ML / RL · Crypto · M15
Nyx RL Scalper / ETHUSD M15
experimental
PPO-based RL agent trained on micro-structure features; live shadow mode only.
Return
+54.10%
Sharpe
1.94
Max DD
-11.3%
Trades
1843
2023-01-01 → 2025-12-30Open report
Research archive
Every backtest the desk has shipped.
Filter by strategy family, asset class, timeframe, or live status. Retired strategies stay visible — the failures matter as much as the winners.
Showing 9 of 9 backtests
Trend · FX · H1
Aurora Trend / EURUSD H1
live
Adaptive Donchian breakout with volatility-scaled position sizing and session filters.
Return
+42.60%
Sharpe
1.82
Max DD
-8.4%
Trades
412
2022-01-03 → 2025-12-30Open report
Breakout · Crypto · H4
Vector Breakout / BTCUSD H4
live
Range-expansion breakout with trailing ATR stops; long-only crypto exposure with risk caps.
Return
+96.40%
Sharpe
1.69
Max DD
-22.7%
Trades
268
2020-01-01 → 2025-12-30Open report
Trend · Metals · H4
Orion Trend / Gold H4
live
Dual-MA trend with macro filter on real yields; gold-only with USD hedge overlay.
Return
+36.20%
Sharpe
1.55
Max DD
-10.2%
Trades
224
2020-06-01 → 2025-12-30Open report
Mean Reversion · Indices · D1
Lumen Mean-Revert / SPX D1
live
Z-score reversion on SPX with regime gating using realised vol and VIX term structure.
Return
+28.30%
Sharpe
1.47
Max DD
-6.1%
Trades
184
2021-06-15 → 2025-12-30Open report
Breakout · Indices · M15
Pulse Breakout / NQ M15
live
Opening-range breakout on Nasdaq futures with news-window blackouts.
Return
+31.70%
Sharpe
1.36
Max DD
-7.8%
Trades
612
2022-03-01 → 2025-12-30Open report
Mean Reversion · Indices · H1
Echo Mean-Revert / DAX H1
experimental
Intraday mean reversion on DAX with VWAP anchor and volatility-bucket sizing.
Return
+22.90%
Sharpe
1.28
Max DD
-5.7%
Trades
304
2022-01-03 → 2025-12-30Open report
Carry · FX · D1
Helios Carry / G10 FX D1
archived
Cross-sectional G10 FX carry with risk-off de-grossing using credit spreads.
Return
+19.80%
Sharpe
1.21
Max DD
-9.6%
Trades
96
2019-01-02 → 2025-12-30Open report
Carry · FX · D1
Sable Carry / EM FX D1
archived
EM carry basket with crash-risk overlay; retired after 2024 regime change.
Return
+14.40%
Sharpe
0.92
Max DD
-14.8%
Trades
78
2018-01-02 → 2025-12-30Open report