Dashboard
Today's Signal
Updated as at market close · —
AEGIS
Holding
YTD Return
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ITD CAGR
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Current Weights
SPY
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GLD
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BIL
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Rider
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EIDOS
Holding
YTD Return
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ITD CAGR
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Current Weights
SPY
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GLD
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TLT
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BIL
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Signal
AEGIS Signal
PRISM Regime Signal
Composite probability — drives portfolio allocation
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Market Momentum
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Credit Risk
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Left Tail Risk
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VAMS Riders
XOP
Energy — Oil & Gas Exploration
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KBE
Financials — Regional Banks
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Performance
Returns & KPIs
AEGIS versus SPY. Inception: January 2018. Calculations conform to GIPS and BarclayHedge CTA reporting standards.
Cumulative Returns
| Period | AEGIS | SPY | Edge |
|---|---|---|---|
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Annual Returns
| Year | AEGIS | SPY | Edge |
|---|---|---|---|
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Risk Metrics
All metrics ITD unless noted.
| Metric | AEGIS | SPY | Edge |
|---|---|---|---|
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Operational Metrics
| Metric | AEGIS |
|---|---|
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Portfolio
Asset Allocation
Historical portfolio states. One row per rebalancing event — identical consecutive allocations are consolidated.
| Rider | ||||||||
|---|---|---|---|---|---|---|---|---|
| Date | Regime | SPY | GLD | BIL | XOP | KBE | Days | Trigger |
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EIDOS
EIDOS Signal
Regime Stability
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Performance
Returns & KPIs
Eidos versus SPY. Inception: January 2018. Calculations conform to GIPS and BarclayHedge CTA reporting standards.
Cumulative Returns
| Period | Eidos | SPY | Edge |
|---|---|---|---|
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Annual Returns
| Year | Eidos | SPY | Edge |
|---|---|---|---|
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Risk Metrics
All metrics ITD unless noted.
| Metric | Eidos | SPY | Edge |
|---|---|---|---|
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Operational Metrics
| Metric | Eidos |
|---|---|
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Portfolio
Asset Allocation
Historical portfolio states. One row per rebalancing event — identical consecutive allocations are consolidated.
| Date | Regime | SPY | GLD | TLT | BIL | Days | Trigger |
|---|---|---|---|---|---|---|---|
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