Glixi TOP-10 PRO is an institutional-grade multi-asset ensemble — seven production blocks plus a Markov-style regime overlay, validated across 5.77 years walk-forward out-of-sample. Real strategy. Real capital. Every position visible.
Each block is an independent quantitative strategy with its own signal, universe and rebalance cadence. Ledoit-Wolf shrinkage combines them into a single portfolio — diversification across signal types, asset classes and time horizons.
Every block in production has passed four independent statistical gates. Discovery uses walk-forward design from day one; in-sample and out-of-sample halves never overlap; multiple-testing bias is controlled at the Deflated Sharpe level.
87,000+ backtest configurations across 11 systematic concepts and 96 instruments. Walk-forward 50/50 in-sample/out-of-sample design enforced from day one.
López de Prado (2014) Deflated Sharpe Ratio with Bonferroni correction controls for multiple-testing bias. 383 strategies clear DSR ≥ 0.99 threshold.
Ledoit-Wolf covariance shrinkage replaces unstable sample covariance. 15% concentration cap per block prevents single-strategy dominance. SLSQP-optimized weights.
Markov-switching regime detection (BULL/NEUTRAL/BEAR) modulates aggregate exposure. Dynamic 10% volatility target ensures stable risk profile across regimes.
Walk-forward analysis re-fits portfolio weights every 63 trading days using the prior 504 days, then evaluates the next 63 days completely unseen. Monte Carlo bootstrap on 5,000 paths quantifies tail-risk distribution.
$1,000,000 paper account at Interactive Brokers. Every weekly rebalance is auditable. Every position visible. The strategy that runs on this account is the same one in our research repository.
Backtest metrics against publicly reported figures of the leading systematic hedge funds. Peer numbers are long-term industry estimates from disclosed filings and academic literature. Glixi figures are 2017–2026 backtest with walk-forward OOS validation.
| Fund / Strategy | Sharpe | Annual | Max DD | Calmar | AUM |
|---|---|---|---|---|---|
| Glixi TOP-10 PRObacktest / WFA OOS | 4.08 / 3.73 | +56.5% | −4.4% | 12.84 | $1M paper |
| Renaissance Medallioninternal | ~2.5* | +39% net | ~−10% | ~3.9 | $10B (closed) |
| Citadel Wellington | ~1.8 | +15% | ~−10% | ~1.5 | $65B |
| Millennium Management | ~2.0 | +13% | ~−8% | ~1.6 | $60B |
| D.E. Shaw Composite | ~1.5 | +12% | ~−10% | ~1.2 | $55B |
| Two Sigma Compass | ~1.2 | +9% | ~−12% | ~0.8 | $60B |
| Bridgewater Pure Alpha | ~1.0 | +10% | ~−20% | ~0.5 | $80B |
| AQR Absolute Return | ~0.6 | +6% | ~−25% | ~0.2 | $145B |
| S&P 500 Total Return | ~0.5 | +10% | −55% (2008) | ~0.2 | index |
* Renaissance Medallion long-term Sharpe estimated 2.5; early years (1990s) reported above 6. Peer figures: 10-year industry averages from public 13F filings, Form ADV disclosures, Eurekahedge, HFR. Glixi figures: backtest 2017–2026 with walk-forward OOS. Live forward performance pending. Realistic live haircut estimate: Sharpe 1.8–2.5 after frictions.
Whether you're a family office allocating institutional capital or an individual investor seeking systematic exposure, Glixi offers a transparent route to participate.
Direct exposure through your existing IBKR account via copy-trading or sub-advisor arrangement. Full transparency, weekly reporting, custom risk parameters.
Subscribe to our DARWIN once approved by Darwinex (linking submitted June 2026). Small minimums, full liquidity, copy-trading from your own broker account.