier, bounded to 0.5%–2.0% range. Adapts to current market conditions in real-time.

20-day lookback 0.6x multiplier 0.5%–2.0% range

Circuit Breaker

Automatic leverage reduction when portfolio drawdown exceeds threshold. Prevents catastrophic losses during extreme market events.

25% DD trigger 50% leverage cut Auto-reset

Multi-Position Diversification

Up to 3 concurrent positions spread across different pharma constituents, reducing single-name concentration risk.

3 max positions Cross-name spread Independent exits

Re-Entry Protocol

Structured re-entry after stop-outs with maximum 2 attempts and 30-minute cooldown periods to avoid whipsaw losses.

Max 2 re-entries 30-min cooldown Reduced sizing

Drawdown Profile

V5 Full — 20.2% Max DD

Infrastructure

Enterprise-grade technology stack built for reliability, speed, and institutional compliance.

Data Layer
IMX Data Feed Insurance Claims API Market Data
Signal Engine
Snowflake Pipeline Signal Classification Confidence Scoring
Risk Manager
Vol-Adjusted Stops Circuit Breakers Position Limits
Execution
Options Router Scale-In Engine Fill Monitoring
< 50ms

Signal-to-order latency

99.97%

System uptime (trailing 12mo)

24/7

Automated monitoring & alerts

SOC 2

Compliance-ready infrastructure

Request Demo Access

Schedule a walkthrough with our team to see live strategy performance, risk analytics, and platform capabilities.

info@thynkcapital.com
Thynk Capital