AECQS Research Configurations active R&D · figures will change · prospective validation pending
Controlled Ending Value (central)
$1.19B
Controlled Max DD
within -16%
| Configuration | Status | Design |
|---|
| AECQS Controlled | Institutional diligence candidate | The capital-discipline configuration. Separate futures and equity capital buckets, a cost-survival strategy filter, capital-scaled futures sizing under per-order and margin limits, and a two-stage drawdown throttle governed by a hard closed-day drawdown objective. |
| AECQS Growth | Company research · AEC reserved | The growth configuration. The same research core with a wider risk budget, a larger share of futures profits directed to the equity momentum sleeve, and extended execution-capacity levels that step up only when live fills confirm modeled slippage. |
ACTIVE R&D: these figures reflect current research and will change as testing continues. AECQS Growth is highly sensitive to execution cost and concentrated in 2020. HYPOTHETICAL PERFORMANCE — NOT ACTUAL TRADING. Headline figures are simulated backtest results for a modeled $25,000,000 account, September 4, 2012 – September 1, 2026, net of modeled costs, prepared with the benefit of hindsight. They are not actual trading, audited results, investor returns or assets under management. AECQS Growth figures assume extended execution-capacity levels that have not been verified in live trading. Hypothetical results have inherent limitations; no representation is made that any account will or is likely to achieve similar results. Maximum drawdown is measured on closed-day equity. Nothing on this website is an offer or solicitation. Validation standard: Pre-registered hypotheses and cost model; anchored walk-forward selection on prior data only; slippage, square-root market impact, margin and capacity limits; probability-of-backtest-overfitting and deflated-Sharpe testing with every trial counted; 30+ scenario stress battery; hash-sealed policies and trade ledgers. Beyond the figures shown on this page, full AECQS statistics are not published. Institutional research reports for both configurations are provided privately to qualified counterparties under a non-disclosure agreement, with full hypothetical-performance disclosures. All AECQS results are historical backtest/simulated research, not audited or live investment performance, investor returns or assets under management, and nothing on this website is an offer or solicitation.
Request the research reports →AECQS Results by Starting Balance hypothetical backtest · $1M to $1B
Median of 12 saved core paths, September 4, 2012 – September 1, 2026, net of modeled commissions, exchange fees, slippage and square-root market impact. Fees rechecked against Interactive Brokers published schedules on September 30, 2026; futures-leg commissions modeled at Interactive Brokers published all-in rates (ES $2.24, NQ $2.45 per side). Sortino uses downside deviation with a 0% target. Returns fall as the starting balance rises because market impact and capacity limits bind.
AECQS Controlled active R&D
| Start | Ending value (costs grow with size) | CAGR | Max DD | Worst setting |
|---|
| $1M | $177M | 46% | within -16% | $137M |
| $10M | $717M | 36% | within -16% | $614M |
| $25M | $1.19B | 32% | within -16% | $1.00B |
| $100M | $2.14B | 25% | within -16% | $1.71B |
| $500M | $3.95B | 16% | within -16% | $3.31B |
| $1B | $5.34B | 13% | within -16% | $4.60B |
AECQS Growth active R&D
| Start | Ending value | CAGR | Max DD | If costs +25% |
|---|
| $1M | $5.45B | 87% | -34.6% | $4.62B |
| $5M | $12.48B | 77% | -38.7% | $9.11B |
| $10M | $15.02B | 70% | -42.0% | $10.25B |
| $25M | $16.43B | 60% | -46.9% | $10.41B |
| $50M | $14.56B | 51% | -46.1% | $9.14B |
| $100M | $13.22B | 43% | -46.5% | $8.15B |
| $200M | $11.82B | 35% | -46.5% | $7.17B |
| $300M | $11.05B | 30% | -46.6% | $6.64B |
| $500M | $9.95B | 24% | -45.5% | $5.95B |
| $700M | $8.75B | 20% | -46.2% | $5.35B |
| $1B | $7.38B | 16% | -44.0% | $4.74B |
Payout system constant capital, profits withdrawn
| Capital | Controlled / yr | Controlled / mo | Growth / yr | Growth / mo |
|---|
| $1M | $451K | $38K | $1.0M | $0.1M |
| $5M | $2.1M | $176K | $4.7M | $0.4M |
| $10M | $4.0M | $330K | $9.3M | $0.8M |
| $25M | $8.5M | $705K | $21M | $1.8M |
| $50M | $17M | $1.4M | $37M | $3.1M |
| $100M | $32M | $2.7M | $63M | $5.3M |
| $200M | $56M | $4.6M | $102M | $8.5M |
| $300M | $78M | $6.5M | $125M | $10M |
| $500M | $110M | $9.2M | $158M | $13M |
All figures are hypothetical backtest results, not actual trading. Simulated results, net of modeled costs, prepared with the benefit of hindsight; not audited and not investor returns. Median of four walk-forward settings; drawdown on closed-day equity. Controlled and Growth are in active research and development; figures will change as testing continues. Costs grow with account size: market impact is re-charged each day on the current account value, so larger accounts earn lower percentage returns. Controlled ending values are the median of four settings (last column: the worst setting), use a reduced component set chosen for capacity (selected on the same history, about 40+ variants tried), an NQ opening-drive sleeve and a livestock sleeve, with a 16% drawdown limit and no volatility overlay (an earlier overlay was removed after a data-source error was found; see the Controlled summary PDF). Growth (last column: ending value if execution costs are 25% higher) is a research replay with flat exposure set so the worst path stays near a 46.9% drawdown; about 22% of its log growth comes from 2020 and it is highly sensitive to execution cost. Payout rows hold capital constant and withdraw profits. Costs are modeled, not measured from live fills; capacity, margin and survivorship are unverified. Drawdowns shown are single-history values and can be materially larger.