QSYS v1.0

QSYS v1.0

SITE GUIDEWhat each page does and how to navigate

COREMain 3-sleeve strategy: drift vs calendar rebalancing BENCHMARK3-Sleeve vs SPY vs 60/40: curves, drawdown, risk/return OPTIMIZERInteractive portfolio optimization ALGORITHMSCovariance benchmarks, method ranking, research papers LABInteractive portfolio lab: frontier, weights, ticker map RESEARCHPortfolio-sizing papers with implementations

UNHSatellite thesis: UNH → $1Tn via LEAPS (approved)MSTRSatellite thesis: MSTR → $100B via LEAPS (rejected)ANALYSISAnalyze any ticker: fanchart, metrics, Kelly filter

QUANT CONSOLEOne integrated workspace — all tools, shared config QUANTQuant Studio hub — 9 interactive research tools STRATEGY LABInteractive backtests with live equity curves RADARAll allocation methods compared side-by-side PAPER EXPLORER6 papers reproduced with interactive charts LTCMWhy LTCM collapsed: leverage & sizing simulator RISK OBSERVATORYLive regime classification: calm / bear / crisis STRESSCrisis scenarios (2008/2020/2022) & resilience WALKFORWARDWalkforward backtest with out-of-sample validation FACTOR EXPOSUREMomentum, volatility, correlation, skew, liquidity RUN REGISTRYVersioned backtests: config hash, commit, metrics

Portfolio Optimizer

API Offline

Assets & Data

Model

Type

Epochs

Batch Size

Hidden Size

Optimization

Target Leverage

NSGA-II Population

NSGA-II Generations