A ten-module, rules-based quant book across indices, FX and crypto. Every signal is generated by a model, not a mood — delivered to a private Telegram group. You place every trade yourself, on your own account.
A book of independent, rules-based strategy modules runs across several markets. When a module triggers, you get the trade: instrument, direction, entry, stop and target. You decide whether to take it, and you place it on your own broker account.
Ten independent modules run across indices, FX and crypto. Each is a self-contained rule set with its own entry logic, exit logic and a hard stop — grouped into four uncorrelated clusters so a bad run in one market cannot drag the whole book down at once.
| Instrument | Style | Cluster |
|---|---|---|
| US500 | Mean-Reversion | Equity MR |
| US30 | Mean-Reversion | Equity MR |
| NDX | Mean-Reversion | Equity MR |
| USD/JPY | Mean-Reversion | FX MR |
| GBP/JPY | Mean-Reversion | FX MR |
| BTC/USD | Mean-Reversion | Crypto |
| ETH/USD | Momentum | Crypto |
| US500 | Momentum | Intraday |
| NDX | Momentum | Intraday |
| US500 | Mean-Reversion | Intraday |
Mean-reversion modules have no fixed target — you hold until the exit signal fires. Momentum modules carry a 3R target. Every module has a hard stop, always.
The specific models, indicators and parameter values behind each module stay private — that is the edge members are paying for. You see every signal in full; the recipe stays in-house.
The book is not equally weighted. Each module is allocated its own share of risk based on how it behaves — how deep and how long its drawdowns run, and how much it overlaps with everything else in the book. A module that historically draws down harder gets less capital at risk, not more.
Percentages are of account equity, per module, if every position were open at the same time. Smaller accounts run a reduced book — some modules only switch on once the account is large enough to size them properly.
The obvious way to build a ten-module book is to give every module the same risk. We do not do that, because the modules are not the same. Each one has its own drawdown profile — how far it typically falls behind before recovering, and how long it stays there.
So each module is given a drawdown budget instead of a flat allocation. Its risk per trade is then set so that, on its own historical behaviour, it stays inside that budget. A module with shallow, short drawdowns can carry more. A module that goes deeper for longer is dialled down until its worst stretch is something the account can absorb without damage.
That is why the spread across the book is wide — the largest allocation is roughly 13× the smallest. The point is not that the big one is a better strategy. It is that its losing runs are cheaper to sit through.
Because the clusters are chosen to be uncorrelated, they rarely all draw down together — so the realistic worst day is well below the theoretical all-open figure above.
Holding ten positions is not diversification if they all lose on the same day. Modules are grouped by what actually drives them, so a bad regime for one group does not automatically punish the rest.
Instruments, models, indicators and parameter values stay in-house — that is what members are paying for. What we publish is how the risk is structured, so you can judge the approach before you subscribe.
We never ask for your broker login. We never connect to your account. We never take custody of your funds.
The quant book is validated in historical backtesting. It does not yet have a long, independently verified live track record, and we are not going to pretend otherwise or display a verification badge we have not earned.
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