No discretionary positions
Full-history, cost-adjusted
We never hold client funds
Two systems, one tool
A strategy on paper is worth nothing. What matters is a rule that survives contact with real costs, real fills and a decade of data it has never seen. Everything we sell has been through that, or it does not go on this site.
The research comes first. It spends more of its time trying to break a result than to improve it: parameter sweeps, bootstrap resampling, decay tests across sub-periods, and a blind out-of-sample walkthrough. Most candidates die there. That is the point.
What survives ships in one of three forms. Some are fully automated systems: software that connects to your own brokerage account, places the orders, logs every action, and measures its own execution quality against the official prints. Some are indicators — the signal and its full backtested record, with the trade left to you. And one is a tool: a way to size any trade to a fixed unit of risk and keep an honest record of it. Each product says plainly which it is.
We are not in the business of smoothing returns down to something comfortable. Our systems are built to beat the index over a full cycle, and the price of that is periods where you are meaningfully underwater. If that is disqualifying for you, we would rather you know it here than three years in.
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Investors with a long horizon and a specific tolerance: they can watch an account fall by a third from its high and not turn it off. Usually that means retirement money they will not touch for a decade, sized as one component of a broader plan.
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Anyone who needs the money inside a few years, anyone who wants a smooth line, and anyone looking for a guarantee. There isn't one. Systematic trading carries a substantial risk of loss, including loss of principal.
A system only reaches you after it has survived three things. It is built on institutional-grade market data, so the record is not an artefact of bad prices. It is tested across a full market cycle against its own benchmark, with commission, spread and financing deducted rather than assumed away, and with years of history held back that the rules never see. Then it runs live, and we measure the fills it actually gets against the record it promised. Anything that fails one of those does not ship.
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We take no custody and never touch your funds. Where a product connects to a broker at all, it runs against your own account through a connection you authorise and can revoke at any moment. There is no pooled vehicle and no lock-up.
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A ruleset is fixed at the close of research and is not re-fitted afterwards. The out-of-sample period we publish was never used to select a parameter. When live results diverge from the record, we publish the divergence.
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Every figure we show is net of commission, spread and financing. Our research states the execution cost at which an edge stops existing, and our automated products measure their own slippage against the official prints every session.
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Automated Nasdaq-100 system · Roth IRA
Trades the Nasdaq-100 on a fixed ruleset, unattended. Built specifically for tax-advantaged retirement accounts, where its frequent trading is not taxed away. Live and onboarding a limited number of accounts.
02
Futures breakout indicator · TradingView
A breakout system for futures, delivered as an invite-only TradingView indicator. It marks the setups, sizes the position against your account, and warns you when a contract is too big for it — but you place every trade yourself. Results are published per market, with the drawdowns shown just as loudly.
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Position sizing & trade journal · Browser
Size every trade to one unit of risk. Give it a price and a stop; it gives you the size that risks exactly 1R, and holds that risk as you add to winners. Journals every trade in R. Runs entirely in your browser — your data never leaves it. $10 a month, cancel any time.
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Unannounced
Further systems are in development. None will be published, priced or offered until it has cleared the same out-of-sample and cost-sensitivity standard COS did. We would rather run one honest system than sell a catalogue.
Access
Execution quality has to be measured on every account, which puts a limit on how fast we can take people on. Tell us about your setup and we will tell you honestly whether it is a fit.