Right Now

Current phase

ACTIVE

Live Automated Testing — Model 01

Model 01 — Structural Displacement — has completed the full research and validation pipeline and is currently in live automated testing. The strategy is running on the MetaTrader 5 Python API across six forex pairs with full automation of signal detection, position sizing, viability filtering, order management, and performance monitoring.

This phase exists to surface real-world execution variables that cannot be fully captured in historical research — slippage, connectivity, data feed quality, and broker execution behaviour. Live results will be published on the Models page as they accumulate.

Progress

Build timeline

Research & Hypothesis Development

Complete

Full hypothesis-driven research program. Feature engineering, regime classification, hypothesis formation, and data collection methodology established.

Manual Validation

Complete

Initial small-sample manual validation to establish signal presence. Confirmed edge warranted automated validation.

Automated Backtesting & Validation

Complete

13-year development period with full conditioning pipeline across 8 sequential filters. 2-year out-of-sample validation. 120,000 Monte Carlo simulation runs confirming robustness.

Automation Build

Complete

Full strategy automation via MetaTrader 5 Python API. Signal detection, position sizing, viability filtering, order management, and performance monitoring all automated.

Live Testing

In Progress

Strategy running live at minimum size. Real-world execution data being collected. Results published as they accumulate.

Live Deployment at Scale

Upcoming

Transition from minimum-size live testing to full deployment once execution behaviour is confirmed to match research expectations.

Equity Management Protocol

Upcoming

Formal protocol for profit withdrawal and risk percentage reduction at defined equity thresholds. To be established during live testing phase.

Model 02 — Research Begins

Upcoming

Research begins on a second independent model. Asset class and strategy type to be determined based on opportunities identified during ongoing market research.

Series Completion

Upcoming

YouTube series continues through automated validation and full automation phases — documenting the complete pipeline as it was actually executed.

Monitoring

Known limitations & ongoing concerns

2024 Regime Sensitivity
2024 produced below-average results across most pairs — attributed to Bank of Japan policy normalisation disrupting carry trade dynamics. 2025 partial recovery suggests this was temporary, but remains the primary ongoing monitoring concern.
Spread Sensitivity
NZDUSD and USDCHF are significantly more sensitive to spread than EURUSD and GBPUSD. The actual live spread distribution across pairs is unknown until sufficient live data is collected.
Single Position Constraint
The strategy trades only one pair at a time. This reduces total trade frequency below what each pair could independently produce. A conservative design choice that simplifies risk management.
No Live Execution Data Yet
All historical statistics are from backtested and validated data. Live execution introduces real-world variables that cannot be fully captured in research. The live testing phase is designed to surface these.
Community

Follow the build in real time

The Discord community receives updates on the automation build, live results, and future model development as they happen. Free to join.

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