analytics
etf-fabless
Efficient Frontier V0.6
Candidates
Pareto Optimal
Best Sharpe
Best MaxDD
Best Calmar
Discovery
Enhancement
AEGIS Import
ETF Benchmarks
Marketable Safest Korea USA Japan Low Cost SR > 1.5 India
Markets KRX USA Japan China HongKong India ACTIVE-KOSDAQ ETF Benchmark Pareto

Scatter Chart A

Scatter Chart B

1. Manufacturing Constraints

Live

Portfolio Constraints

4. Cost-Aware Frontier

RunGross SRNet SRCost bpsAnn Cost %Impl Score
Run constraint search to populate

2. Robustness & 3. Exposure Fingerprint

4 tests computed

Robustness Scores

RunSRWF OOSBootstrapAlpha SourceStabilityTradability ⚠️
Click a candidate row to load robustness

Exposure Fingerprint

RunLayersHoldingsConcentrationRegime GateEntropy GateScorer
Click a candidate row to load fingerprint

All Candidates

Live

All Candidates — click row for detail

Sharpe MaxDD % Calmar Ann Ret % Market Mode Product Holdings Turnover Tradability Mkt Score ↕ Detail
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Historical backtest average — computed from AEGIS portfolio rebalance history (20-day frequency, 15bps cost)

6. Deployment

Stub — export ready

Export & Deploy

7. Ex-Ante Credibility

Live — 9 checks
Select a candidate from the table above to run credibility assessment

8. Repeatability

Live — bootstrap + rolling
Select a candidate to assess repeatability

9. Operational Fit by Mandate

Live — 6 mandates
Select a candidate to match client mandates

10. Commercial Economics

Live — 5 fee tiers
Select a candidate to project revenue

Future ETF Ideas

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Designed ETF Products

CONCEPTUAL

Fully backtested ETF products built on first-principles research — real holdings, real equity curves, real metrics. Not yet listed.

Theme Lifecycle Pipeline

Every ETF theme evolves through stages. Concept and Pioneer = first-mover opportunity. Growth and Mature = established market.

Synthetic Index Constructor

Select a theme with no existing ETFs, or enter custom tickers, to construct and backtest a hypothetical index.

comma-separated

Theme Expansion Lab

Expand a theme's universe via BCE embedding similarity search, then run the full Fabless discovery + enhancement pipeline. Automatically detects non-US stocks to create dual universe products.

Pitch Presets
Workflow: Enter theme name → Curate Seeds (Perplexity research + LLM selection) → seeds auto-fill → Expand Universe (BCE similarity) → Run Pipeline