Aeon Nimbus Research
Every call published publicly before the outcome is known — entry, target, stop, and position size. Wins and losses on the record. This is what a fund will ask for.
Macro briefs, equity deep dives, geopolitical reads, and central bank analysis — with full thesis before the outcome is known.
Asset allocation dynamic paper fund — macro regime driven, seven asset classes, +28.4% since inception with 1.31 Sharpe.
12 fully systematic strategies across equity and FX — momentum, mean-reversion, and macro regime models.
DCF, Black-Scholes, Kelly sizing, Monte Carlo, portfolio construction, and factor correlation — live in-browser.
Equity deep dives · Macro briefs · Geo/market wraps · Central bank analysis
| Date | Category | Title | Read |
|---|
Every call published publicly before outcome is known. Losses included. Never deleted.
Why this matters: Any analyst can show you winners. The credibility is in publishing every call with position size, stop, and entry — before knowing the outcome — and recording losses with the same transparency as wins. This is what a fund will ask for. Every row here is timestamped on Substack the day it was published.
| Date | Ticker | Direction | Entry | Target | Stop | Size | Horizon | Status | Return | Last Price | ROI |
|---|
Every tool a PM or equity research desk expects fluency in — live, free, open to all.
| Metric | Value |
|---|---|
| Mean terminal price | — |
| Std deviation | — |
| 5th percentile | — |
| Median (50th pct) | — |
| 95th percentile | — |
| P(profit) — above S₀ | — |
| P(> +20%) | — |
| P(< −20%) | — |
| Period | Cashflow | PV of CF | Wt (t×PV/P) | Cumulative Wt |
|---|
| Metric ($M) | Y1 | Y2 | Y3 | Y4 | Y5 |
|---|---|---|---|---|---|
| Click Run Complete Valuation in the Inputs tab first. | |||||
Each cell shows the implied share price under that WACC and terminal growth combination. Base case highlighted in gold. Green = material upside. Amber = near current. Red = downside.
Run valuation in Inputs tab to generate sensitivity tables.
| Company | EV/EBITDA | EV/Revenue | FCF Yield | Rev Growth | EBITDA Margin | Implied Price |
|---|---|---|---|---|---|---|
| Run valuation first. | ||||||
The football field plots all valuation methods on a single axis. The red line is the current share price. The wider the range of methods above the red line, the more asymmetric the upside.
Run valuation first.
Build a mock portfolio to demonstrate portfolio-level thinking — the skill that separates analysts from PMs. Add positions below. The tool calculates total exposure, P&L, long/short split, and remaining risk capacity.
How much capital you allocate to each idea is as important as the idea itself. This tool implements three methods used by professional PMs. Full Kelly maximises theoretical log-wealth; modified Kelly (½ or ¼) controls for estimation error. Fixed-risk anchors size to your stop-loss distance. Conviction-weighted blends both.
Understanding what actually diversifies your portfolio — and what is merely uncorrelated on average but highly correlated in drawdowns — is the core risk skill of a portfolio manager. During risk-off events, correlations spike toward 1.0 across equities and collapse for UST and gold.
Enter current macro indicators to classify the regime and see the historically optimal allocation framework for that regime. This is the systematic macro lens that underlies every allocation decision.
Before spending 10 hours building a model, stress-test the idea against the questions every PM will ask. The best analysts filter ruthlessly before committing time. This tool forces the six questions that distinguish a publishable idea from wishful thinking.
Twelve fully systematic strategies across systematic equity, FX, and commodities — institutional-grade algorithmic systems backtested on 99–100% real tick data across 12+ years of full market cycles.
| Strategy | Type | CAGR | Sharpe | Max DD | Vol | Risk | |
|---|---|---|---|---|---|---|---|
| KAIROS | Market neutral L/S | 13.10% | 1.18 | 15.02% | 11.09% | Low | Reports → |
| KRONOS | Dual-momentum rotation | 20.54% | 1.00 | 25.43% | 20.57% | Moderate | Reports → |
| AEGIS | Market timing | 14.01% | 1.08 | 15.61% | 12.81% | Moderate | Reports → |
| BOREAS | Trend following | 18.17% | 1.04 | 23.55% | 17.55% | Moderate | Reports → |
| PROTEUS | Double layer | 16.83% | 1.07 | 18.23% | 15.74% | Moderate | Reports → |
| TYPHON | Market timing + risk | 44.79% | 1.12 | 42.10% | 39.32% | High | Reports → |
| EREBUS | Double layer + risk | 54.38% | 1.14 | 48.30% | 48.40% | High | Reports → |
* Annualised figures. Historical backtested performance 2006–2026. Past performance does not guarantee future returns. These are quantitative research models, not investment advice or financial recommendations.
| Pair | Type | Sharpe | LR Corr | Max DD | Win Rate | Profit Factor | Recovery | Trades | Tick Quality |
|---|---|---|---|---|---|---|---|---|---|
| USD / JPY | Trend Following | 2.13 | 0.90 | 15.83% | 39.6% | 1.29 | 9.68× | 3,163 | 99% |
| XAU / USD | Mean Reversion | 1.82 | 0.96 | 15.54% | 51.2% | 1.22 | 5.86× | 2,908 | 99% |
| EUR / JPY | Trend Following | 2.20 | 0.90 | 16.35% | 48.3% | 1.20 | 5.68× | 2,174 | 99% |
| GBP / USD | Mean Reversion | 2.31 | 0.97 | 23.76% | 49.4% | 1.12 | 2.67× | 2,037 | 99% |
| EUR / USD | Trend Following | 1.91 | 0.93 | 34.52% | 44.6% | 1.18 | 4.63× | 1,980 | 100% |
Backtested on 99–100% real tick data (MetaTrader 5) — the highest fidelity available in institutional-grade simulation. Results use proportional position sizing (fixed % risk per trade). 12,262 combined trades across a full 12-year cycle (2013–2025) spanning COVID, the 2022–2023 JPY intervention cycle, and multiple rate regimes. Backtested results do not guarantee future performance. Full methodology and walk-forward analysis available to qualified institutional allocators upon request.
Simulate allocations across all 12 proprietary strategies — 7 systematic equity models and 5 FX/commodity systems. Assign weights and compute the blended risk-adjusted profile. Wtd. Sharpe and Max DD span all strategies; Eq. CAGR and Eq. Vol are equity-weighted metrics (scaled to your equity allocation).
Educational tool only. Simulated results based on historical backtested data. Not investment advice.
In-depth quantitative research for each strategy — weekly reports covering the mathematical framework, model developments, portfolio movements, and quantitative reasoning behind each strategy's evolution.
Reports are structured as machine-readable research briefs. Feed them directly into your AI agent pipeline, LLM workflow, or systematic monitoring system. Each report delivers consistent JSON-compatible structured data: signals, model state, portfolio moves, and quantitative rationale — designed for both human reading and agent ingestion.
Three vehicles for research, capital allocation and quantitative tooling.
Interested in research, quantitative strategies, collaborations, or hiring opportunities? I typically respond within 24–48 hours.