Research classification: AECQS figures shown on this site are historical backtest and simulated research outputs unless explicitly identified otherwise. They are not audited live fund performance, investor returns, or a guarantee of future results. Nothing on this page is an offer to sell or solicitation to buy a security or investment product.
Research Configurations
Two frozen configurations. One research core.
AECQS research is consolidated into two frozen configurations that share the same futures research core, equity momentum sleeve and validation standard, and differ in risk budget, capital allocation and execution capacity.
Configuration I
AECQS Controlled
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.
Ending value (central)
$1.19B
Hypothetical, modeled $25M account. Costs grow with account size; worst of four settings $1.0B. Reduced capacity-aware component set, NQ opening-drive and livestock sleeves, no volatility overlay.
Active R&D Institutional diligence candidate Prospective validation pending
Configuration II
AECQS Growth
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 Company research · AEC reserved Prospective validation pending
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
How each configuration was tested.
01
Pre-registrationImprovements, cost model and success criteria written and hash-sealed before any result was computed.02
Walk-forward selectionAnchored walk-forward: each year's settings chosen only from data available before that year.03
Realistic costs & capacitySlippage, square-root market impact, margin ceilings, per-order futures limits and equity participation caps applied throughout.04
Overfitting controlsCombinatorially symmetric cross-validation (PBO), deflated Sharpe ratio with every trial counted, and superior-predictive-ability testing.05
Stress batteryThirty-plus scenarios: cost and impact escalation, edge haircuts, missed trades, capacity cuts, market removal, survivorship drag and combined adverse cases.06
Sealed evidenceFrozen policies, trade ledgers and engines are fingerprinted so any forward record can be verified against the tested system.Full statistics under NDA. Beyond the headline figures shown, 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.
Evidence Classification
Keep unlike evidence separate.
Historical Simulation
Backtest outputs generated from historical data under modeled strategy and execution assumptions.
Development Checkpoint
A snapshot of the system at a particular research state; later versions may materially change.
Executed Record
Actual executed trading should be reported separately and only when source records support the claim.
Reporting Policy
Calculated, documented, distributed privately.
Sharpe, Sortino, Calmar, drawdown profiles, rolling return distributions, win rates, trade-level attribution, benchmark statistics, stress results and overfitting diagnostics have been calculated from daily equity curves and trade ledgers using a documented methodology. Because every figure is historical backtest/simulated research, Ascenda distributes them only in institutional research reports to qualified counterparties under NDA, each carrying its research classification and hypothetical-performance disclosures.
They show
How each frozen configuration behaved historically under its modeled costs, capacity limits and walk-forward selection.
They can support
Diligence, comparison between configurations, and the design of prospective shadow and paper validation.
They do not prove
Future profitability, live execution quality at scale, investor returns or persistence in unseen markets.