Kion QuantJoin Discord free Kion QuantJoin Discord freeBehind every great track record is one disciplined decision, made again and again.
US-listed equitiesLong and shortRules-based
Consistency is what compounds.
A quantitative method sets the entry, the exit, and the risk by the same rules every time — so the returns and the drawdowns can be measured, not hoped for.
The research bench behind every strategy — backtest, audit, size, and compose
Five-year track record
Simulation starts at $500,000. Risk is sized as a percentage of simulated equity, and trades that exceed the capital constraint are skipped. Results include modeled trading costs.
What the systems trade
NVDAlongintraday
TSLAshortintraday
METAlong1 day
MUlong20 days
SNDKshort2 days
NBISlong2 daysNVDAlongintradayTSLAshortintradayMETAlong1 dayMUlong20 daysSNDKshort2 daysNBISlong2 days
AVGOlong16 days
PLTRlong9 days
COINshort4 days
AMDlong4 days
SMCIshort20 days
MSTRshort20 daysAVGOlong16 daysPLTRlong9 daysCOINshort4 daysAMDlong4 daysSMCIshort20 daysMSTRshort20 daysYour brokerage. Your account. Your control.
Signals are available now. The research platform and private management are coming soon.
Proprietary Trading Signals
Standardized signals in US-listed equities, long and short, held from intraday to several weeks.
Real-time entries and exits, as each signal fires
You place every order through your own brokerage
No card. Firm announcements and method notes while enrollment is closed.
Research & Automation Platform
Research, test, and automate your own strategies from one integrated platform.
Design and backtest your own systematic strategies
Connect your broker and automate what you build
Private Management
The firm's flagship strategies, run for approved clients after application review.
The top-tier strategies offered nowhere else
A separately managed account held in your name
Enter the public Discord for firm announcements and method notes. Signals and member support remain inside the paid membership.
Join Discord freeA strategy must work beyond the data used to develop it. We test unseen periods, randomized in-sample and out-of-sample quarters from every year, rolling walk-forward windows, multiple-testing penalties, and year-by-year consistency. A strong full-period return cannot rescue a strategy that fails those checks.
The simulation starts with $500,000. Risk is sized as a percentage of simulated equity, so position sizing compounds; trades that exceed the capital constraint are skipped. It includes modeled trading costs and bar-by-bar execution. It remains hypothetical: latency, partial fills, short availability, taxes, and operational errors can make live results worse.
Never in isolation. Maximum drawdown is the worst historical peak-to-trough decline, not a limit on future loss. We evaluate return relative to drawdown, losing periods, annual consistency, and tail behavior rather than optimizing the headline return alone.
The rules stay fixed; execution becomes the test. We compare signal timing, fills, slippage, rejected orders, exposure, and realized drawdown with the simulated range. Live and simulated records remain separately labeled so one cannot be mistaken for the other.
One losing month is not enough to rewrite a system. We monitor sustained changes in expectancy, drawdown, execution quality, and market participation against predefined ranges. Persistent deterioration leads to lower risk or retirement—not a quiet refit of the historical record.
No. The chart is net of modeled trading costs, not access fees. Signals membership is $189 per month plus applicable tax and renews until canceled. The research platform and private management are coming soon; their pricing has not been finalized.
Returns do not scale perfectly. Position limits, buying power, spreads, and available liquidity determine practical capacity for each strategy. Clients keep control of their own account and capital; research, signals, and software do not require us to custody funds or brokerage credentials.
About
Quantitative Trader & Portfolio Manager
Former Big Tech software engineer, now a full-time quantitative trader in US-listed equities. Trading since 2021 and building and running systematic strategies since 2024.