About us

Not a team portrait but a description of the system: how it trades, how risk is bounded, and which decisions were deliberately taken against our own marketing interest.

What is traded

We run a portfolio of several mutually independent strategies across different asset classes: trend following on equity indices, on gold and on a currency pair, plus an adaptive mean reversion that works intraday on EUR/USD. The strategies follow different logic and therefore do not move in lockstep – which is the whole point of putting them together.

Rules instead of discretion

Every entry and exit follows rules fixed in advance: breakouts beyond a price range of the past weeks, moving-average crossings, stops placed at a multiple of average volatility. Nothing is adjusted while a trade is running.

The configuration of each strategy lives in exactly one place in the source. Live operation, reporting and every backtest read the same file. That makes every trade traceable back to the rule that triggered it – and it makes a silent drift between "tested" and "traded" impossible.

How risk is bounded

• Allocation by risk, not by capital. A strategy's weight is inversely proportional to its historical drawdown, and no single strategy receives more than 30 % of the portfolio. Without that cap the allocation concentrates on whichever strategy had the calmest past – and in our tests that was precisely the one that caused the largest drawdown.
• Risk levels are drawdown levels. The levels are not defined as return promises but by the drawdown they target, roughly 5 % to 16 %. Choosing a level means choosing the loss you are prepared to sit through.
• A safety discount on leverage. Leverage is calibrated to 75 % of the level's target because historical drawdown regularly understates the real tail risk.
• Stops follow market movement. Stop distances sit at a multiple of average volatility. In tight, directionless phases they widen automatically – which correspondingly reduces position size.
• Add-ons only in a confirmed trend. Positions are only added to once trend strength (ADX) reaches 30. Without that condition the add-ons happened inside failed breakouts.
• Pauses and risk reduction. In the intraday variant of the index strategy, three consecutive losses trigger a forced pause, and from a 10 % drawdown the risk per trade is halved.
• Known events are skipped. The intraday strategy does not trade on the day of the US employment report. Those days were negative across years of analysis while the rest stayed positive.

Operation and monitoring

The system runs around the clock on a server inside the EU and checks market conditions and open positions every ten seconds. Each pass writes a heartbeat with uptime, duration and the last error; if it is missing for more than two minutes, or the venue stops responding, the status page changes colour – the same source that alerts us. Incidents and trading events are pushed to the operator's devices.

State is backed up hourly and 48 snapshots are kept, so that a restart never resumes from half a picture. The server is reachable by key only, password login is disabled, and a firewall limits which services are exposed.

Decisions that work against us

• Figures only above a minimum sample. We show percentages only from 30 closed trades and three months of operation. Below that, only the number of trades and the start of the period appear. A hit rate from twelve trades is noise that happens to look good.
• Live and paper labelled separately. Every figure carries its source: traded with real capital, or simulated. The two are never merged into one curve.
• No backtest numbers presented as results. What appears on the performance page comes from actually closed trades. Backtests are for development, not for display.
• Crypto only where it is permitted. Crypto content is served depending on the country of origin – and in case of doubt not at all: if the country is missing, the content counts as blocked. That costs reach, and it is intended, for as long as the regulatory classification is unsettled.
• No measurement of visitors. This website contains no audience measurement, no advertising technology and no third-party content. The typeface is served from our own server; no request goes to Google.
• Recalibration is rare. Weights and leverage are re-derived once a year from a fixed window rather than continuously fitted to the latest market phase. Constant refitting produces curves that only hold looking backwards.

What we do not do

We do not accept customer funds – capital stays in the customer's own account. We do not intervene in running positions on a hunch. And we promise no trading success and no return: trading financial instruments can lead to the total loss of the capital committed. See the risk notice for details.