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Automatically updated after DCA distribution.
AQMath runs institutional-grade portfolio math on a secure backend engine — Risk Parity, KKT optimization, and volatility-weighted DCA. No accounts, no guesswork.
A simulation of the exact cycle the engine runs on our backend: recompute the covariance matrix, read the drawdown / downside-volatility regime, scale exposure continuously. Every number shown is real — taken from the 8.7-year, 5-token validation backtest.
A privacy-first quantitative rebalancer for passive crypto investors.
AQMath is a quantitative portfolio rebalancer built for passive crypto investors.
It combines institutional-grade mathematics — Risk Parity, Karush-Kuhn-Tucker (KKT) optimization, and volatility-weighted Dollar-Cost Averaging — to keep your portfolio balanced without emotion, guesswork, or centralized data collection.
Non-Custodial Math Processing. Your portfolio data is sent only during DCA/Optimize and never persisted. No accounts. No tracking. Just math.
1. Add your tokens and target allocations (or let the engine calculate them using 180-day historical volatility).
2. Click SYNC to get live prices — spot prices come from Binance’s public market data, with CoinGecko as automatic fallback. Read-only market data: no API keys, no account linking.
3. Use DCA Distribution to invest new capital only into underweight tokens, filtered by volatility and trend.
4. (Black) Run the AQMath Engine to re-compute optimal weights using full covariance matrix and KKT projection.
Most portfolio tools either collect your data or offer only basic rebalancing. AQMath is different:
→ Institutional-grade math (same concepts used by multi-billion funds)
→ Non-Custodial — your portfolio stays in your browser’s localStorage, backend processing is ephemeral
→ Transparent, auditable logic (no black boxes)
→ €999 / year — transparent pricing, processed via USDC & EURC
Your balances are ephemeral — processed in-memory, never stored. No exchange API keys required. No data to sell.
Every cycle ends the same way: investors ride the rally, freeze in the crash, and sell the bottom — not for lack of intelligence, but because emotion always outruns discipline. AQMath removes emotion from the loop. While others refresh charts at 3 AM, your portfolio is already de-risking itself: as drawdown deepens and downside volatility rises, exposure scales toward stablecoins — automatically, continuously, by math you can audit line by line.
v14.0 scales exposure continuously off rising drawdown and rising downside volatility — no indicators, no timers, no correlation gate. It ramps exposure toward its target steadily in either direction, and uses threshold rebalancing.
Across an 8.7-year, 5-token backtest (ADA/BNB/ETH/XRP/XLM) the modulator held peak drawdown to 35.0% versus 83.8% for Buy & Hold, and beats Buy & Hold on Sharpe (0.93 vs 0.75) at 32.9% CAGR. On a sealed out-of-sample second half never used to pick the preset it still roughly halved drawdown (~24% vs ~63%) at a higher Sharpe (0.48 vs 0.37). v14 adds threshold rebalancing (only trades when target exposure drifts > 8%), cutting rebalances ~64%. Backtest basket is survivor tokens; past results don't guarantee future performance.
--run-the-backtestThe covariance matrix runs on our secure backend. All computation is stateless — data is processed in-memory and discarded immediately. Nothing is written to disk.
event_date/date/Date) + price column (close_price_usd/Close/price). Equal-weighted portfolio.
| Date | Day | Event | Drawdown | DS Vol | Exposure | USDC | Detail |
|---|
We re-ran the shipped AQMath Shield on a fresh batch of coins — including ATH, 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? Across 182 equal-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 running in production today. That makes this a clean out-of-sample read, not a backtest polished after the fact.
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 |
On coins the model had never seen before, the Shield cut the worst drop in every single basket — a typical crash cut of roughly 45 percentage points — while still compounding to a median 1.40x the 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.
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 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.
What the paper account holds at the last close (2026-07-25): the frozen base weights sized by the Shield's current risky exposure. The rest is parked in stablecoin.
| Asset | Frozen weight | Close price | Quantity | Value | % of equity |
|---|---|---|---|---|---|
| DOGE | 32.7% | $0.07 | 3017.362401 | $209.95 | 6.4% |
| SUI | 25.6% | $0.71 | 231.244753 | $164.37 | 5.0% |
| XMR | 23.9% | $365.52 | 0.419454 | $153.32 | 4.6% |
| SOL | 17.8% | $73.91 | 1.55113 | $114.64 | 3.5% |
| ATH | 0.0% | $0.00 | 0 | $0.00 | 0.0% |
| USDC (stablecoin) | — | $1.00 | 2,662.01 | $2,662.01 | 80.6% |
Paper trading — no real funds. Telemetry generated 2026-07-25 by the daily loop (deleverage v14.0, weights v1 frozen 2026-07-21). Past performance does not guarantee future results; not financial advice.
