Fully automated quantitative trading powered by genetic optimization AI. Consistent returns, capital preservation, and true diversification across every market condition.
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Walk-forward out-of-sample results from October 2023 through present. All figures net of fees, non-compounding account.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annualized Return |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.46 | 4.33 | -2.36 | -4.22 | 4.33 | 14.47 | 5.47 | 2.27 | -1.80 | — | — | 8.75 | 32.70% |
| 2025 | 4.42 | 8.38 | — | 1.22 | -2.31 | 9.51 | -0.07 | 1.47 | -2.72 | 3.87 | 3.00 | 5.60 | 32.34% |
| 2026 | 7.91 | 1.05 | *-13.3 | 10.16 | 2.56 | 4.68 | 6.96 | 39.01% |
Bold = Live Results · Regular = Walk-forward out-of-sample backtest, January 2024 – October 2025 · Non-compounding account. All figures net of fees.
* Over-Exposure Error triggered by the Iran War geopolitical event. Error since has been updated in March 2026
Growth of $100 invested at inception · Hover for details · Click legend to toggle
The research platform generates and validates strategy programs, each asset-class agnostic: a deployment pairs a program with an asset class (ETFs, single stocks, currencies, futures, digital assets).
The flagship program. Multi-timeframe directional trading, currently deployed on a global ETF universe at weekly cadence. Described in detail below.
Systematic option-premium capture on liquid ETFs. Validated through the same research pipeline; deployment is a matter of capital allocation and account setup, not engineering.
Paired long/short and relative-value strategies that hedge out market direction, for mandates requiring lower directional exposure.
Faster-cadence trend program for continuously traded markets. Dry-run validation complete; awaiting go-live.
Digital assets are an asset class, not a strategy: the same programs deploy there through proprietary execution built for decentralized exchanges (complete and tested; no live deployment yet).
Our proprietary self-calibrating machine-learning system processes over 30,000 data points every cycle, continuously evolving to detect market trends before they materialize.
Proprietary models that continuously evolve and self-adapt to shifting market regimes with no manual recalibration required.
Dynamic stop-losses, trailing stops, and trend quality filters work in concert to protect capital in adverse conditions.
ARMA, GARCH, and Markov-switching models combined with ensemble methods for price and volatility forecasting across multiple timeframes.
Institutional-grade execution via QuantConnect, MetaTrader, Interactive Brokers, and Binance across equities, crypto, commodities, bonds, and FX.
Our self-adaptive evergreen strategies are designed to be autonomous, all-weather systems that reliably offer superior absolute returns regardless of market direction.
Max drawdown of just 5.98% vs. Nasdaq's 21.9%. Multi-layer risk management ensures capital preservation in volatile markets.
Proprietary models continuously evolve and self-adapt to shifting market regimes — no manual recalibration needed.
Long/short across equities, crypto, commodities, bonds, and FX — not correlated to a single asset class or direction.
Capped at $20M to preserve alpha. Limited seats ensure the strategy maintains its statistical advantage over markets.
Join a capacity-limited strategy designed for discerning investors who prioritize stability, sustainability, and cutting-edge performance.
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