Machine Learning Systems
Rule-based trading systems with transparent logic, full stats, and repeatable implementations.
TradeAndRoll Systems are algorithmic strategies built from clear rules, robust validation and quant-driven research. Each system is backed by historical tests, parameter boundaries, risk assumptions and implementation details. Designed for traders who want simplicity, transparency, and reliability — without black boxes.
Seasonal Systems
Intraday Systems
Event-Driven Systems
Swing Systems
Quant Systems
Seasonal
APH
Tuesday–Wednesday Edge (APH)
Enter Tuesday open → exit Wednesday open, filtered by volatility and Monday structure.
12.4%
CAGR
-8.2%
Max DD
1.71
PF
Intraday
Index CFDs
Intraday Bearish Reversal (Index)
Stop-entry below bullish candle with fixed RR 1:2, structure-based trailing entry.
48%
Win rate
1.54
PF
0.31R
Avg trade
Event-Driven
FX
Monday Volatility Burst
Volatility spike detection based on ATR percentile → directional filter.
8.3%
CAGR
1.42
PF
Rigorous Validation
All systems follow a strict validation pipeline to ensure they are not just lucky backtests, but robust edges.
- Regime-aware historical tests
- Wide parameter boundaries
- Robustness checks
- Synthetic-series stress testing
- Out-of-sample evaluation
- Position sizing assumptions
- Clear risk definitions
PIPELINE_OK
PASS: ROBUSTNESS CHECK
PASS: MONTE CARLO
PASS: OOS TEST
PASS: MONTE CARLO
PASS: OOS TEST
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