Verified Performance
A market-neutral edge, proven out-of-sample.
The Aegium book is long the strongest, short the weakest — net-neutral to the market. Below is its validated backtest (out-of-sample holdout, net of fees & funding) and the live paper track record building from inception. Backtests are not guarantees; we show both, honestly.
Validated backtest
Out-of-sample holdout · 2025-07-22 → 2026-06-15 · net of fees + funding
Total return
+35%
CAGR
+40%
Max drawdown
-7.6%
Calmar
5.27
CAGR ÷ maxDD
Sharpe
3.29
BTC correlation
-0.18
≈0 = market-neutral
Equity curve (holdout, growth of $1)
Over the same window BTC returned -52% — the book delivered +35% with a correlation of -0.18 to it. The return stream is independent of market direction.
Monthly returns (%)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | +1.8 | -1.0 | +8.3 | +9.1 | +10.4 | +0.1 | ||||||
| 2026 | +2.1 | +0.1 | +0.2 | -5.7 | +7.5 | -0.9 |
Live track record · paper, building
Tracking since 2026-06-18 · day 1
Return since start
+0.50%
Live max drawdown
-0.78%
Closed trades
0
Win rate
—
of closed trades
Live equity curve (paper)
Young by design — the book rebalances every few days, so a meaningful live record accrues over weeks and months. This is the real, untouched curve since launch.
Past performance — backtested or live — does not guarantee future results. The backtest is out-of-sample (selected on a separate training period) and net of fees, funding, and slippage, but remains a simulation. The live book is paper-traded. Not financial advice.