LIVE · IB Paper · $991,788 SHARPE BACKTEST · 4.077 WFA OOS · 3.73 MAX DD · −4.4% BLOCKS DEPLOYED · 7/10 ENSEMBLE WEIGHT · 89.64% REGIME · BULL NEXT REBALANCE · MON 15:35 CET DARWINEX · LINKING PENDING LIVE · IB Paper · $991,788 SHARPE BACKTEST · 4.077 WFA OOS · 3.73 MAX DD · −4.4% BLOCKS DEPLOYED · 7/10
Awaiting next rebalance
TOP-10 PRO ensemble deploys automatically Monday 15:35 CET via cron. NAV and positions snapshot every 24h at 22:30 CET.
Glixi TOP-10 PRO
7 production blocks · regime overlay · 89.64% ensemble weight · UCITS-mapped
Phase 2 deploying
Days live
0
since first execution
Current NAV
$991,788
Interactive Brokers Paper
Drift vs backtest
z-score:
Live Sharpe (30d)
backtest 4.08 · live haircut 1.8–2.5 expected
MetricLiveExpected
Total return+56.5%/yr
Sharpe (since inception)4.08
Max drawdown−4.4%
Coverage of ensemble89.64%100% (target Phase 3)
Roadmap
From research validation to institutional fund
Research & block validation May 2026
16-block ensemble optimization May 2026
IB Paper deployment ($1M) Jun 4 2026
TOP-10 PRO production rollout Jun 8 2026
Darwinex DARWIN listing Q3 2026
12-month live forward track Q3 2027
Institutional fund launch 2028
Current Positions Read from IB Gateway · DUQ415002
Symbol Quantity Avg Cost Market Value Unrealized P&L
NVDA 568 $218.85 $115,895 −$8,414
GE 258 $326.29 $84,180 $−4
Equity Trajectory Live vs backtest projection

Backtest path shown as 12-month expected trajectory from $1M starting capital (annual compounding at +56.5% target). Live curve activates once TOP-10 PRO deployment completes Monday 15:35 CET.

How to read drift Drift methodology
|z| < 1.0
On track
Live performance within 1σ of expected path. Normal variance.
Action: continue operations
1.0 ≤ |z| < 2.0
Watch
Live performance diverging — within statistical noise but warrants monitoring.
Action: increase review cadence
|z| ≥ 2.0
Divergent
Live performance exceeds 2σ from expected. Material divergence.
Action: review regime + block-level attribution
Continuous
Recalibration
Quarterly walk-forward re-fit. Block weights updated 4×/year.
Source: Phase 21 cluster optimization
Active blocks 7 production + 1 overlay
Block Weight Signal type Status
CALENDAR_P8 21.33% Spread mean-reversion Active
STOCKS_PHASE5 21.33% Swing mean-reversion (50 micro-strats) Active
STOCKS_PAIRS_P7 18.25% Statistical arbitrage (25 pairs) Active
v11_HRP 13.58% Hierarchical Risk Parity (10 ETFs) Active
PAIRS_PHASE4 10.35% Sector pairs trading (UCITS-mapped) Active
STOCKS_PHASE4 8.33% RSI(2) tier-1 mean-reversion Active
CROSS_ASSET_P7 6.83% Donchian 55d cross-asset trend Active
v10_regime overlay Markov-style regime gate ×0.3/0.8/1.2 Overlay