Let the strategy speak. Let the system execute.
No gurus, no screenshots, no hype — only rules, data, and out-of-sample evidence.
Three non-negotiables that separate a backtest from a trading system.
三條底線 — 把「回測曲線」變成「可交易系統」。
Every parameter we publish was selected on in-sample data and then tested on data it never saw. If a system cannot survive 90+ walk-forward folds, it does not ship.
Spread, commission, swap and estimated slippage are modelled from live Vantage tick data. A strategy that only works with zero-cost assumptions is a fantasy.
We reject parameter sets that win big on one configuration. We publish the average performance across a parameter neighbourhood, not the peak.
A weekly research drop, a transparent trade journal, and an open methodology.
每週研究報告 · 透明交易日誌 · 公開方法論。
A +5% return on a 20x levered FX account is not the same as +5% on a cash equity book. R-multiples normalise every trade to risk taken, which is the only way to compare strategies honestly.
20 倍槓桿 FX 帳戶的 +5%，同現金股票戶口的 +5% 完全唔同概念。用 R 值（每筆風險倍數）係唯一可以誠實比較策略嘅方法。
Boring, reliable, and reproducible by anyone with the same data.
無趣、穩定、任何人拿到相同數據都可以重現結果。
Where we are and where we're heading.
現在的位置，與下一步的方向。
Opened the research notebooks. Every future claim on this site will be reproducible from this baseline.
公開方法論與 Jupyter notebook — 所有未來宣稱都可以用呢套框架重現。
Three validated strategies entering 90-day live paper testing on Vantage RAW accounts. Results posted weekly.
三隻通過驗證嘅策略進入 90 日真實 paper test，每週公開結果。
Strategies that survive paper testing will be deployed with live capital and tracked on the Live page, trade-by-trade.
通過 paper test 嘅策略將會用真金白銀上線，每筆交易公開追蹤。
Once we have 3+ live strategies with uncorrelated return streams, we move from single-system to portfolio research.
當實盤策略超過 3 隻且相關性夠低，就會進入組合層研究。
Join the Telegram channel and Discord server to get weekly drops, watch the walk-forward tests run, and see the paper trades land in real time. Free, forever.
加入 Telegram 頻道同 Discord — 每週研究更新、滾動驗證實況、paper trade 即時推送。永久免費。