Real money, running live.
This is not a backtest and not a simulation. Every number on this page comes from a single brokerage account trading my own capital, reconciled daily against Interactive Brokers Flex Query data. The drawdowns are real. The recoveries are real.
Transparency, all the way down.
Equity curve, Sharpe, drawdown, and every individual fill are published openly, with the calculation methodology documented in full. Nothing is cherry-picked, smoothed, or reconstructed after the fact.
Diversification by design.
The program holds positions across 200+ instruments — equity indices, bonds and rates, currencies, energies, metals, agriculturals, crypto and volatility — sized by a volatility-targeting framework so that no single market dominates the outcome.
Built on open foundations.
The system runs on a public fork of pysystemtrade, with the engineering documented incident by incident. The quality of the operation is meant to be inspected — the code, the methodology, and the failures are all on the record.
