Systematic · Multi-Asset · India

Markets move.The method holds.

Auryx Capital runs rules-based, backtested strategies across equities, derivatives, and currencies — engineered to compound through cycles, with capital preservation as the first position, not the afterthought.

Rules
Not feelings
Backtested
Across regimes
Risk-first
Always on
Market Signal — Live
NIFTY 50 · MONTHLY CLOSE UPDATED —
01 / METHOD

Two disciplines, one system.

Edge comes from process, not prediction. We separate how we trade from what we trade — execution and models are engineered independently, then run as one.

Algorithmic execution

Precision in the fill.

Low-latency, automated execution that captures medium- and high-frequency opportunities while minimising slippage and market impact. The cleaner the fill, the more of the edge survives to the bottom line.

Systematic models

Discipline in the decision.

Rules-based models, tested across multiple market regimes and built for robustness over curve-fitting — so positions stay consistent precisely when markets, and human conviction, don't.

02 / STRATEGIES

Strategies, by signal.

Every strategy has a shape — a signature in how its signal behaves. Here is the family, read straight off the trace.

Momentum Capture

S-01

Rides confirmed directional moves and steps aside as momentum decays.

AlgorithmicEquities · Derivatives

Mean Reversion

S-02

Fades stretched moves back toward a modeled fair value, inside defined bands.

SystematicEquities · Currencies

Trend Following

S-03

Holds the primary trend across timeframes; cuts quickly the moment it breaks.

SystematicMulti-Asset

Breakout Systems

S-04

Sits flat through consolidation, commits only on a validated range break.

AlgorithmicDerivatives

Volatility Strategies

S-05

Positions around expansion and contraction in realised volatility.

SystematicDerivatives

Factor Investing

S-06

Tilts toward durable, researched return premia — value, quality, carry.

SystematicMulti-Asset
03 / TRACK

Built for risk-adjusted return.

The goal is not the highest line — it is the steadiest one. Returns are pursued per unit of risk, and drawdown is treated as the metric that matters most.

Strategies are sized and combined so no single bet, regime, or correlation can dominate the book. The figures below are illustrative of the profile we engineer toward.

Annualised return*18.6%
Max drawdown*−8.2%
Sharpe ratio*1.84
Portfolio volatility*9.4%
Win rate*63.1%
Equity Curve — Illustrative+247%*
160 140 120 100

*Illustrative figures for layout only. Replace with audited, period-stamped results. Past performance is not indicative of future results.

04 / GOVERNANCE

Risk is the first position.

Every strategy runs inside hard limits, monitored in real time. Constraints aren't a brake on the system — they are part of it.

Guardrails, not guesswork.

Position sizing, exposure caps, and automated circuit breakers are coded into execution. When a limit is touched, the system acts before a human has to.

Independent risk oversight · Segregation of trading and custody · Fully audited processes. Investing in securities markets carries risk; this framework is built to manage it deliberately.
Max portfolio drawdown< 12%*
Daily VaR (95%)< 2% / day*
Per-strategy stopHard-coded
Cross-strategy correlationLow
Risk monitoring24 · 7 automated
Multi-Asset
Equities · Derivatives · Currencies
1.8+
Target Portfolio Sharpe
12+
Active Strategies
24 · 7
Automated Risk Monitoring

Capital deserves a method.

Request a private mandate review to see how our systematic strategies could align with your objectives and risk tolerance.