Rubix VM is SkySail Strategies' foundational risk model, with demonstrated skill at predicting how far markets will move. GX7 is the strategy that turns that skill into returns, and its live record is independently audited against actual brokerage statements.
less forecast error than the industry's established volatility models
98% vs 49%
of the move seen coming on the most volatile days: Rubix VM vs the 1993 standard
19 + 1
algorithms, coordinated by one AI brain
Every 5 s
the AI brain re-evaluates the market
The problem with returns
Returns alone can be luck. Skill is what makes them repeatable.
Anyone can post a good year. Markets hand out lucky streaks all the time, and a strong return on its own can't tell you whether you're looking at skill or a coin that landed heads a few times in a row.
That's why serious investors look underneath the returns. They want to know what produces them, whether it can be measured, and whether it holds up when conditions change.
A prediction model with no strategy behind it is only a forecast. A strategy with no demonstrated skill behind it is a gamble. What matters is the chain that connects them: a process that finds real signal, a model that proves skill, and a strategy that turns that skill into results you can verify.
Most firms show you returns and ask you to trust where they came from. We show you where they come from.
How the industry builds
How professional quant firms are built
Serious quantitative firms don't build one giant system and hope it works. They build in layers. Alpha models decide what to trade and when. Risk models measure how far the market can move. Portfolio construction decides how much to hold. Execution models get orders to the market. Each layer feeds the one above it.
The deepest layers are foundational. They are built once, proven against the industry's own standards, and then used by every strategy that sits on top of them. When a foundation gets better, everything built on it gets stronger.
Think about an airline. Radar doesn't fly the plane, and nobody buys a ticket for the weather forecast. But the more accurately an airline can see what's coming, the safer and more reliably every flight operates. And the flight log is what proves the planes actually landed.
At SkySail, Rubix VM is the radar. GX7 is the aircraft. The verified record is the flight log.
The architecture
The SkySail stack
Each layer is proven before the next one depends on it. Read from the bottom up, the stack is the path from an idea to a verified result.
The SkySail stack
Read from the bottom up: from an idea to a verified result
Layer 4 · Proven
The verified record
GX7's live results, audited against actual brokerage statements.
Four layers, each with its own public evidence. The foundation is tested on its own before anything is built on it.
Layer 1 · Discover
Discover: the process that finds the signal
Markets are full of noise. Patterns appear that look real and aren't. Systems look brilliant in testing and fall apart live. Most failures in quantitative investing start here, long before a single trade is placed.
M7 is SkySail's development process. It is built to guard against the mistakes that catch even institutional firms: letting the data fool you, bias creeping in unnoticed, and fitting a system so tightly to the past that it can't handle the future. Every idea has to earn its place by getting through it.
Behind M7 sit the theses SkySail has built over years of work. The GRIP Alpha Model™ (Growth, Resilient, Independent, Protective) is the framework behind our strategies, now five years past its release. The Geometric Thesis, the G in GX7, shapes how strategies are positioned so the market can't hold the system in bad positions for long.
G
Growth
R
Resilient
I
Independent
P
Protective
The GRIP Alpha Model™: the framework behind SkySail's strategies.
Our edge sits somewhere most firms don't look. Plenty of firms have AI, and plenty have data. What sets SkySail apart is its processes, the discipline to keep using them, and an approach that is unconventional but rigorous, grounded in facts and results rather than theory.
Layer 2 · Demonstrate
Demonstrate: Rubix VM, our foundational risk model
Rubix VM predicts how far markets will move. Put simply, it forecasts how much risk is coming before it arrives.
That is one of the hardest problems in finance. Wall Street has measured market risk with the same family of models since 1993, and that standard has lasted because it has been so hard to beat. Rubix VM beats it, reducing forecast error by 20 to 40 percent compared with the industry's established volatility models.
Fifty years of forecasting market risk
1978
Average true range
The trader's rule of thumb for how far a market can move. Still common on trading floors.
1982
ARCH
Robert Engle shows that market turbulence clusters. The idea later earns the Nobel Prize in Economics.
1993
GJR-GARCH
The version most risk desks still run today takes its final shape. The standard Rubix VM is measured against.
1994
RiskMetrics
J.P. Morgan publishes its own variant and gives it away free. It becomes the industry standard.
2009
Realized-volatility models
A newer generation built from intraday data, treated by hedge funds and quant desks as the state of the art.
2024
Rubix VM
SkySail's foundational risk model: 20 to 40 percent less forecast error than the industry's established volatility models.
The models Rubix VM is measured against, and when each arrived. GJR-GARCH (1993) is the standard most risk desks still run.
When the storm hits, the old models lose sight of it
How much of the market's actual move each model predicted, by kind of day, from the calmest to the most violent. 100 percent means the forecast matched the move.
Rubix VMRealized-volatility modelsGARCH, the 1993 standard
On calm days the established models over-estimate the move; as the market turns violent they under-estimate it, and in the April 2025 tariff shock GARCH saw 38 percent of the move. Rubix VM stays between 80 and 108 percent across every kind of day.
Did the risk line hold?
How often the market moved past each model's 80 percent risk line. An honest 80 percent line is broken about one time in five. Much more often, and the limit was not protecting anyone.
Rubix VMRealized-volatility modelsGARCH, the 1993 standard
20% = honest
Calm days
19%12%10%
Fed announcement days
16%34%42%
Mega-cap earnings days
22%35%35%
High-volatility days
19%38%66%
High-volatility event days
22%46%68%
April 2025 tariff shock
26%55%83%
0%30%60%90%
Every model starts at the honest line. On calm days the established models are too cautious; on dangerous days their lines break far more often than they should, up to 83 percent of the time for GARCH in April 2025. Rubix VM's line stays between 16 and 26 percent.
At the core of the system is proprietary technology, including Rubix RPT, a custom-built AI inference model developed by SkySail.
Rubix VM is applied quantitative skill, built up over years. Its pieces were developed and working inside SkySail's systems before the model carried its name, and it keeps getting better.
Why does predictive skill matter to an investor? Because knowing the size of the storm before it arrives is the foundation of managing risk. It shapes how positions are sized, how much room they're given, and when to step aside. Skill at prediction turns risk management from guesswork into measurement.
About the numbers: SkySail's internal testing of Rubix VM on Nasdaq-100 futures over 24-hour forecast windows, January 2023 through May 2025, roughly 53,000 windows. "Move predicted" is the typical (median) size of the move a model forecast divided by the typical size of the move that happened; "98% vs 49%" is how close each model came to 100 percent on high-volatility event days. "High-volatility days" are the top third of days ranked by the prior close of the VIX; event days have a scheduled economic release, Fed statement or mega-cap earnings report inside the window. All forecasts use only information available at the time. Past performance in testing does not guarantee future results.
Layer 3 · Deliver
Deliver: GX7 turns skill into results
GX7 is where skill becomes returns. It is SkySail's flagship strategy: 19 distinct algorithms coordinated by an AI brain that re-evaluates the market every five seconds. Some of the algorithms continuously analyze and interpret market data. Others make trading decisions from that picture. The AI brain coordinates all of it.
19
distinct algorithms. Some continuously analyze and interpret market data; others make trading decisions from that picture.
1
AI brain coordinating all of them.
5 s
between re-evaluations of the market.
16,000+
re-evaluations in a single trading day.
Nineteen algorithms, one AI brain, a fresh look at the market every five seconds: more than 16,000 times across a trading day.
GX7 is built on SkySail's foundational models, including Rubix VM, and on the GRIP Alpha Model™ and Geometric Thesis beneath them.
It is designed to work in down markets as well as up markets, by design. GX7 doesn't need the market to rise in order to make money.
Clients keep their capital in their own brokerage accounts. SkySail provides the strategy and never holds client funds.
Layer 4 · Proven
Proven: the verified record
GX7 has traded live since 2024. Its record is independently audited against actual brokerage statements by Alpha Performance Verification Services, reviewed by a CPA, CFA® and CIPM® credentialed professional.
We also publish GX7's full drawdown history, losses included, so you can see exactly how the strategy has handled difficult markets and how quickly it recovered.
Nothing reaches a live strategy without first being measured against the industry's established standard. Foundations are tested on their own before anything is built on them.
02
Every link is visible.
You don't have to take a return number on faith. You can see the process that finds the signal, the model that proves the skill, and the audited record that shows the results.
03
Knowing the limits.
Discipline means understanding where a system's edge ends, not only where it works. We build to know both, because that is what keeps a strategy standing when markets turn.
The evidence
What each piece of evidence tells you
Stage
What it proves
The evidence
Where to see it
Process (M7)
Disciplined signal discovery
The development process and theses behind every SkySail strategy
Rubix VM is SkySail Strategies' foundational risk model. It predicts how far markets will move, giving SkySail's strategies a measured view of how much risk is coming. It outperforms the risk models Wall Street has relied on since 1993.
What is a foundational risk model?
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A foundational risk model is a base-layer model that measures and forecasts market risk. Professional quant firms build these once, prove them against industry standards, and let every strategy above them draw on them. The stronger the foundation, the stronger everything built on it.
Is Rubix VM just research?
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No. Rubix VM is applied quantitative skill. It produces predictions with demonstrated accuracy against the industry's established standard, and it is part of the foundation beneath SkySail's strategies.
Does Rubix VM's accuracy translate into returns?
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Predictive skill is the foundation, and GX7 is where it becomes returns. Rubix VM demonstrates the skill. GX7's live record, independently audited against brokerage statements, demonstrates the results. Together they show both the skill and what it produces.
How does GX7 use Rubix VM?
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Rubix VM is part of the foundation GX7 is built on. It gives the strategy a sharper read of how much the market is likely to move, which supports how GX7 manages risk. How the layers connect is proprietary.
Why should a prediction model matter to an investor?
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Because returns without skill can be luck. Measurable predictive skill is what makes results repeatable and explainable. It is the difference between a strategy you can understand and one you have to take on faith.
Is Rubix VM new?
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No. Rubix VM evolved over years of SkySail's work. Its components were developed and in use before the system carried the Rubix VM name, and it continues to improve.
How is SkySail different from firms that only show returns?
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Most firms show a return number and ask you to trust it. SkySail shows every link: the development process, the demonstrated skill of its foundational models, and a live record audited against brokerage statements, including the full drawdown history.
Is GX7's track record verified? By whom?
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Yes. GX7's live record is independently audited against actual brokerage statements by Alpha Performance Verification Services, reviewed by a CPA, CFA® and CIPM® credentialed professional. Verification page ›
Can I invest in Rubix VM directly?
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No. Rubix VM is a foundational risk model, not an investment product. Investors access SkySail's skill through its strategies, such as GX7.
Is Rubix VM the same thing as GX7?
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No. Rubix VM is SkySail's foundational risk model. GX7 is the strategy clients trade, built on SkySail's foundational models, including Rubix VM.
See it for yourself
See the record for yourself
The skill is demonstrated. The results are audited. Every link between them is on this page.
SkySail Strategies is a quantitative investment firm specializing in applied quantitative research and algorithm development.
Trading in futures and derivatives involves substantial risk and may not be suitable for all investors. Past performance, hypothetical back-tests, or simulated results are provided for illustrative purposes only and are not necessarily indicative of future performance. The use of leverage can work both for and against you, and you may lose some or all of your invested capital. Only trade with capital you can afford to lose and consult an independent financial professional before investing.