Understand the regime.
Make the risk visible.
Meet Garlic: a research foundation for connecting market conditions, volatility and hedge considerations—with the reasoning available to inspect.
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How the score builds
A transparent research score, not a percentage of portfolio capital or hedge coverage.
Regime pathways
Distribution after five model steps, conditional on the assumed matrix. Steps have no calibrated calendar duration.
These are assumed-model probabilities, not empirically validated market forecasts.
Evidence → model → human review
Methodology, assumptions & development status
This demonstration adapts the supplied Garlic V7.6 research rules. It retains the stress thresholds, blended regime classification, risk-surface adjustment and geopolitical score bands. It replaces Monte Carlo sampling with exact matrix propagation for stable, repeatable outputs. It is a rules-based research demonstration; autonomous agents and live data are future development work.
- Stress: VIX contributes 0–3; VVIX 0–3; five-session return 0–2; ten-session return 0–2. Maximum: 10.
- The VIX-minus-RV measure is a volatility-level spread in percentage points. It is not a variance risk premium estimator or an options valuation.
- RV is supplied as a synthetic annualized 20-session input. Returns are direct scenario inputs; no market history is downloaded.
- Geo stress ≤3 adds 0, ≤7 adds 5, ≤12 adds 15, and >12 adds 30 to the score, capped at 100. These are heuristic assumptions.
- Missing, non-finite or out-of-range required inputs block all model outputs. Inputs are not silently replaced.
- No actual holdings, expired positions, option prices, Greeks or portfolio exposure estimates are included. The score does not determine a trade size.
- Before live use: connect licensed data through a protected server, check timestamps and entitlements, calibrate assumptions, validate with historical and out-of-sample data, and test position and pricing logic.
| From / to | Low | Normal | Elevated | Crisis |
|---|---|---|---|---|
| Low | 70% | 20% | 8% | 2% |
| Normal | 15% | 55% | 20% | 10% |
| Elevated | 5% | 25% | 50% | 20% |
| Crisis | 2% | 8% | 30% | 60% |
Demonstration & risk disclosure
Nexus / Garlic is an experimental research demonstration provided by Koenig Ventures LLC for educational and informational purposes only. All displayed market inputs and scenarios are synthetic or user-entered and do not represent current market conditions, actual holdings or investment performance. Outputs are generated from simplified rules and assumed probabilities; they have not been validated as reliable forecasts. Nothing presented is personalized investment advice, a recommendation to buy, sell or hold any security or derivative, or an offer or solicitation. No suitability assessment is performed. Options and other derivatives involve substantial risk, including loss of capital; some strategies may result in losses exceeding the initial investment. Hypothetical scenarios do not predict future results. No representation is made that outputs are accurate, complete or suitable for any investment decision. Do not trade or size a hedge based on this demonstration. Independent verification and qualified professional judgment are required before any investment action. This demo does not execute trades or provide a live autonomous agent.