OCTOBER 2026 // TIER-1 INSTITUTIONAL SPECIFICATION

AETHELIS QUANT

Institutional Executive Brochure • Release v6.5.0 QUANT

Aethelis Ltd. (UK Co. Reg. 16245256)

DMNE Quantitative Laboratory // Frankfurt OCI VCN

Architecture: 100% JSON Decoupled (Zero Hardcoding)

EXECUTIVE OVERVIEW

Dual-Pillar Algorithmic Architecture & Absolute Zero-Custody

Aethelis Quant (Release v6.5.0 QUANT) is an enterprise-grade quantitative execution and risk-containment infrastructure engineered for institutional family offices, proprietary trading desks, and quantitative asset managers. Operating under the Absolute Non-Custodial Mandate, the software functions exclusively as pure algorithmic execution middleware: client capital remains 100% segregated in client-owned accounts at regulated Tier-1 venues with withdrawal privileges permanently disabled.

PILLAR 1: DIGITAL ASSETS DERIVATIVES

Continuous 24/7/365 multi-venue execution across Binance USDT-M, Bybit Linear, and OKX Perpetual Swaps. Deploys 4 autonomous desks: Volatility Squeeze (D-01), Causal Momentum (D-02), Steidlmayer Auction Market Theory (D-03), and Delta-Neutral Cash-and-Carry (D-07).

Top 10 Dynamic Universe • Pre-Trade Gated • Latency: < 0.8ms

PILLAR 2: REGULATED CME TRADFI FUTURES

Regulated Direct Market Access (DMA) to CME Globex, NYMEX, and COMEX via dedicated Interactive Brokers Gateway FIX bridges. Deploys 3 macro desks: Metals Kalman Cointegration (D-04), NYMEX 3:2:1 Energy Crack Spread (D-05), and Interbank FX Carry (D-06).

CME SPAN Margin Guard • Physical Roll Buffer • EIA Event Gate

QUANTITATIVE AUDIT AUDIT_CERTIFIED

Master Fleet Performance Benchmarks (October 2026 Audit)

All 7 desks have successfully cleared the APEX 7-GATE™ v3.2 formal verification pipeline, incorporating historical walk-forward cross-validation (CPCV, N=6, k=2), Deflated Sharpe Ratio (DSR p ≤ 0.05), and 1,000-path Stationary Bootstrap Monte Carlo jittering:

Desk Identifier	Core Strategy	Active Profile	Annual Net ROI	Sharpe Ratio	Max DD (HWM)	Win Rate	Profit Factor	Status
Desk 1 (Crypto)	Volatility Squeeze 1H	Balanced (2.0x)	+25.34%	3.42	-3.98%	61.8%	2.14	CERTIFIED 7/7 ⭐
Desk 2 (Crypto)	Momentum & OI Velocity 5m	Balanced (2.0x)	+72.33%	3.85	-3.84%	72.3%	2.30	CERTIFIED 7/7 ⭐
Desk 3 (Crypto)	Steidlmayer AMT POC 5m	Balanced (2.0x)	+59.83%	2.84	-7.22%	65.7%	2.01	CERTIFIED 7/7 ⭐
Desk 4 (CME TradFi)	Metals Kalman Stat-Arb	After-Burner (4.0x)	+27.70%	6.58	-0.63%	74.1%	4.51	CERTIFIED 7/7 ⭐
Desk 5 (CME TradFi)	NYMEX 3:2:1 Energy Crack	Balanced (0.15x)	+38.19%	4.12	-2.44%	79.2%	6.76	CERTIFIED 7/7 ⭐
Desk 6 (CME TradFi)	CME FX Carry (6J/MJY)	Balanced (23 MJY)	+18.45%	3.05	-2.92%	63.9%	2.18	CERTIFIED 7/7 ⭐
Desk 7 (Crypto Arb)	Delta-Neutral Basis Carry	Balanced (1.5x)	+12.60%	4.10	-0.15%	85.7%	3.10	CERTIFIED 7/7 ⭐

ENGINEERING HIGHLIGHTS // v6.5.0 SPECIFICATIONS

The 4 Institutional Crypto Gates & TradFi Econometric Bounds

CRYPTO PRE-TRADE GATING SYSTEM

Desk 1 — CVD Divergence Gate: Evaluates 1H Volume Delta Z-score ($Z_{\Delta CVD} \ge 0.50$); eliminates 42% of false breakout losses into passive icebergs.
Desk 2 — Open Interest Velocity Gate: Mandatory $\Delta OI_t \ge 0$; vetoes momentum entries driven by liquidation exhaustion cascades.
Desk 3 — Taker Initiative Gate: VAH/VAL touch requires $\mathcal{R}_{ ext{taker}} \le 0.45$; confirms absorption for POC mean-reversion.
Desk 7 — Dynamic Net Hurdle Gate: Binds execution to $APR_{net} \ge 6.00\%$ after 14 bps fee drag, requiring $3 imes$ orderbook depth cushion.

TRADFI CME MICROSTRUCTURE BOUNDS

Desk 4 — Microstructure OFI & Two-Tier: 50% base entry, 50% confirmed via Order Flow Imbalance, with Breakeven Stop ratchet at $+1.0\sigma$.
Desk 5 — Z-Velocity & OU Stagnation Exit: Halts entries on rapid repricing ($|v_Z| > 0.35/ ext{hr}$); liquidates stagnant positions at $2.5 imes t_{1/2}$.
Desk 6 — Central Bank Volatility Shield: Halts execution when $ATR_{24h}/ATR_{120h} \le 1.25$, shielding capital from currency intervention shocks.

CAPITAL DEFENSE & ISOLATION

Dynamic Universe Engine & Multi-Tenant Isolation

DYNAMIC TOP 10 UNIVERSE

Dynamically queries Binance 24h USD turnover, purging stablecoins and low-liquidity midcaps (e.g. ONDO). Cached with 4h TTL. Allocated across 3 risk-balanced clusters: Cluster A (50% Anchor), Cluster B (30% Large-Cap), Cluster C (20% Leaders).

MULTI-TENANT SANDBOX

Zero-trust OS-level process isolation via Linux kernel namespaces and cgroups v2. POSIX shared memory ring buffers guarantee microsecond execution without cross-tenant interference. Dedicated API vaults protected by mlock.

DETERMINISTIC BREAKERS

Two-tier automatic circuit breakers: Tier-1 Alert at -3.0% daily NAV (freezes risk, scales size by 50%); Tier-2 Kill-Switch at -15.0% cumulative DD (instant market flatten, 48h lockout, multi-sig unlock).

100% JSON Decoupled Architecture (Zero Hardcoding): All strategy parameters, lookback periods, Z-score thresholds, and risk bounds reside in config/crypto_params.json and config/tradfi_params.json, allowing live dynamic tuning via the Q-LAB Parametric Modal (hotkey [Q]) with instantaneous daemon hot-reloading.