Institutional Rigor.
Zero Compromise.
The regime-adaptive capital preservation engine that answers the most critical question in finance with math, not opinions: Is it safe to invest today?
Built for Portfolio Managers, CIOs, RIAs, and hedge funds. Oneiros Vision synthesizes raw macroeconomic telemetry into a single, actionable Master Danger Index — replacing static 60/40 assumptions with dynamic, rules-based risk governance.
Empirical proof of capital preservation.
Rigorously backtested over a 16-year period (Jan 2010 – Aug 2026) with strict T+1 execution and institutional-grade round-trip transaction costs (2 bps per leg). Against a standard 60/40 mandate, the Apex implementation generates +2.1pp of annualized return while reducing maximum drawdown by 27%. Live out-of-sample signal logging commenced July 20, 2026.
Crisis Event Drawdown Analysis
Peak-to-trough drawdown during major historical shocks — net of 2 bps per-leg transaction costs
| Event | Date Range | Apex | 60/40 | S&P 500 |
|---|---|---|---|---|
| 2020 COVID Crash | Feb '20 – Mar '20 | -8.92% | -19.13% | -33.72% |
| 2022 H1 Rate Shock | Jan '22 – Oct '22 | -11.39% | -20.67% | -24.50% |
| 2022 Full Bear Market | Jan '22 – Dec '22 | -13.36% | -20.67% | -24.50% |
| 2018 Volmageddon / Q4 | Oct '18 – Dec '18 | -2.69% | -10.74% | -19.20% |
Built for the demands of modern institutional capital.
Hedge Funds
Pipe the daily MDI score directly into your algorithmic execution engines via our secure REST API. When the API returns WARNING or CRITICAL, your internal algorithms automatically deleverage — halting buy-programs without human intervention.
Portfolio Managers
Daily T+1 trade tickets with configurable Implementation Speed. The Glide Execution Layer rotates your book toward the regime target at a pace your desk can actually execute — no more same-session 65% repositioning. AI-generated briefings add qualitative color to your quantitative risk data.
Family Offices & Wealth Funds
Protect multi-generational capital with illiquid private asset proxy mapping. The engine integrates Private Equity, Real Estate, and alternative holdings into the Master Regime framework via Illiquidity Beta scalars, ensuring your liquid portfolio hedges the structural risks embedded in opaque, immobile capital blocks.
RIAs
IPS/Mandate Compliance checking with real-time pass/breach validation. The Bayesian Conviction Score and Turnover Sensitivity Filter minimize unnecessary trades during weak, transitional regimes — protecting your clients from capital gains taxes and transaction friction.
Small Boutiques
Access a fully automated quantitative risk team. Run Monte Carlo drawdown simulations, replay your clients' portfolios through historical crises, and use the Scenario Sandbox for live client consultations — all without polluting your production analytics.
Mathematical precision to protect principal at all costs.
Uncompromising Capital Preservation
Engineered for Correlation 1.0 shocks where traditional 60/40 portfolios collapse simultaneously. During the 2018 Volmageddon, the engine absorbed only 14% of the S&P 500's drawdown — the clearest empirical proof of the mandate.
Regime & Risk-Allocation Overlay
The Master Danger Index (MDI) is an absolute 0–100 score synthesizing Speedometer (cross-asset volatility CDF), Sentiment (contrarian Weight-of-Evidence), and Macro Health (systemic liquidity & yield curve dynamics) into CALM, CHOP, WARNING, and CRITICAL regimes.
Advanced Stability & Ultra-Low Turnover
Four proprietary stability mechanisms — Vol-Cap Circuit Breaker, 5-Day Temporal Consensus Filter, Hysteresis Buffer, and Bayesian Regime Conviction Score — deliver only 10.5 regime shifts per year with a 60.6% hit rate, net of 2 bps per-leg transaction costs.
The 'Intel Inside' API Gateway
Feed the MDI score, Regime State, Bayesian Conviction Score, and Turnover Sensitivity directly into your systematic execution engines via a secure, low-latency REST API — purpose-built for B2B WealthTech integration and algorithmic risk overlays.
Institutional Portfolio Analytics
Abandon error-maximizing Markowitz optimizers. Hierarchical Risk Parity (HRP) fed by Gerber Statistic co-movement matrices and Marchenko-Pastur eigenvalue denoising extracts true structural correlations, not the random noise that destroys traditional MVO in crash regimes.
The Glide Execution Layer
A configurable Implementation Speed caps the largest single-position move per session (e.g., 7.5% of the book). Backtesting found the 5–25%/session band beats same-session execution by damping whipsaw across the CHOP/WARNING boundary — the single largest source of regime-driven turnover.
The daily toolkit that wins mandates.
Beyond the MDI engine, the Risk Terminal equips Portfolio Managers with institutional-grade analytical tools for client communication, portfolio construction, compliance, and live consultation.
Markov Chain Horizon
5-Day Forward Probabilities
A percentage probability of transitioning from the current regime to any other state over the next 5 trading days. When a client wants to deploy a large cash influx, reference the Markov Chain to confidently recommend DCA over lump-sum deployment during high-friction environments.
Monte Carlo Simulation
Probabilistic Loss Fan Chart
Stochastic projection of future portfolio returns emphasizing the downside tail-risk (5th and 1st percentiles). Definitively state to a client: "Under 95% of simulated future scenarios, your maximum projected loss over the next 12 months is strictly capped at X%."
Historical Scenario Replay
Crisis Time Machine
Back-calculate how the exact current portfolio would have performed during the 2015 China Shock, 2018 Volmageddon, 2020 COVID Crash, and 2022 Inflationary Bear Market. Prove to skeptical prospects that the algorithmic hedges neutralized historical drawdowns.
Scenario Sandbox
What-If Isolation
Completely isolates session state from the PostgreSQL database, engaging a strictly local memory environment. Tweak Blend %, Beta multipliers, or simulate structural portfolio changes live with a client — with zero risk of polluting firm-wide analytics or triggering real execution orders.
IPS / Mandate Compliance
Real-Time Boundary Checker
Analyzes the proposed Target Blueprint against IPS limits (max equity, max concentration) using robust floating-point evaluation to prevent rounding-error false positives. Traffic light status: PASS or BREACH — protecting PMs from inadvertent mandate violations.
HRP + Gerber + MP Denoising
Institutional Optimization
Hierarchical Risk Parity replaces fragile Markowitz MVO. The Gerber Statistic measures co-movement via robust thresholds (not outliers), and Marchenko-Pastur Denoising scrubs random noise eigenvalues while preserving the true signal — creating crash-resilient allocations.
Engineered for Resilience
The Oneiros Vision backend is built to withstand extreme market stress. Our architecture ensures that when Correlation 1.0 shocks hit, your risk analytics remain fast, accurate, and secure.
Isolated Tenant Architecture
Dedicated PostgreSQL instances for each institutional client, ensuring zero cross-tenant data contamination and maximum query performance during volatility.
MDI Regime Processing
The Master Danger Index synthesizes a Cumulative Distribution Function (CDF) of cross-asset volatility Z-scores, contrarian Weight-of-Evidence sentiment scoring, and net systemic liquidity tracking into a single 0–100 structural risk score — entirely rules-based, fully auditable.
Enterprise Grade Security
End-to-end encryption at rest (AES-256) and in transit (TLS 1.3). SOC2 Type II compliant infrastructure with mandatory MFA and SSO integration.
B2B "Intel Inside" API Gateway
Package the MDI, Regime State, Bayesian Conviction Score, and Turnover Sensitivity into a secure REST API. Hedge funds, robo-advisors, and WealthTech platforms pipe our macro telemetry directly into their own execution systems — at a fraction of traditional enterprise data feed costs.
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OV Risk Terminal?
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