Aegis
PAPER
Aegis
PAPER
BTC -0.0%
$77539.55
ETH +0.1%
$2316.57
BNB -1.2%
$629.53
SOL -0.7%
$85.83
RENDER +0.6%
$1.79
DOGE -0.3%
$0.0980
MATIC +0.0%
$0.00000000
LINK -0.6%
$9.32
AVAX -1.0%
$9.31
SHIB -1.1%
$0.00000614
Export CSV No backtests run yet

No backtest results yet

Click "Run Backtests" to compare all 10 assets

Action Matrix

Portfolio Analyzer

Assets plotted by Signal Score (opportunity) vs Risk-Adjusted Return (Sortino). Quadrants indicate recommended action.

HOLD
BUY
AVOID
WATCH

BUY Zone

High signal score + positive risk-adjusted returns

HOLD Zone

Negative signal but still profitable

WATCH Zone

High opportunity but risky execution

AVOID Zone

Low opportunity + poor risk/reward

Asset Correlation Matrix

Shows how assets move together. Low correlation (green) = good for diversification. High correlation (red) = similar movement patterns.

Click "Calculate Correlations" to generate the matrix

Understanding the Results

Signal Score: Multi-factor composite (-100 to +100)
Market Regime: Current market state (Bull/Bear/Neutral)
ML Signal: Machine learning prediction
Sortino Ratio: Downside risk-adjusted return
Calmar Ratio: Return / Max Drawdown
VaR (95%): Value at Risk - max expected daily loss
Beta: Market correlation (vs BTC)
Alpha: Excess return vs benchmark
ADX: Trend strength (0-100)

Signal Factors

Trend: EMA alignment, ADX, Ichimoku
Momentum: RSI, Stoch RSI, MACD, Williams %R
Volatility: BB position, ATR, Keltner breakout
Volume: OBV, MFI, VWAP position