It trades in silence. It proves everything.
An automated futures system that researches, executes and reports on its own. Nothing is traded until it survives six statistical tests — and every result is published, including the failures.
One strategy. One rulebook. Zero emotion.
Micro Nasdaq-100 futures, US session only. The system lets the first 30 minutes reveal the day, then follows the break — exit planned before entry.
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i.
Read the market
Prices, economic calendar and account status — verified before anything moves.
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ii.
Mark the range
The high and low of 9:30–10:00 ET draw the day’s battle lines.
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iii.
Clear the guard
An independent risk module can veto any trade. The strategy can’t overrule it.
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iv.
Enter protected
Stop and target ride with every order. No stop confirmed in 5 seconds — flat.
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v.
Reconcile, report
Orders and balances checked every minute. Every trade on the record.
We publish what fails.
Others show a winning chart. We show the scorecard — six gates drawn from published research. Real capital only when all six read pass.
Tested and retired: 5-minute breakout · VWAP mean reversion · late-day momentum · forex & gold trend.
| GATE | REQUIRED | TODAY | STATUS |
|---|---|---|---|
| Statistical significance | t > 3.00 | 2.88 | NOT YET |
| Overfitting probability | < 0.10 | 0.12 | BORDERLINE |
| Deflated Sharpe ratio | > 0.95 | 0.29 | NOT YET |
| Walk-forward, unseen data | OOS/IS ≥ 0.5 | ≈ 0.5 | PASS |
| Slippage stress | 4 ticks / side | holds | PASS |
| Prop-rule Monte Carlo | fail rate OK | within | PASS |
The account comes first. Always.
If data, calendar or account can’t be verified, it doesn’t trade. It never raises risk to win back a loss.
Fixed risk per trade
A set dollar amount. If one contract exceeds it, the trade is skipped.
Daily loss limit
Reached, and the system rests until the next session.
Drawdown ceiling
A hard cap on total decline, checked live including open trades.
Kill switch
One command cancels every order and flattens every position.
No duplicate orders
Never blindly retried. Two fills at once trigger a flatten and halt.
News-day discipline
No trades on Fed decision days — losing in both halves of the data.
Displayed profit isn’t income. We track the gap.
EQUITY CURVE BEGINS WITH THE FIRST LIVE TRADE
Follow the build quietly.
One email a month: the scorecard, what passed, what failed, and the real numbers.
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