2.19
Sharpe Ratio
Phase 1 performance metrics.
The metrics below validate the overarching systemic architecture during its live production deployment.
1.84
Profit Factor
< 8.4%
Maximum Drawdown
109
Causal Transmission Paths
v4.0
Core Architecture
EQUITY CURVE · Systemic Execution vs Correlation Baseline
Q1 2026 Validation Window
BY TOPOLOGY · VALIDATED PATHS
| Path ID | Topology | State Gate | Capture Rate |
|---|---|---|---|
| VEC-MET-01 | Precious Metals Vector | High-Vol Regime Gate | 84.2% |
| VEC-FX-EUR | Developed FX Vector | Directional Bias Filter | 79.1% |
| VEC-FX-JPY | Developed FX Vector | Rate Divergence Lock | 91.5% |
Topological breakdowns reflect active structural reallocations executed during the Q1 2026 window. Full ablation studies are available in the technical whitepaper.
Verification & Risk
Phase 1 was conducted in a live-data execution environment. Out-of-sample ablation studies comparing the system against standard correlation baselines are available to qualified allocators. Historical validation data does not guarantee future operational yield.