Defensive portfolio
Aegis
Aegis brings together two strategy sleeves. It lets us examine concentration within a smaller combination; fewer components do not establish that a portfolio is safe.
Names identify our research structures. They are not risk ratings, suitability assessments or recommendations to allocate money.
Weekly track record
Weekly normalized $10,000 portfolio path
The line shows completed Friday balances only. Switch between 1M, 3M and the complete record; the published figures below remain based on the full position-by-position sequence.
Move across the chart, tap a point, or focus a point and use the arrow keys.
Normalized $10k balanceAegis
Not enough history
The line shows completed Friday balances only. Switch between 1M, 3M and the complete record; the published figures below remain based on the full position-by-position sequence.
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Weekly balance decline from the running peak
Calculated from the displayed weekly balances. This coarser series is not the official maximum drawdown and does not measure intraday equity risk.
iAll three card charts use the same $10,000 baseline and shared vertical scale. They are sampled at Friday end-of-week balance for readability. Published 1M, 3M, since-start and Max Balance Drawdown figures are calculated from the complete normalized closed-position sequence. Historical performance is not a forecast or guarantee.
Max Balance Drawdown is based on the normalized closed-position balance sequence; it does not represent worst intraday floating exposure.
The question we investigate
What we review together
Shared exposure
Different algorithms can still hold the same market direction at the same time. We examine position timing and common sources of loss.
Risk allocation
A weight affects exposure, not just presentation. We consider position sizing, concentration and drawdown alongside the operational limits of each component.
Periodic review
Monthly rolling-window reviews help organise our observations. Any adjustment needs a reason and a record; recent performance alone is not a reliable selection rule.
Strategy architecture
Public roles, private implementation.
The public view describes the role of each sleeve without publishing exact Expert Advisor identifiers, account routing, or proprietary implementation details.
2Strategy sleeves
Return contribution
Share of the recorded normalized since-start return. This is not a capital-allocation weight.
Public strategy roleReturn contributionPurpose
Core systematic sleeve
54.5%
Primary automated return and stability role
Adaptive multi-market sleeve
45.5%
Independent automated participation across distinct market behaviour
Profile
The question we investigate
Where could the two sleeves become exposed to the same market move?
Review
How it is monitored
Reviewed on completed weekly data, with official risk statistics recalculated from the full normalized position sequence rather than from the smoother weekly chart alone.
Portfolio FAQ
Short answers
Why does Aegis use only two public sleeves?
Its purpose is selection rather than maximum breadth. The current definition keeps only the strongest established automated components.
Why does the chart look smoother than individual trades?
The public line uses Friday end-of-week balances. Official return and Max Balance Drawdown still use the complete normalized position sequence.
Does defensive mean low risk?
No. Defensive is relative to the current POLARIS range. Leveraged trading can still produce significant losses.
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Questions
A research question or an engineering brief?
Questions about the design or the software specification are welcome. No account-management or portfolio-access offer is made here.
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