SYSTEMATIC FUTURES RESEARCH
Systematic futures research,
engineered from first principles.
Automated futures strategy research built around validation, regime intelligence, opportunity scanning, and sim-to-live execution discipline.
Most retail algorithmic trading begins with the strategy. We start with the infrastructure: data integrity, validation discipline, regime context, replay reconciliation, and the operational question of when a system should fire, reduce, or stand down.
02 / THE QUESTION
Why does the same setup work brilliantly in one environment and fail in another?
That question sits underneath the entire research stack. A strategy can look strong in aggregate and still behave very differently across market environments. The real work is not only finding an edge. The real work is understanding when that edge is present, when it is degraded, and when the system should stand down.
The strategy is only one layer. The regime decides when the layer belongs.
REGIME DECISION LOGIC
03 / THE OPERATING STACK
The operating stack.
01 / STRATEGY PORTFOLIO
Strategy Portfolio
Multiple intraday futures strategies with structurally different edge mechanisms.
02 / REGIME LAYER
Regime Layer
Cross-asset regime classification used as a sizing overlay, not an entry filter.
03 / VALIDATION PIPELINE
Validation Pipeline
Locked holdouts, walk-forward testing, sample-size floors, and sim-to-live reconciliation.
04 / OPPORTUNITY SCANNER
Opportunity Scanner
Continuous scanning across futures instruments for structurally different candidates.
05 / RECONCILIATION
Sim-to-Live Reconciliation
Research engine treated as a digital twin of the live execution environment.
VALIDATION STATUS
04 / ARTIFACTS
Research artifacts, not decoration.
The visuals on this site are outputs from the research process. Candidate edges get rejected. Regime overlays drive real sizing decisions. Reconciliation checks either pass or flag drift.
CANDIDATE EDGE / NQ OPENING WINDOW
REGIME OVERLAY / ACTIVE
REPLAY RECONCILIATION
PARAMETER NEIGHBORHOOD
REGIME QUESTION
RESEARCH MEMO / REGIME OVERLAY
Not every day is a trading day.
How regime gating changes when an automated strategy should fire, reduce, or stand down.
→Read memo05 / NAVIGATION
Where to go next.
There's a longer description of how the work is structured. There's also an open door for people who want to collaborate on building a specific algorithm.
PATH 01
Read the approach.
The full description of how the work is structured. What the strategies are. How the regime layer is designed.
→ApproachPATH 02
Read the regime memo.
How regime gating changes when an automated strategy should fire, reduce, or stand down.
→ResearchPATH 03
Explore the algorithm fleet.
A high-level look at the Quiver systems: breakout, retracement, sweep, overnight, and more.
→AlgorithmsPATH 04
Submit a build request.
Selective collaboration on custom algorithm development for NinjaTrader.
→Build Requests