Common questions from allocators and HNW investors

QENTARI is a quantitative solutions firm running systematic, rules-based equity strategies on independent live accounts. We publish live track records, positions, and order history for full institutional transparency.

HNW individuals (minimum $250K), family offices (minimum $5M), and institutional allocators such as funds of funds and pensions (minimum $25M). All strategies are open to accredited and institutional investors subject to vehicle and jurisdiction.

QENTARI was formed in December 2025. The flagship Alpha model began live execution on Alpaca on 16 January 2026. Bravo Balanced and Bravo Aggressive began live execution on 12 June 2026.

$250,000 for HNW individuals via separately managed account. $5M for family-office mandates. $25M for institutional / fund-of-funds mandates. Custom vehicles and structures are available above $25M.

Indicative terms: 2.00% management / 20% performance for HNW; 1.50% / 15% for family office; 1.00% / 10% for institutional. All performance fees are subject to a high-water mark and a 3–5% hurdle.

HNW and family-office mandates have a 12-month soft lockup with monthly redemption and 5-day notice. Institutional mandates are negotiated without a lockup by default.

Per-sleeve capacity is $5M (HNW), $25M (family office), and $50M (institutional). Capacity is monitored live; once a sleeve nears its capacity we close it to new capital rather than dilute edge.

HNW: monthly NAV statement + monthly performance tear-sheet. Family office: monthly statements with weekly intraperiod performance flash. Institutional: weekly detailed performance attribution, monthly ILPA-format statement, plus quarterly review calls.

Yes. The public /track-record page shows live positions, fills, and benchmark comparison for all three models in real time. Allocators receive a read-only viewer into the underlying Alpaca account.

Live performance is sourced directly from the broker API. The /api/portfolio routes return broker-sourced equity, positions, and order data. Backtests are hypothetical and clearly labelled as such. Methodology: /methodology.

Equity drawdown risk, model risk, execution risk, and operational risk. Each model uses position-size limits, sector caps, and a daily risk check before orders are sent to Alpaca. Full risk disclosures are in the Terms of Service.

Yes. All backtested returns shown on the site are hypothetical and were generated by applying the model to historical data. They do not represent actual trading and may not reflect the impact of slippage, fees, or market liquidity. Live returns are reported separately and sourced from the broker.

No. We consider backtest verification hashes and "verified results" claims to be misleading proprietary IP. Live broker-sourced data is published; backtest methodology is available under NDA to qualified allocators.

Live execution runs through an independent broker API. At fund launch (Q4 2026), custody will move to an independent carrying broker. The fund administrator and auditor will be appointed at launch.

QENTARI is a quantitative solutions firm in pre-launch formation. We are not currently registered as an investment adviser. Regulatory registration and fund structure will be finalized before accepting external capital. This site is for informational diligence only.

Live returns are simple cumulative returns from broker-reported account equity, gross of fees. See our performance methodology page at /methodology for full disclosure including benchmarks, Sharpe calculation, and backtest splice details.

QENTARI principals may trade the same systematic strategies in proprietary live accounts whose performance is published on this site. Allocator mandates would be managed under separate legal documentation with disclosed terms.

Mandates are intended for accredited investors and institutional allocators meeting applicable eligibility requirements. Submit an inquiry at /investors with accreditation confirmation; we do not accept subscriptions through this website.

QENTARI Bravo Balanced and Bravo Aggressive entered a defensive cash position in mid-July after a drawdown tripped our v34d profit-locked floor risk manager. The floor locks in 90% of live peak equity and moves to 0% exposure when breached; the model re-enters automatically once equity recovers to peak × 0.92. On 23 July 2026, after the v34d cycle completed, we performed a one-time manual risk-baseline reset for both Bravos so they could re-engage in the live market without waiting for an artificial recovery. Trades from 23 July forward use the new baseline; the equity curve on each Bravo page still reflects the pre-reset history, and a "Risk baseline reset" notice is shown above it.