BUILD & PROVE

Build a strategy and test the rules before you use it.

Set the universe, signal, weighting and risk limits in the builder or Python. Every strategy runs through the same walk-forward tests and overfitting checks before it reaches Aegis or paper trading.

Join beta →See how it works

Point-in-time data Cost-aware Out-of-sample

01 Thesis

“Rank US large caps on quality and momentum. Keep the book sector-neutral and control turnover.”

02 Portfolio logic

UniverseUS · top 500

SignalQuality 40% · momentum 60%

Book50 names · risk parity

ControlsSector neutral · max 4%

03 Walk-forward evidence

5 OOS folds

OOS Sharpe1.18

DSR0.94

PBO11%

Max DD−13.7%

Strategy BenchmarkOut-of-sample only

✓

Evidence readoutEdge survives costs. Turnover is the limiting constraint.

Capacity review

What you get

Build it three ways

Use the visual builder, write Python with the sandboxed SDK or describe the rules and let Vega draft them.

Test for overfitting

Walk-forward tests include universe warnings, Deflated Sharpe and Probability of Backtest Overfitting. Results that fail the checks are clearly marked.

Move from test to monitoring

Open a tested strategy in Aegis to track VaR, stress and factor risk, or paper trade it with email signals.

Alpha DSLStrategy SDKOptimizerRisk model

Zero code to full control

Build it your way.

Use the visual builder, write Python or export the signals. Every route uses the same validation engine.

From point-and-click to production Python.

Every strategy runs through the same walk-forward tests and overfitting checks.

No-code builder. Set factors, exits, optimisers and risk models.
Python SDK. Use a sandboxed runtime with full control.
Export your work. Take the spec, rule sheet or Pine output with you.

strategy: momentum-x-sectoruniverse:   { region: US, top: 500 }signals:  - momentum(126) - momentum(21)  - filter: adx(14) > 20portfolio:  { long: 50, weighting: risk_parity }exits:      { trailing: 8%, invalidation: signal_flip }validate:   { walk_forward: 5y, costs: realistic, gates: [DSR, PBO] }