Each strategy is a standalone automated system with its own setup logic, instrument coverage and risk profile. Portfolios stack 2–4 of these on a single account.
All figures cover Apr 2025 — Jun 2026, aggregated across every instrument each strategy trades. Results from April 2026 onward are published as they happen; earlier figures come from the pre-publication period. Equity curves show cumulative net P&L. Click any strategy for the full instrument-by-instrument breakdown.
Each card aggregates the strategy across all instruments it trades. Net / yr is cumulative realised P&L over the 12-month backtest (Apr 2025 — Mar 2026). Profit factor, win rate and trade count are empirical, not modelled.
Each strategy exploits a different, repeatable market behaviour. Because they fire on different setups, days and instruments, their losing periods rarely overlap — which is exactly what makes them combine into low-variance portfolios.
1. Raw trade lists — each strategy is exported from the TradingView Strategy Tester for every instrument it trades, over a 12-month empirical period (Jun 2025 — May 2026).
2. Aggregation — trades are combined across instruments to produce the cumulative net P&L curve and the headline stats (PF, win rate, trade count) shown on each card.
3. Profit factor & win rate — computed directly from realised trade P&L: gross profit / gross loss, and winning trades / total trades. No modelling, no curve-fitting.
4. Monte Carlo stress test — when strategies are combined into portfolios, 1,500-path block-bootstrap simulation over a 3-year horizon confirms the edge survives realistic sequencing and drawdown constraints.
See the methodology page for full statistical detail.
Single unlocks one strategy on one instrument. Track Combo and Ultimate bundle multiple strategies into ready-made portfolios. Founders Lifetime tiers at 30% off — limited early-supporter spots only.