◆ Run the math · client-side · your data never leaves the browser
Every claim on EPIG 500 reduces to arithmetic. Four calculators and the live 8-test sustainability battery — all processed in your browser. Drop your own trade record into the battery uploader; nothing is sent over the wire.
Educational research only. Illustrative arithmetic and design-intent inputs — not forecasts, projections, or trading results. Past performance does not guarantee future results.
◆ The Arithmetic
The upside/downside capture is no longer a hypothetical input — it is the modeled output of the synthetic-passive overlay's published rules, and it now drives the foundation itself, not a token slice. The difference is decisive: with a 20%-slice model, a 50%-downside year still takes ~90% of the market's drawdown. With the overlay driving the foundation, 50% downside participation means the core takes roughly 40% of that drawdown. That is where outperformance on the 80% is actually produced. Historical illustration, hypothetical inputs, not a projection of any Ekantik strategy.
Design intent, not a forecast. Ekantik 500 does not target a stated return multiple. The illustration below uses actual past S&P 500 total returns and user-set, hypothetical capture inputs; it does not represent any Ekantik strategy's performance. Past performance does not guarantee future results.
◆ The Repair Bill
Losses are convex: the gain required to repair a loss grows faster than the loss itself — so cutting a loss in half cuts the repair bill by more than half.
−37% → +59% required to repair
−18.5% → +23% the same loss, cut in half
Cutting this loss in half cuts the repair bill by 61% — convex losses mean protection pays twice.
Recovery arithmetic is identity math — true for every investor in every era. Illustrative arithmetic, not a projection or a strategy result. Past performance does not guarantee future results.
◆ The Volatility Tax
The gap is the volatility tax: what compounds is the geometric mean, and drawdown years are what drag it below the average. Reducing participation in the down years closes the gap.
+11.9% arithmetic mean
+10.4% geometric mean (what compounds)
At 100% downside participation the volatility tax is 1.5 pp — a hypothetical $100K compounds to $717K over this series.
Historical illustration on actual S&P 500 annual total returns (2005–2024 preset) with user-set, hypothetical downside-participation inputs. This models arithmetic, not any Ekantik strategy; it is not the overlay's live record. Not a projection. Past performance does not guarantee future results.
◆ Reading the three windows: the synthetic-passive overlay's value is realized only when there is meaningful drawdown to step aside from. In a relentless bull window with a shallow dip (Calm 2013–2019), the literal 20% cash drag dominates the overlay's protection benefit and the strategy lags 100% S&P. In crash windows (2007–2010), the overlay's protection dominates. Over full market cycles, the overlay's job is to either beat the index or protect against its drawdown — never required to do both in every sub-window. This is the regime dependence the overlay's Expression Layer gate (Article VIII.B) measures across full cycles.
◆ Volatility opportunity — or lag?
Both, depending on regime. Exit lags the top and re-entry lags the turn — yet across a deep drawdown those same lags buy the avoided middle, and at multiple opportunities a year that advantage compounds. In shallow corrections the lag wins; in deep, repeated ones the opportunity does. Set the dials and let the math answer.
Hold-through: 0.0% round trip · Step-aside: 0.0% (a 20% correction never reaches a 25% give-back — the step-aside never triggers)
In shallow corrections this mechanism loses by design — its value concentrates in deep drawdowns. That regime-dependence is exactly what the overlay’s Expression Layer gate measures across full cycles.
Schematic single-cycle model with user-set, hypothetical lag inputs — unitless, not a track record, not a backtest, not a projection of any Ekantik strategy. This is not the overlay's live record; the overlay's rules are published as design intent under armed-but-unfired falsifiability gates. Past performance does not guarantee future results.
◆ Source: S&P 500 annual total returns (incl. dividends), 1975–2024 — shown across a calm window, a crash window, and the full 20-year span. Benchmark for Outperformance: 100% S&P 500 — the conservative comparison (the natural alternative an investor would consider is "just put it all in SPY"). Foundation layer (overlay model v1.3): 80% × (capture × index), where capture is the modeled output of the synthetic-passive overlay's published rules — upside slider in up years, downside slider in down years. The overlay drives the foundation itself, not a 20% token slice; this is the meaningful change from the prior model. Cash buffer: the remaining 20% is operational cash (flat, no exposure) — this is the literal architecture; it carries a real ~17% drag vs 100%-S&P over a 20-year window, which the overlay's downside protection must overcome to clear the bar. Historical illustration, hypothetical inputs, not a projection of any Ekantik strategy. The synthetic-passive overlay carries no verdict yet (its gate is measured over a full market cycle); the rule set is published as design intent under armed-but-unfired falsifiability gates. Past performance does not guarantee future results. Dataset: protocol-bound Period 2 trades only. The Period 1 Telegram record is displayed on the dashboard for transparency and is excluded from every figure on this page. See the architecture compound over time — the interactive equity curve →
◆ The Worst Case, Priced
The engine's published loss bounds — per trade, per day, per week, and the hard kill — at a hypothetical account size. Loss-side only, by construction.
Per trade
−$500 (0.5% of NLV)
Per-contract risk fixed at 0.5% of NLV. After any closed losing trade, the day is over (one-loss daily rule).
Daily floor
−$500 (starting)
Trailing high-water-mark floor — ratchets up with every new equity peak, never down.
Weekly stand-down
2–3 consecutive losing days halts the week (OP-05)
A rule, not a dollar figure: consecutive losing days halt the week pending witness review.
Hard kill
−$5,000 / /ES
100 /ES pts × $50/pt = $5,000 per contract. Scales linearly with portfolio: at the 1 /ES per $100K NLV base sizing, hard kill = $50,000 on a $1M portfolio · $250,000 on $5M. Budgeted in advance whatever the size.
These figures compute the published Falsifiability Protocol v1.6 loss bounds at a hypothetical account size. Caps and the hard kill are sizing and exit rules enforced by rule — fast markets can gap beyond them. Not a guarantee, not an offer, and not a statement of expected results. Past performance does not guarantee future results.
◆ The Live Battery
The same eight tests that define the Stage 2 kill conditions are computed client-side on the protocol-bound live record. Threshold: activates at 30+ closed trades; binding at 100+ — both crossed. Drop your own trade record below and the battery runs on your data instead. Your data never leaves the browser.
Methodology Provenance
01
Discovered, then stress-tested
The edge crystallized in 2023 after years of work on entry criteria, risk anchoring, regime behaviour, and operator discipline. Between 2023 and 2026 the operator tried to enhance it — variants on entry triggers, risk anchoring, sizing rules. None beat the original baseline once carry and slippage were honest. The frozen process now executed live is the reverted-to baseline.
02
Live pre-registration record
Every trade from the February 2026 restart published to the live dashboard within 24 hours of close. Tagged per-trade, witnessed, and held to the published Stage 1 fidelity criteria from day one.
03
Battery, computed live
The same eight tests that define the Stage 2 kill conditions are computed in your browser as the live record accumulates. The battery activates at 30+ closed trades and is binding at 100+ — both thresholds now crossed on the protocol-bound record.
Past performance does not guarantee future results. The 8-test battery is a statistical claim about the entire trade record and requires a meaningful sample to produce a verdict — the threshold is 30+ closed trades, with a binding determination at 100+. Until then the dashboard shows individual KPIs and the equity curve, but no battery verdict.
The eight tests below are computed live, in your browser, against the published live record.
8-Test Sustainability Battery · Live Record
Activates at 30+ trades
Each test measures one attribute of a sustainable edge. The bar shows the dataset's actual reading against the pass threshold — the gold fill is the headroom above it.
◆ Run the battery on your own data
All file handling is client-side. Your data never leaves the browser. Format auto-detection supports Tradovate CSV, TradeZella CSV, Interactive Brokers Orders CSV, and Discord JSON exports.
Reset the battery to the live pre-registration record.
◆ Battery implementation is open-source. View on GitHub →
Battery activates at 30+ closed trades and is binding at 100+. Below 30 the sample is too small for statistical inference and the battery returns no verdict. Past performance is not indicative of future results. You can upload your own trade record above and the battery runs against it instead.
◆ Seen enough?
Educational only. Not investment advice. No solicitation. Pre-registration creates no obligation on either side.