AEGIS Index Dashboard

AEGIS-AMSI measures cross-sector structural stress using a 0–100 historical quantile scale. Elevated readings indicate higher conditional drawdown risk — not a forecast of returns.

AEGIS-ASI is an Alpha Dominant Strategy for the Korean market. In a structurally inefficient market with 240+ themes and high cross-sectional dispersion, regime + ML + size selection repeatedly captures structural mispricing. AEGIS-DBI represents regime-based exposure management only (L1). Background bands show the prevailing structural regime.

Low-beta alpha structure: ASI compresses drawdowns while maintaining structural outperformance. The Korean market’s high dispersion and rapid theme rotation create persistent mispricing opportunities that the strategy captures. Trailing 252-day worst drawdown shown.

Rolling beta averages ~0.6–0.7, delivering low-beta + high-alpha — the institutional ideal. Rolling Sharpe remains structurally above KOSPI, reflecting persistent alpha from theme inefficiency capture rather than market timing. This is a hallmark of cross-sectional dispersion markets.

In a cross-sectional dispersion market like Korea (240+ themes, retail-driven, rapid rotation), cumulative alpha grows structurally rather than cyclically. The spread reflects persistent mispricing capture through regime-conditioned ML selection — not timing. Log-scale shown.

AEGIS indicators are state descriptors derived from market structure, intended for conditional risk management — not for predicting specific price movements.