AEGIS Dual-Quant Ensemble
Historical Simulation & Forward Audit Specs
100% frozen parameters. Strict in-sample (2020-2025, 6.0 Yrs) optimization tested against 2026 unseen forward market data (7.0 Mos). Deducting 0.06% real-world exchange slippage and commission.
Comprehensive Multi-Period Performance Matrix
Individual Engines: $400.00 each • Dual Ensemble Total: $800.00 ($400 + $400) • Capital Management: 8.0% Initial Sliding Risk Scale • Exchange Fee: 0.06% Round-Trip Deducted
| Strategy / Engine Model | [Period 1] 6-Yr Simulation (2020~2025 Net ROI) |
[Period 1] 6-Yr MDD / Trades |
[Period 2] 2026 Forward (7-Month Unseen ROI) |
[Period 2] 2026 Forward MDD / Trades |
2026 Forward Win Rate / PF |
Institutional Key Assessment |
|---|---|---|---|---|---|---|
|
[1] 1H Champion Velocity
AEGIS_1H_CHAMPION (Seed: $400)
|
+19,426.82%
$400 → $78,108
|
-24.91%
209 Trades
|
+161.17%
$400 → $1,044.68
|
-24.28%
37 Trades
|
48.65%
PF 1.69
|
Maximum Alpha Velocity Captures explosive momentum bursts and high-velocity trend expansions with precision volatility trailing. |
|
[2] 4H Dream Capital Guard
AEGIS_4H_DREAM_19MDD (Seed: $400)
|
+15,664.31%
$400 → $63,058
|
-24.48%
199 Trades
|
+66.24%
$400 → $664.96
|
-19.11%
< 20% Dream Defense
|
43.48%
PF 1.68
|
-19.11% drawdown, out of sample Macro trend filter, measured through 7 months of unseen 2026 data. |
|
[★] 50:50 Dual Ensemble Blend
AEGIS_DUAL_ENSEMBLE ($400 + $400 = $800)
|
+17,545.72%
$800 → $141,166
|
-21.40%
Sharpe 2.38
|
+113.71%
$800 → $1,709.68
|
-16.85%
Lowest Drawdown
|
46.67%
PF 1.88
|
Sharpe 2.38 over the 6-year simulation Weakly correlated 1H and 4H models: the blend rode smoother than either alone. PF 1.88, -16.85% drawdown in 2026. |
Three Pillars of Algorithmic Capital Defense
🛡️ Consecutive Loss Streak Breaker
Automatically slashes per-trade risk allocation by 50% immediately upon two consecutive adverse stops, insulating capital during sideways chop and high-frequency whipsaws.
📉 Sliding Capital Risk Scale
Systematically steps down per-trade exposure as account balance expands ($400 seed runway at 8.0% up to $800 threshold: 8.0% → 7.2% → 6.4% → 5.6%), preventing geometric drawdown and locking in compound gains.
🔒 Hardware Emergency Halt
AWS server-isolated telemetry monitor that halts automated execution if exchange latency or slippage exceeds safety bounds, which reduces the risk of a runaway loss. It cannot rule one out.
Experience 24/7 Institutional Telemetry in Real-Time
Observe live trailing risk cushions, gold monetary convergence, and real-time options microstructure on our live terminal.