Our Strategies
Every strategy is developed through rigorous backtesting and walk-forward validation before touching real capital. We started in one of the world's hardest markets — and expanded from there.
Built in a Hard Market First
Our systematic trading began on the Dhaka Stock Exchange — a market that has been in structural decline for over 20 years, with no short selling, T+2 settlement delays, and no broker API access. We built automation layer by layer. The bots worked even there.
That proof of concept gave us the conviction to expand into more liquid, better-capitalised global markets — crypto perpetuals, US equities, options, and beyond. Today our systems are broker-agnostic: deployable on any institutional platform that offers leverage, margin, and proper API access.
Disclaimer: Sharpe and Profit Factor figures for DC-VWAP are from live trading. Other metrics are from backtests and research. Past performance does not guarantee future results. Trading involves significant risk of loss.
DC-VWAP Trend Follower
Crypto Perpetual Futures · Binance · Bybit
Directional Change (DC) algorithm combined with VWAP and EMA filters. Captures momentum moves in high-liquidity crypto pairs across 24/7 markets. Designed to cut losers fast and let winners run — low win rate, high profit factor. Runs continuously on cloud infrastructure with no human intervention.
24 closed trades · XRP/USDT perpetuals · 3.5× isolated margin · Binance. Full trade log on Track Record page.
OI-Directional Options Flow
US Equity Options · Interactive Brokers
Based on peer-reviewed academic research on open interest as a hidden trend signal. Identifies directional bias from option OI distribution and trades the underlying equity. Strong long bias aligned with structural equity drift. Designed for clients on Interactive Brokers with options access.
Based on peer-reviewed academic research. Paper under review. Deployment via Interactive Brokers API.
DSE Multi-Bot System
Bangladesh Equities · Dhaka Stock Exchange
Where our systematic trading began. We built and deployed 25+ simultaneous intraday bots on the Dhaka Stock Exchange — a market with no broker API, T+2 settlement, no short selling, and a 20-year structural decline. We automated execution through browser-level technology and validated strategies across 400+ DSE-listed stocks and 10+ years of historical data. The system made money in one of the hardest possible environments. That proof of concept drove our expansion into global, more liquid markets.
Our origin system. Demonstrated strategy robustness in an illiquid, API-free market before expansion to global assets.
In Development
Coming SoonStrategies currently in research and backtesting. Each goes through the same full validation cycle before any live capital is deployed.
Fades overextended moves back to statistical equilibrium. Uses z-score deviation from rolling mean to time counter-trend entries in high-liquidity pairs.
Ingests real-time financial news feeds and executes on sentiment signals before price fully adjusts. NLP-driven with configurable asset universe.
Detects flash crashes in real time using abnormal price velocity and liquidity vacuum signals. Once the crash is confirmed, enters a high-leverage long position to capture the sharp recovery move as price snaps back.
Requires trend alignment across 4h, 1h, and 15m before entry. Reduces false positives significantly — only trades when all timeframe signals agree.
Classifies market state as trending, mean-reverting, or high-volatility using hidden Markov models. Routes order flow to the appropriate sub-strategy for the current regime.
Ingests real-time macroeconomic data — commodity flows, trade policy shifts, geopolitical events, supply chain indicators — to build a live model of the global economy. Identifies structural dislocations before they are priced into markets and informs macro-driven position sizing across asset classes.
Models the token economics, liquidity dynamics, and incentive structures of DeFi protocols in real time. Simulates yield flows, liquidity pool behaviour, governance shifts, and TVL movements to identify mispriced risk and arbitrage opportunities across decentralised finance.
Beyond the bots. Alongside our systematic strategies, we run continuous ad-hoc research — cross-asset correlation studies, macro-driven scenario models, geopolitical supply-demand theses, and probability-weighted opportunity assessments. This research informs when and how we deploy capital, and feeds the development pipeline above.
Bespoke Client Configurations
Broker-agnostic · Built around your platform
Our strategies are not locked to a single exchange. If your broker supports the instruments our system requires — leverage, margin, derivatives, and API access — we can configure a bespoke bot for your account. We work across institutional platforms covering crypto, equities, options, forex, commodities, and indices.
Don't see your platform? Contact us — if it has a proper trading API with leverage and margin support, we can likely configure it.
Want a Bespoke Setup?
Tell us your broker and capital size. We'll let you know if we can configure a strategy for your account.
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