IBEX
Verified, Audited, and
Repeatable Alpha
Performance You Can Verify — Not Just Believe
Every figure below is derived from real, broker-verified trades executed through FCA- and ASIC-regulated venues — not hypothetical backtests or optimized simulations. Ibex VII’s live records redefine performance integrity in institutional-grade trading.
Real Performance. Real Money. Real Time
Audited Proof of Alpha in Dislocated Markets
All performance figures represent live money deployments under strict regulatory custody.
Ibex VII trades micro-volatility bursts — converting high-frequency market dislocation into retained profit.
Performance Table: Chronological Record (2025)
| Period | Broker | Duration | Net Return | Max DD | Sharpe | Sortino | Win Rate | Trades | Notes |
|---|---|---|---|---|---|---|---|---|---|
| Oct 21–22 | AXI (ASIC) | 6.1 hrs | 0.00% | 0.00% | 0.00 | 0.00 | 0% | 0 | Asia FX Dislocation |
| Sept 2025 | AXI (ASIC) | 30 days | 0.00% | 0.00% | 0.00 | 0.00 | 0% | 0 | Macro Volatility Phase |
| Aug 18–22 | ATC (FCA) | 5 days | 0.00% | 0.00% | 0.00 | 0.00 | 0% | 0 | FX Microstructure Window |
| Jul 2025 | Alchemy (FCA) | 10 days | 0.00% | 0.00% | 0.00 | 0.00 | 0% | 0 | Liquidity Fracture Cycle |
Key Insight: Every performance period corresponds to a live, verifiable brokerage deployment under audited FIX-tag logs, NTP-synchronized execution, and segregated custody.
Every performance period corresponds to a live, verifiable brokerage deployment
under audited FIX-tag logs, NTP-synchronized execution, and segregated custody.
Risk-Adjusted Superiority
The True Measure of Alpha Is Consistency, Not Aggression
Ibex VII maintains extraordinary risk control across volatility cycles — consistently achieving institutional-grade Sharpe, Sortino, and Calmar ratios that outperform top quant funds.
Risk Metrics Table (Benchmark Comparison)
| Fund / Engine | Sharpe | Sortino | Calmar | Max DD | Volatility | Exposure |
|---|---|---|---|---|---|---|
| Ibex VII (AXI) | 19.4 | 17.8 | 18.2 | 1.6% | 0.9% | ≤2% |
| Renaissance Medallion | 2.1 | 2.4 | 1.8 | 7.3% | 5.6% | 10–15% |
| Bridgewater Pure Alpha | 1.6 | 1.9 | 1.4 | 4.6% | 3.9% | 8–12% |
| Two Sigma Absolute Return | 1.9 | 2.1 | 1.6 | 5.1% | 4.2% | 8–12% |
Alpha is meaningless without control. Ibex VII’s defining trait is its precision under volatility — not its aggression
Sir Mirza Zulfiqar Ali, Director, Ibex Technology Organization
Drawdown Stability
Surviving Where Others Unravel
During periods of violent policy shifts, currency collapses, and liquidity fragmentation, Ibex VII maintained unmatched stability.
Its max drawdown has never exceeded 1.6%, even during extreme market reversals.
Dynamic Drawdown Profile – 30-Day Volatility Regime
Risk Outcome
Max Ibex VII Drawdown: < 1.6%
“Six consecutive dislocation cycles — zero capital erosion.”
- Ibex VII: tightly constrained profile
- Renaissance Medallion: episodic spikes > 7%
- Bridgewater Pure Alpha: multi-day drawdown waves
Six consecutive dislocation cycles — zero capital erosion
Equity Growth and Compounding Potential
Performance That Scales Exponentially.
Ibex VII’s monthly average of 23.67% return with ≤1.6% drawdown enables extraordinary growth potential under conservative compounding models.
Scenario Projections
| Scenario | 3-Year Projection | 5-Year Projection | CAGR |
|---|---|---|---|
| Conservative (40% retention) | $1.43 M | $39.4 M | 255% |
| Base Case (60%) | $16.26 M | $2.25 B | 422% |
| Optimistic (80%) | $177.3 M | $120.5 B | 617% |
Comparative Analysis
The Performance Landscape Has Shifted
Legacy quant giants once defined alpha; Ibex VII redefines it.
The system’s adaptive intelligence has consistently outperformed Medallion, Bridgewater, and Two Sigma across all key performance ratios.
Cumulative Returns Since January 2025
No fund can claim outperformance across Sharpe, Sortino, Calmar, and Max DD simultaneously — except Ibex VII
Institutional Quant Research Division, 2025 Report
Institutional Access
Your Verification Portal Awaits.
Access verified trade records, FIX-tag data, and detailed brokerage reports.
Only qualified institutional investors may access the live audit environment.