Projects

Research initiatives, tools, and systems built at 00Capital. Click any row to expand detail.

ACTIVE — v2.0

ProjectR

6-regime ML portfolio engine for cross-asset ETF universe

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00Capital's primary systematic strategy engine. Targets a cross-asset ETF universe across 6 detected market regimes using a GMM classifier. The ML layer blends model signals with momentum in a 30/70 ratio. Current backtest: Sharpe 0.91, CAGR 9.2% (base, pre-ML activation). Modular 16-phase architecture replaced the monolithic ProjectV.

ML layer integration is in progress. Phase 9–16 of the build roadmap is active. 00Risk integration for live analytics is operational.

Stack

Python · pandas · scikit-learn · vectorbt · GARCH · GMM · Kelly Sizing

Key Metrics

Sharpe: 0.91 · CAGR: 9.2% · Period: 2004–2024 · n_long: 10

Status

Active. ML layer wiring in progress. Phase 9–16 roadmap live.

→ Research & Development

BETA — LAUNCHING APRIL 15

00Risk

Quant firm–grade portfolio risk analytics — accessible for everyone

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Quant firm–grade portfolio risk analytics — accessible for everyone. Connect your broker, get a Risk Score out of 1000, and see exactly where your portfolio is exposed. Stress test against 2008, COVID, and the 2022 bear market. Compete on global leaderboards and win real cash prizes. Free to start.

Features

Risk Score /1000	Proprietary composite score of portfolio risk quality
Stress Tests	How your portfolio survives 2008, COVID, 2022 Bear
Monte Carlo	Thousands of simulated paths, full distribution output
Factor Decomposition	PCA-based exposure breakdown across market factors
Efficient Frontier	Optimization surface with your actual holdings
Leaderboards	Global rankings — updated in real time
Cash Prizes	Top-ranked portfolios win real prizes
Free to Start	Core features at no cost

Stack

React · Next.js · Python · FastAPI · 00Capital Risk Engine

Launch

April 15, 2026 — -- -- -- --

Status

Beta — actively under development. Early access available.

Join the Waitlist

→ Visit 00risk.com ↗

IN DEVELOPMENT

ProjectA

Next research initiative — specification in progress

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ProjectA is the next research initiative at 00Capital. Details will be published when the project reaches a defined specification stage. Scope and direction are under active design.

Status

In development. Specification in progress.

Details

To be published when the project reaches a defined design phase.

ARCHIVED — v1

ProjectV

v1 baseline systematic engine — deprecated, informed ProjectR

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00Capital's original strategy engine. Reached Sharpe ~0.70 / CAGR ~9.6% over a 20-year backtest before being deprecated. Core failure modes: unwired regime classifier, overlapping asset universes, unimplemented ML layer, monolithic codebase. Its lessons directly shaped ProjectR's modular design philosophy.

Archived. All active development has moved to ProjectR. Historical backtest data is preserved in the Track Record for reference.

Stack

Python · pandas · scikit-learn

Final Metrics

Sharpe: ~0.70 · CAGR: ~9.6% · Period: 2004–2024

Deprecation Reason

Unwired regime classifier · overlapping universes · unimplemented ML layer · monolithic architecture

→ Performance Archive