Trading systems
A portfolio of automated systems designed to measure the speed and strength of price movements and take positions in the direction of prevailing momentum across major foreign exchange pairs. Exposure is reduced as momentum decays.
TIMEFRAME
UNIVERSE
EXECUTION
CONSTRUCTION
Methodology
Every system in this family runs on the M30 timeframe, operates fully automatically and is combined at portfolio level rather than traded on its own.
Signals focus on the strength and persistence of price movements, while portfolio-level risk allocation seeks to diversify exposure across systems and currency pairs.
Measures the direction and rate of price movement across major FX pairs.
Evaluates whether directional momentum remains sufficiently strong and persistent.
Combines individual systems at portfolio level to diversify exposure across models and currency pairs.
Indicators
Signals in this portfolio are built on the following indicators.
Measures the rate and direction of price change.
Identifies the direction and persistence of price momentum.
Measures changes in the strength of momentum.
Measures the strength of directional market movement.
Measures current market volatility and changing volatility conditions.
Track record
Live performance statistics will be published once sufficient forward track record is available.
Live performance is independently tracked through Myfxbook.
Get in touch
Interested in this strategy, its methodology or verified performance? Get in touch.
