Human engineered. Powered by AI. A three-agent system monitors the market across 10 sectors every trading day — running a live paper portfolio against real market data to continuously sharpen its pattern recognition, then surfacing the highest-conviction setups — delivered after the first hour of trading, when the signal-to-noise ratio is at its highest.
| STRATEGY / INDEX | TOTAL RETURN | ANNUALIZED | MAX DD | SORTINO | WORST YEAR |
|---|
Walk-forward backtest of the NEXUS System (v7.3.0, deployed configuration) against market index data sourced from Polygon.io (adjusted prices, dividends reinvested). Period: May 2021–May 2026.
Simulated performance, not live trading. Past performance does not guarantee future results.
↑ Performance strip and prior-signal tracking bar that open every edition. Values shown are illustrative.
Every signal is the output of a documented, reproducible process — not a hot take or a screener with a headline attached. Alongside every edition, NEXUS runs a live paper portfolio tracked against real market data. Every position closed generates a learning signal. Every session ends with a reflection that updates conviction weights for the next scan. The longer it runs, the sharper it gets. NEXUS doesn't just run — it improves.
NEXUS Signal Brief is published for informational and educational purposes only and does not constitute investment advice.
Past performance of the model portfolio does not guarantee future results. All trading involves risk. Always do your own research.
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