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Generated 2026-07-21 · Aegis (v14), then in production · no re-tuning
We re-ran the AQMath Shield as it then shipped (Aegis v14) on a fresh batch of coins — includingATH, SUI and XMR, which were never used to build or tune the model. The question: on coins it has never seen, does the Shield still do its job — cut the deep crashes while keeping healthy long-run growth? Across182equal-weight baskets (3-, 4- and 5-coin combinations) plus dead-coin and short-history stress cases, the answer is yes.
Each basket is an equal-weight mix rebalanced on the same schedule, with an identical $1,000 start and $100 monthly top-up for both the Shield and plain Buy & Hold. Nothing about the model was changed, re-fit or re-tuned for these coins — it is the exact configuration that was running in production when this report was generated on 2026-07-21. That makes this a clean out-of-sample read, not a backtest polished after the fact. Proteus (v18) has since replaced Aegis (v14) as the live engine, so every figure on this page is v14's, not the current production engine's.
Simulated results — no real money. Every figure on this page comes from backtests and from a paper-trading log: a simulation that runs against live market data with virtual capital. No client funds were ever invested, no orders were ever placed, and the numbers exclude slippage, spreads and taxes, but do include a simulated 0.1% exchange fee on every rebalance, DCA buy and redeployment — charged to the Buy & Hold benchmark on the same basis. Simulated and past performance is not a reliable indicator of future results. AQMath is software, not investment advice, and does not manage money on your behalf.
The full test report for the previous unseen-token run — methodology, all 16 baskets, dead-token stress cases and caveats — is published at Research & Validation.
PROTEUS (v18) IS LIVE The backtest now runs Aegis (v14) and Proteus (v18) side by side on identical terms. Proteus (v18) uses volatility-scaled adaptive thresholds that auto-tune to both calm large-cap baskets and high-vol alt baskets. Proteus (v18) is the production engine. Aegis (v14) is its fixed-threshold predecessor and still runs as a fallback for portfolios too young to warm the adaptive threshold.
--changelogengine change log · click to expand
Change log. A dated record of engine updates, so any result you see can be traced back to the exact version that produced it.
2026-09-08Proteus (v18) is the production engine. The volatility-adaptive shield now runs on real portfolios; Aegis (v14) remains only as a warm-up fallback for portfolios with too little history to calibrate an adaptive threshold. This page's copy had kept describing Proteus (v18) as a test candidate and has been corrected. Results published before this entry were produced by Aegis (v14) and are labelled as such wherever they appear.
2026-09-07Engines get product names: Aegis (v14) and Proteus (v18). Naming only — every formula, preset, frozen weight and result is unchanged, and the version numbers stay in telemetry so any figure still traces to the exact engine that produced it.
2026-09-03Backtest now runs Aegis (v14) + Proteus (v18); v15 and v16 retired. The backtest tab now compares Aegis (v14) (production fallback) and Proteus (v18) (vol-scaled adaptive test candidate). v15 (CORR regime) was retired because its correlation-rank signal needed more history than the production 180-day window provided (MaxDD 37.6% on MAJORS vs Aegis (v14)'s 25.7%). v16 (trough-tranche) was retired because Proteus (v18)'s vol-scaled approach outperformed it on both profiles. Aegis (v14) is unchanged.
2026-08-12Backtest tab now runs all three engines on the production macro loop. Every backtest and WF-grid run now executes Aegis (v14), v15 and v16 side by side on identical basket, capital and DCA terms, and the basket follows the same 180-day macro loop as production (a KKT risk-parity re-optimisation every 180 days). Aegis (v14) is unchanged.
2026-08-12v16 Beta experiment started (parallel paper trading). A third paper account running the new trough-tranche recovery shield (v16) is now logging next to the Aegis (v14) and v15 logs so all three can be compared on identical terms. Nothing in Aegis (v14) or v15 was touched — their engines and their logs continue exactly as before.
2026-08-05v15 Beta experiment started (parallel paper trading). A second paper account running the new correlation-regime protection (v15) is now logging next to the Aegis (v14) log so the two can be compared on identical terms. Nothing in Aegis (v14) was touched — its engine and its log continue exactly as before.
2026-07-21Engine settings frozen (Aegis v14.0). The modulator's settings were locked on this date. Every result from this day onward comes from this exact, unchanged engine.
2026-07-21Recurring contribution can be zero. You can now set the DCA Amount to 0 to test a one-time, lump-sum start. Earlier results are unaffected.
182
baskets tested
3-5 coin equal-weight combos
100%
cut the crash
smaller max drawdown vs holding (182/182)
-45 pp
median crash cut
typical drawdown reduction
1.40x
median end value
vs buy & hold, same DCA
Stress cases
Harder tests: a dead coin (CEL / Celsius, collapsed 2022), a very short history (PYTH), and the full 13-coin basket. Lower drawdown is better.
Basket
Shield DD
Hold DD
Crash cut
Shield Calmar
Hold Calmar
Days
SOL/SUI/DOGE/CEL(dead)
20.4%
72.4%
+52.1 pp
1.07
0.13
1173
ATH/SOL/PYTH(short)
11.9%
67.5%
+55.6 pp
0.00
-0.46
767
BTC/ETH/XMR/CEL(dead)
24.0%
67.3%
+43.3 pp
1.05
0.61
2837
ALL 13 tokens
15.1%
47.5%
+32.4 pp
0.33
-0.20
767
How to read this
Drawdown is the worst peak-to-trough drop — how much your balance fell at the scariest moment.
Calmar is annual return divided by that worst drawdown — higher means more reward for each unit of pain. It improved on every basket.
Shield — Aegis (v14) is the live production model; Buy & Hold just holds the same coins with the same monthly buys.
These coins were not used to design the model, so this is a genuine out-of-sample check, not a curve-fit.
Bottom line
On coins the model had never seen before, the Shield cut the worst drop inevery single basket— a typical crash cut of roughly45 percentage points— while still compounding to a median1.40xthe end value of simply holding. It trades a sliver of the wildest upside for far shallower, shorter drawdowns, which is exactly the job of a risk shield: keep you in the game through the crashes so the recoveries actually count.
Past performance does not guarantee future results. Educational backtest on historical data; not financial advice. Aggregate: median crash cut -45 pp (range -23 to -59 pp), Calmar improved in 182/182 baskets, Sharpe improved in 172/182.
Live Paper Trading — Forward Log
Dual-speed engine on the ATH/SUI/XMR/SOL/DOGE basket: the strategic (KKT/ERC) optimizer ran once and its base weights were frozen on 2026-07-21 — it is deliberately NOT re-run daily. Every evening after the daily close, only the fast loop runs: fetch clean prices, apply the frozen weights, let the Aegis (v14) Deleverage Shield adjust risky exposure, and append one point to this curve. Next strategic re-optimisation: 2027-01-17 (180-day cycle). Same $1000 start + $100/30d DCA schedule as the study above.
$3,501
virtual equity
as of 2026-09-10 · $3,700 invested since 2024-06-13
$2,357
buy & hold benchmark
same $3,700 invested · max drawdown 63.1%
18%
risky exposure
shield active (defensive) · shield dial 27%
-0.14
Calmar ratio
ann. return / max drawdown (17.7%) · since 2024-06-13 · B&H: -0.29
-0.23
Sharpe ratio
risk-adjusted, 5% risk-free · since 2024-06-13 · B&H: -0.33
51
forward days
logged since the freeze — no re-tuning
2027-01-17
next re-optimisation
macro loop, 180-day cadence
Paper trading — no real funds. Telemetry generated 2026-09-10 by the daily loop (Aegis v14.0 deleverage, weights v1 frozen 2026-07-21). Past performance does not guarantee future results; not financial advice.
