Systematic trading, built to survive.

Independent strategies, low correlation.

• Diversified by design. Separate strategies across equities, currencies and commodities, selected for low correlation with each other.
• Risk-based sizing. Positions sized by market volatility, not conviction, with hard caps on concentration.
• Circuit breakers on every component. Each one stops itself if it falls beyond its own historical limits.
• Fully systematic. Decisions on confirmed market data, executed automatically. No discretion, no overrides.

Every idea faces the same gauntlet.

• Pre-registered. The test and its pass mark are written down before any result exists.
• Out-of-sample. Judged on years it was not designed on.
• Beat random. Compared against scrambled versions of itself. Luck does not pass.
• Robust. Stable across separate market phases and neighbouring settings. No isolated peaks.
• Real costs. Spreads, commissions and financing at actual venue rates.
• Reproduced. Every study replicated byte-identical at every review stage.
• Adversarial review. Every study and assumption critiqued and attacked by an independent review panel before deployment.

Engineered for continuity.

Dedicated execution server, separate from research. Isolated read-only market data. Health checks and alerts on every job. Tested disaster recovery. Every change version-controlled, reviewed and reversible.