Q1 2026

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NHEST TRADING © 2026
Confidential Institutional Briefing

EXECUTIVE SUMMARY

Reporting Period

JAN 01 - MAR 31, 2026

Net Portfolio Return

+24.82%

Institutional Alpha: +18.4%

Maximum Drawdown

3.14%

Risk Protocol: Within Limits

Sharpe Ratio

3.82

Risk-Adjusted Performance: High

Principal Observations

Q1 2026 was characterized by extreme volatility in the XAU/USD and digital asset sectors. Our systematic models successfully captured the mid-February breakout while maintaining strict drawdown controls during the consolidation phases in early March.

  • Model adaptation to high-interest rate persistence yielded significant alpha in FX majors.

  • Systematic scaling in winning positions contributed to 62% of total quarterly profit.

Equity Growth (Simulation)