A backtest is a hypothesis. We track it, live.
Solius searches a large space of systematic strategies on crypto and US equities, then tracks the promoted set live against its own backtest — net of modeled costs, drawdowns and the full roster included.
Trailing past year · net of modeled costs · backtest + early live · a research hypothesis under test · figures as of Jul 2026
Numbers, not narratives.
Six strategies — three daily risk tiers plus weekly, monthly and quarterly cadences — each built for a different mandate. Over the past year they returned +7% to +21% while Bitcoin did -45%, built on 50 promoted models and re-scored daily. Validated on history back to 2017; every figure is auditable.
Select any strategy for its full track record.
| Strategy | Return · past year | Alpha vs buy & hold | Sharpe | Max drawdown |
|---|---|---|---|---|
| Bitcoin BTC | ||||
Daily Balanced Daily rebalance · the core balanced allocation | +20.8% | +65.7% | 0.76 | -14% |
Daily Aggressive Daily rebalance · maximum conviction, aggressive growth | +20.2% | +65.1% | 0.70 | -16% |
Daily Conservative Daily rebalance · capital preservation, drawdown-sensitive | +15.4% | +60.4% | 0.68 | -9% |
Monthly Monthly rebalance · low-turnover allocators | +14.8% | +59.7% | 0.65 | -10% |
Quarterly Quarterly rebalance · long-horizon mandates | +13.6% | +58.5% | 0.74 | -5% |
Weekly Weekly rebalance · lighter-touch desks | +6.8% | +51.7% | 0.22 | -15% |
BTC · Buy & hold Benchmark | -45% | — | — | — |
Every figure above covers the past year — return, Sharpe and drawdown alike — so nothing here pairs a recent return with a longer-run ratio. One year is a short sample. The strategies shown are also the top of a large automated search, so selection inflates the record by construction — treat it as a hypothesis, not a promise. Figures combine backtested and early-live periods (live only since promotion), net of modeled trading fees and slippage, with max drawdown shown. Past performance is not indicative of future results. Not investment advice, a recommendation, or an offer of any security or service. Individual results will vary.
One consensus per symbol.
Behind the strategies sits an ensemble for each symbol — the equal-weighted consensus of every independently validated model on that symbol, tracked as one signal.
| Consensus | Return · past year | Alpha vs buy & hold | Sharpe | Max drawdown |
|---|---|---|---|---|
Bitcoin Consensus of 50 BTC models | +14.2% | +58.5% | 0.56 | -15% |
Each consensus aggregates the full promoted book for its symbol — not a hand-picked winner. Figures cover the past year and combine backtest and early-live periods, net of modeled costs, with max drawdown shown. Past performance is not indicative of future results; not investment advice or an offer.
Found by machine. Tested across regimes.
Solius searches an enormous space of candidate strategies, then screens the survivors across bull and bear windows — with a Monte Carlo ruin test and a redundancy check against the existing roster. No black box, no AI hype — systematic, mathematical, auditable.
Discover
Millions of candidate combinations are generated and searched across markets and regimes — far more than any desk could test by hand.
Validate
Only the survivors advance — a minimum history floor, five validation windows spanning bull and bear, a Monte Carlo ruin test, and a redundancy check against the existing roster.
Rank & retire
Every strategy is re-scored daily. Conviction rises and falls with the evidence; what stops working is retired without sentiment.
Deliver
The output is a daily-refreshed research feed — model scores and risk-tiered strategy allocations, each with a conviction score — over a clean API or dashboard.
Who this is relevant to.
Solius is shared with professionals who do their own diligence — not a self-serve product. It's built for people who read research critically and want a systematic input alongside their own process.
Funds & prop desks
A daily-refreshed research feed — model scores and risk-tiered strategy allocations, conviction-scored, over API — to run alongside your own process.
Platforms & resellers
Research and data infrastructure to embed in your own product or distribute to your book — the engine behind your offering, powered by Solius.
Family offices & private clients
For sophisticated allocators who want the output of a quant desk without building one — sober, transparent, and reviewed with you directly.
The output of a quant desk, on tap.
Everything is an output — performance, conviction, delivery. The construction stays under the hood; what reaches you is decision-ready.
Daily model scores & strategies
Risk-tiered strategy research — aggressive to defensive — so you can match the approach to your mandate.
Transparent track record
A full performance history — backtest and live — you can review line by line.
API delivery
Clean, documented endpoints that drop straight into your stack, plus a dashboard for everyone else.
Conviction on every score
Each model score carries a conviction weight, re-scored daily — so you can see how much the engine puts behind it.
Engineered to survive contact with reality.
Questions allocators ask.
Get in touch.
Solius is an independent, systematic research project. For questions or to follow the live-vs-backtest track, reach out directly.