Rule-based trading on forex and indices
A portfolio of several independent, rule-based strategies spanning different asset classes - including gold, the Nasdaq index and EUR/USD. Each strategy follows fixed entry and exit rules; no discretionary decisions once trading.
Portfolio construction
Each strategy trades its own logic: trend-following on gold and the Nasdaq index, an adaptive intraday mean-reversion approach on EUR/USD. Every rule is fixed in advance rather than discretionary, so each trade can be reconstructed after the fact.
Risk control
Capital is allocated across strategies by risk parity: asset classes with larger historical swings receive a smaller weight. Stop distances are set from average true range (ATR); on the Nasdaq sleeve they additionally widen automatically in quiet, compressed market conditions.