Our Firm
Systematic investment research with institutional-grade validation and risk infrastructure.
Research-first.
Institutional discipline.
Axis Technologies applies quantitative methods to investment research across equities, ETFs, and derivatives. We develop systematic strategies validated through walk-forward backtesting with realistic transaction cost models.
Every strategy candidate undergoes deflated Sharpe ratio correction and overfitting detection before consideration. We prioritize reproducibility and statistical validity over narratives.
As of August 2026. Disclosures.
Capabilities
Systematic Equity Strategies
Cross-sectional momentum, mean-reversion, and post-earnings drift strategies across U.S. equities and ETFs. Multi-factor composite signals with regime-conditional allocation.
Quantitative Valuation
Discounted cash flow analysis, comparable company screening, and three-statement models. Automated generation from financial data in analyst-ready format.
Risk Infrastructure
Kelly-criterion sizing, multi-layer circuit breakers, VaR/CVaR monitoring, and volatility regime detection driving real-time allocation adjustments.
Research Platform
End-to-end pipeline from data ingestion to signal generation to execution simulation. Chronological gating, mandatory cost models, and a full trial registry.
Principles
Intellectual honesty
We report results as they are. Sharpe ratios are deflated for total trials. Strategies that fail validation are documented, not deleted.
Structural safeguards
Bias prevention is enforced by software, not policy. The system cannot serve future data, skip cost models, or hide failed experiments.
Research foundation
Every strategy begins with published research. We test published claims, and only build on findings that survive independent replication.