EquitiesSINCE JAN 1
+$41,531
+62.30% return · $108,197 equity
$66,667 seed
−$0 today
-15.77% max DD
It studies the market, waits for a real edge, and only then takes a position. A paper desk across equities, crypto, FX and sports — compounding since January. Watch it run below.
Each market lane runs as its own Jan-1 paper lab, so P&L, drawdown and daily movement stay explicit. Vantix adapts the paper strategy posture from market data, news/catalysts, predictions, regimes, analog/rhyme evidence, odds and MiroVantix forecasts; live execution remains owner-gated.
Stocks, crypto, FX, sports and event markets each trade in their own venue with their own rules. Vantix scores them all through a single language of evidence, uncertainty, position size and risk — so the strongest opportunity wins no matter where it lives.
Market regime, breadth, factors and cross-sectional momentum turn the US market into ranked, comparable setups.
History · factors · momentumRound-the-clock momentum, funding rates and volatility shifts set each strategy's posture before it earns trust.
Momentum · funding · volatilityCurrency strength, carry and macro catalysts give MiroVantix a read on risk-on versus risk-off flows.
Macro · carry · regimeSports and event odds are priced as probabilities — fair line, edge and stake — with every bet manually approved.
Fair line · edge · stakePrediction markets let the same engine price real-world questions against Vantix's own probability view.
Events · probability · convergencePast regimes, price structure and strategy behavior set the baseline before any new opportunity is scored.
Backtests and walk-forward checks separate durable playbooks from patterns that only looked good once.
Monte Carlo replays each strategy through thousands of alternate trade sequences to see if the edge survives.
MiroVantix turns live conditions into a weighted forecast: downside breaks, flat zones and high-upside paths.
Each strategy gains or loses trust as real outcomes update its confidence, risk budget and lane.
Only approved plans compound the book — anything below the evidence bar is held or retired.
One adaptive book moves capital toward the lanes earning it and trims the ones that aren't. Here's the live read: today's market posture, the evidence feeding every decision, and where the money actually sits right now.
Every cycle the desk runs the same pipeline: a regime belief (Hidden Markov Model) feeds an experts policy that re-weights strategies, a cross-lane decision envelope spreads capital, an honest ledger races all four decision styles net of real trading cost, and a catalyst layer reads how outside events (a war, a rate decision, an oil shock) tilt broad-industry baskets. Fit walk-forward, no lookahead, negative results logged instead of hidden.
A fixed rule — no solve at decision time. Momentum top-decile: hold the strongest 10% of names and ride the trend. This is the rule that BUILT the realized equities book to +79.5% since Jan 1 — realized history stays on it; the forward sleeve now follows the current best-fit class.
The same signal with a reshaped objective. Volatility-target sizing plus a de-risk gate that stops averaging into a confirmed downtrend — trades a little upside for a shallower drawdown.
Learns each lane's forward value from its own realized results, then cuts losers and doubles winners. This is what drives the adaptive allocator and the evolving book.
Looks ahead by simulation — rolls thousands of Monte-Carlo forward paths before committing, then picks the branch with the best risk-adjusted outcome.
The equities sleeve now allocates on Top-7% momentum, risk-weighted, monthly (Cost-Aware Rule) from 2026-07-01 forward. Realized history stays on the deployed fixed rule — the switch only steers new capital, never restates the past.
Which regime we're in, and how likely it's about to flip. The raw 87.5% posterior is overconfident by design — a full-covariance HMM pins ~100% in any clean trend. The number that matters is the CALIBRATED 59.6%: how oft
Watches ALL strategies' P&L whether or not we allocate (exploration is free), then re-weights toward what's working with Fixed-Share so it can switch when the regime rotates. Honest winner this window is a STEADY α=0.03
Lanes are now each lane's own no-lookahead TREND STRATEGY (not passive beta), so the envelope allocates by how each strategy is performing lately. Decision-relevant allocation comes from a RETURN-AWARE envelope (max-Shar
The honest head-to-head ledger of all four decision styles. Realized history was built on the Simple Rule (top-7% momentum); the funded equities sleeve now allocates FORWARD on the current best-fit class (re-checked at n
Plain-English playbook: an outside event (war, rate decision, oil shock, AI boom, crypto flight, dollar move) tilts simple broad-industry ETF baskets one way and another the other. We don't predict the news — we read the
Monte Carlo simulates the full range of outcomes across every tracked instrument. MiroVantix is the live lens over that field: it discards stale paths, sharpens the highest-conviction ones into a single market-direction read, and turns that read into a sized trade plan.
Full-market breadth right now: 812 names re-scored every cycle, 54% of them trading in an uptrend · 439 advancing vs 370 declining over 20 days · 281 buy-leaning vs 299 avoid.
Vantix is a private intelligence and simulation platform. Execution remains gated, owner-approved, and never presented as public financial advice.