We publish
the failures too.
Systematic strategies built through a proprietary robustness pipeline: out-of-sample data, parameter stress, Monte Carlo and public live tracking. If a strategy breaks, you will see it break.
Every trade, every day.
Not a backtest: the full portfolio on an independently hosted account at real market prices. Every closed trade, the drawdown and the result, published daily.
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Preview with sample data until the live feed is connected.
Cumulative %, not compounded. Risk sized so the worst 5% of Monte Carlo runs reach a 10% drawdown. Simulated results, not live trading.
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Markets we trade
REAL-TIME QUOTESSeven gates between an idea and a live account.
Generate
Published classics and machine-generated candidates enter one funnel.
Out-of-sample
Years of data the strategy has never seen. Profitable in every period, or rejected.
Parameter heat map
The edge must hold across the whole neighborhood of settings, not one lucky point.
Monte Carlo
Thousands of reshuffled histories with slippage and skipped trades.
Second source
Re-run on another broker's data and platform, compared trade by trade.
Portfolio fit
Low correlation with the strategies already running.
Live, in public
Each month is checked against the range the backtest predicted.
Graveyard
RECENT REJECTIONSSuperTrend M5 / M15
Nine hours of generation and testing. Zero candidates passed.
Silver H1
273,000 strategies generated. None survived the re-tests.
S&P 500 H1
Every finalist went flat from 2012 to 2019.
Larry Williams 9.1
Classic rules with no edge on unseen data.
Retention you can audit.
Clients who don't blow up stay for years. Partners get a private data room with every strategy, every robustness test and every live month.