Atlas Research — Allocator Lab

Atlas Edge Allocator — discovery + validation pipeline

What is Atlas?: A walk-forward edge discovery engine that scans 72 strategies × 15 assets = 1080 combos, filters by Monte Carlo CV validation, and outputs allocator-ready cells (strategy × asset pairs with proven historical edge).
What does Atlas measure?: For each cell: Sharpe ratio, max drawdown, win rate, Monte Carlo p5 PnL, robustness score, drift detection vs live performance.
What is NOT claimed?: Past performance ≠ future performance. Atlas detects historical edge, not guaranteed future returns. No financial advice. Paper trading validation only.
Method / Dataset?: Full methodology · MC framework · JSON snapshot

The operating room for Strategy Arena's edge pipeline: Atlas finds statistically hot cells, Monte Carlo decides what deserves trust, allocators compare portfolio rules, and bots observe in paper/shadow mode.

Monte Carlo live results How we filter edges Strategy Hospital Validation pillar Proof JSON

Anti-2CV mode: validation before claims

Public ranking defaults to Monte Carlo validated / low-data cells and excludes major drift by default. Atlas-only discoveries remain visible as speculative research, not promoted evidence.

Exclude drifters

What Atlas measures

Metrics published for each strategy × asset cell before allocator promotion.

Metric	Description	Validation gate
Sharpe rolling	Risk-adjusted return rolling window	> 0.5
Max drawdown	Worst cumulative historical loss	< 30%
Win rate	% positive trades	> 40% (except trend-following)
MC p5 PnL	5th percentile over 1000 Monte Carlo simulations	> 0
Robustness score	Result stability under noise (0–1)	> 0.6
Drift	Backtest vs live paper gap	< 2σ

Top validated cells (latest audit)

Strategy × asset pairs passing Atlas filter (Sharpe > 0.5, min 20 trades). MC status enriched when available.

Strategy	Asset	Sharpe	MC p5	Status
Loading Atlas cells…

Last updated: 2026-06-11

Validated Edges Today

Atlas -> Monte Carlo -> Allocator -> Bot

Atlas eligible cells -- research snapshot MC validated cells -- live drift tracked Best allocator 7d -- vs equal weight Paper bot capital -- paper mode only

Top Atlas opportunities

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Allocator leaders

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Opportunity Queue

Tier 1 is validated evidence. Tier 2 is Atlas discovery research with explicit small-sample warnings.

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Tier 1 - MC Validated Opportunities

Only cells that passed Monte Carlo CV and are tracked by live-results.

open live-results

Rank	Asset / Strategy	Sharpe p5	Mean Sharpe	Live trades	Live return	Status	Position
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Tier 2 - Atlas Discoveries

High static Sharpe cells. Useful research queue, not evidence until MC CV confirms them.

speculative

High Sharpe on small samples often vanishes under Monte Carlo CV. Atlas-only cells are speculative and should be read with the methodology page open.

Rank	Asset / Strategy	Bucket	Sharpe	PnL	Trades	Drawdown	MC status
Switch to "Show all" to inspect Atlas-only discoveries.

Monte Carlo Watchlisttrust gate

Cell	Sharpe p5	Live trades	Status	Position
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Hot ClustersAtlas

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Allocator Leaders7d comparison

Asset	Best portfolio	PnL 7d	Edge vs equal	Variants
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Bot Bridgepaper / shadow

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Public artifacts

Atlas publishes validation snapshots for transparency and reproducibility.

Atlas Edge Allocator — discovery + validation pipeline

What Atlas measures

Top validated cells (latest audit)

Atlas -> Monte Carlo -> Allocator -> Bot

Opportunity Queue

Tier 1 - MC Validated Opportunities

Tier 2 - Atlas Discoveries

Public artifacts

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