INTERNAL RESEARCH STACK · WALK-FORWARD OPTIMIZATION

Built to outperform the benchmark,
not follow it.

MULTI-HORIZON · MARKET-PROVEN

A precision-engineered algorithmic engine focused on one thing: compounding capital intelligently across market cycles. The Exechon Algorithm is the core of our internal quant stack — blending institutional-grade market data, regime-aware risk controls and walk-forward simulations to pressure-test strategies before they ever see live capital.

EXECHON ALGORITHM · INTERNAL STACK

SIMULATED FRONTIER · QUARTERLY

Objective: Maximize risk-adjusted returns (Sharpe / Sortino) while keeping drawdowns within regime-aware limits.
Horizon: Long-only equity strategy with a quarterly walk-forward re-optimization cycle.
Stack: Proprietary signals · portfolio construction engine · risk and drawdown controls · monitoring layer.

Initial capital: $100,000 Simulated CAGR uplift vs S&P 500: +8.6% p.a.

Benchmark · S&P 500

Simulated final value from $100,000.

Final value	$517,715
Return	+417.72%
CAGR	7.02%
Volatility	14.83%
Sharpe	0.32
Sortino	0.39
Max drawdown	-47.43%
Calmar	0.15

Exechon Algorithm

Simulated final value from $100,000.

Final value	$3,397,058
Return	+3297.06%
CAGR	15.65%
Volatility	21.62%
Sharpe	0.65
Sortino	0.77
Max drawdown	-57.49%
Calmar	0.27

Built to outperform the benchmark, not follow it.

Built to outperform the benchmark,
not follow it.