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.
System Architecture
Seven engines. One governed research pipeline.
AECQS separates discovery, implementation, market-state intelligence, signal construction, portfolio controls, execution assumptions and validation so each layer can be tested and challenged independently.
01
Research Engine
Hypothesis generation, feature construction, historical testing and experiment tracking.
02
Strategy Engine
Strategy families, rules, filters, entries, exits, parameters and variant management.
03
Regime Intelligence
Market-state context across trend, volatility, structure, time and participation conditions.
04
Signal & Confluence
Combines independent evidence into rule-based candidate signals and confidence states.
05
Portfolio & Risk
Exposure, sizing, interaction, concentration, drawdown and portfolio-level constraints.
06
Execution Engine
Deterministic order logic with explicit costs, slippage, sizing and implementation assumptions.
07
Validation & Monitoring
Robustness, out-of-sample behavior, stress testing, diagnostics and research-state governance.
Research Domains
Multiple sources of market behavior.
Structure & Liquidity
Price structure, displacement, range behavior, failed continuation, liquidity interaction and location.
Mean Reversion & Distribution
Deviation, normalization, distributional behavior and conditional return-to-location hypotheses.
Order Flow & Volume
Participation, volume concentration and liquidity-response concepts where suitable data is available.
Momentum & Continuation
Persistence, breakout quality, continuation and time-conditioned directional behavior.
VWAP & Market Location
Location relative to volume-weighted reference points, bands and contextual structure.
Strategy Interaction
Portfolio overlap, competing signals, shared risk, correlation and combined-system behavior.
Research Governance
Separate discovery from acceptance.
01
HypothesisDefine the behavior being tested and the conditions under which it is expected to exist.02
ImplementationEncode deterministic rules, data requirements, assumptions and failure conditions.03
Historical TestingMeasure behavior across historical samples without treating gross P&L as sufficient evidence.04
RobustnessChallenge parameters, subperiods, costs, slippage, market states and neighboring implementations.05
Portfolio IntegrationEvaluate strategy interaction, concentration and portfolio-level risk before acceptance.06
MonitoringRetain diagnostic visibility after acceptance; research can be revised, restricted or retired.