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Investment Thesis

Core Belief

Markets exhibit exploitable inefficiencies at specific timeframes and conditions. These inefficiencies are: - Transient: They decay once crowded or regime shifts occur - Measurable: Statistical edge must be quantifiable with confidence intervals - Reproducible: Same inputs must yield same signals (no discretion)

Edge Sources

Source Mechanism Decay Risk Markets
Microstructure Liquidity imbalances, order flow High FX, Futures
Technical patterns Price action setups (ICT, SMC) Medium All
Session/time effects Kill zones, session opens Low-Medium FX, Indices
Cross-asset signals Correlations, divergences Medium Multi-asset
Volatility regimes Vol clustering, mean reversion Medium All

What We Do NOT Do

  • No curve-fitting: Strategies must pass out-of-sample and walk-forward tests
  • No lookahead: All features use only past data available at decision time
  • No repainting: Signals locked at bar close, never modified retroactively
  • No exploit trading: No latency arbitrage, no exchange manipulation
  • No guarantees: All performance claims include confidence intervals

Competitive Advantage

  1. Process over prediction: Systematic validation pipeline catches bias before deployment
  2. Multi-asset coverage: Diversification across FX, crypto, futures, indices
  3. Prop-firm compatible: Position sizing and risk rules meet FTMO/MFF/TopStep requirements
  4. Adaptive monitoring: Automated drift detection triggers strategy review

Success Criteria

Metric Threshold Rationale
Sharpe Ratio (net) > 1.0 Risk-adjusted returns above market
Max Drawdown < 10% Prop-firm compliance (most require < 10-12%)
Win Rate > 45% Combined with R:R of 1.5+ yields positive expectancy
Profit Factor > 1.3 Gross profit / gross loss
OOS Degradation < 30% Out-of-sample vs in-sample performance gap

Market Selection Rationale

Market Why Primary Timeframes
FX (EUR/USD, GBP/USD, USD/CAD, USD/JPY) High liquidity, clear sessions, prop-firm eligible 5m, 15m, 1H
Crypto (BTC, ETH, majors) 24/7 markets, high volatility, trending behavior 15m, 1H, 4H
Gold/Silver Futures Safe haven flows, trend persistence 15m, 1H
NASDAQ Futures High volatility, clear US session patterns 5m, 15m

Assumptions (Documented)

  1. Historical patterns have predictive value for future price action
  2. Transaction costs remain within modeled ranges (±20%)
  3. Execution latency < 500ms is achievable on target platforms
  4. Broker/exchange APIs maintain uptime > 99%
  5. Regulatory environment remains stable for retail/prop trading

Risk Acknowledgments

  • Past performance does not guarantee future results
  • All strategies can fail simultaneously in tail events
  • Model assumptions may be violated in regime changes
  • Liquidity can evaporate in crisis periods