Item 1 — Identifying information
1AFirm
1BContact
Contact and physical address are intentionally omitted in this self-published copy. Provided on request to bona-fide partners.
Item 2 — Material changes
This is the inaugural disclosure. No material changes from a prior version exist.
Item 3 — Type of practice
Single-account proprietary trading research. The firm runs a quantitative composite-scoring engine across equities, fixed income, commodities, FX, options, and digital assets. No external client capital is managed. All shadow-book performance is run on a hypothetical $100,000 notional.
Item 4 — Advisory business
4AServices
- Composite scoring (Strong Buy / Buy / Hold / Sell / Strong Sell) across a curated universe of ~200 tickers spanning 11 asset classes.
- Layer-conditional weighting per (factor × asset class × sector × microsector) using out-of-sample IC.
- Forward-looking forecasts: GBM-derived expected move with confidence interval (p10/p50/p90 cone), regime-persistence, catalyst countdown, lead indicators.
- Trade-grade execution playbook per signal: entry zone, target, stop, expected hold, abort triggers, sizing, when-NOT-to-act rules.
- Tax-aware lot routing (HIFO / LIFO / FIFO / tax-loss-first) and tax-loss harvesting workflow.
- Plain-English translator + curated-link library for every factor and decision.
4BAUM & clients
| Regulatory AUM | $0. No client funds managed. |
|---|---|
| Number of clients | 0. |
| Number of accounts | 1 (proprietary). |
| Internal notional capital | $100,000 (shadow book). |
Item 5 — Fees & compensation
No external fees. Internal cost basis assumes 5 bps round-trip transaction cost in the shadow book to keep returns realistic. The firm receives no payment-for-order-flow, no soft dollars, and no referral compensation.
Item 6 — Performance-based fees & side-by-side management
Not applicable.
Item 7 — Types of clients
None. No advisory relationship is offered to retail or institutional clients at this time.
Item 8 — Methods of analysis, investment strategies & risk of loss
8AMethods
- Quantitative composite scoring across a registry of ~150 factors, blended via IC-derived per-layer weights.
- Walk-forward purged cross-validation for factor-IC measurement (no train/test leak).
- Family-coherence guard prevents 2× and −1× same-underlying both ranking top simultaneously.
- Regime-aware scaling (risk-on / risk-off / transition) with measured persistence τ.
- Closed-form prescience: GBM forecast + AR(1) half-life + factor-blended drift → p10/p50/p90 cones.
- Cointegration testing (Engle-Granger ADF on residuals) for spread mean-reversion pairs.
8BStrategies
Strategy library is composable; signals route to paper-broker shadow books that are hash-chained to the attestation log. Real-broker submission is gated behind a kill-switch + dead-man + reconcile sequence and is currently disabled.
8CRisk of loss
All investing involves risk of loss, including loss of principal. Past performance is no guarantee of future results. The composite is built from time-weighted returns of a hypothetical book; live trading would incur additional friction (impact, queue priority, custody, tax) not fully modelled. Specific risks include: model risk (overfitting), regime-change risk (factor decay), liquidity risk (illiquid microsector tails), leverage drag (on daily-reset products), and operational risk (broker, custodian, software).
Item 9 — Disciplinary information
None.
Item 10 — Other financial-industry activities & affiliations
None.
Item 11 — Code of ethics, participation in client transactions & personal trading
The firm does not transact in client accounts (none exist). Proprietary trades are recorded to the attestation chain; the chain is publicly verifiable from /audit via "Verify chain". A documented kill-switch and reconcile flow halts new orders on any reported broker mismatch.
Item 12 — Brokerage practices
Shadow-book execution uses synthetic mid-quote with 5 bps round-trip cost. No real-broker connections are active. Capability flags exist for IBKR, Coinbase, Coinbase Derivatives, Gemini, Chase, JPMorgan, TD Ameritrade — all currently route to paper.
Item 13 — Review of accounts
Daily attribution is computed and persisted. Quarterly GIPS-aligned presentation is generated at /audit-quarterly and signed via the attestation chain.
Item 14 — Client referrals & other compensation
None.
Item 15 — Custody
The firm does not have custody of any client funds or securities (no clients).
Item 16 — Investment discretion
Not applicable.
Item 17 — Voting client securities
Not applicable.
Item 18 — Financial information
The firm does not require prepayment of fees, has no financial condition that would impair its ability to perform contractual obligations, and has not been the subject of any bankruptcy proceedings.
Disclosures
Attestation
Methodology & rigor
Form-ADV style: this disclosure follows the SEC Form ADV Part 2 Brochure structure (items 1-19) as a research convention. Trading Hub is not an SEC-registered investment adviser; this document does not satisfy any actual filing requirement.
Why publish anyway: institutional-style disclosure is the gold standard for transparency. Even though we have no fiduciary obligation, publishing the same items a registered RIA would publish lets users audit firm structure, conflicts, and methodology against the same yardstick used for billion-dollar advisers.
Reference: SEC Form ADV instructions (sec.gov/about/forms/formadv.pdf) and Investment Advisers Act of 1940. North American Securities Administrators Association (NASAA) Model Brochure Rule for Part 2 structure.
Limitations: items reflect current state at generation time; material changes are flagged in Item 2 but no SLA on update cadence; fee structure is research-mode (no client funds custody).
See: AI & methodology hub · Scoring Model Card · Playbook (5 gates)