Systematic trading strategies, sold with the research behind them

Profitable in every year it was tested.

APEX: six and a half years, 6,576 trades, every calendar period in the black — after real venue fees, real funding and measured slippage. The drawdowns are printed right next to the returns, at both risk settings, so you can size to what you are comfortable holding.

CARRY is the opposite and is sold as such: a delta-neutral funding yield that forecasts nothing and times nothing. Every figure below belongs to one product or the other, and each says which.

See what's for sale ↗ How it's tested

7/7Years profitable

61%Compound annual return

−72%Worst drawdown — read this one

0Performance fees, ever

The four figures above are APEX's backtest. CARRY's are on its own card, and they are smaller.

Seven years

$1,000 → $20,513

all positive

+140.2%

Best year, 2022

+7.6%

Worst year, 2025 — still profitable

6,576

Trades behind the record

APEX, 2020 through 2026, after every measured cost. The harness ships with the strategy and regenerates each figure from raw market data, so none of it is a screenshot you have to take on trust. CARRY has no equivalent curve and none is drawn for it — it is a yield on a held position, not a sequence of trades, and its two-year record is on its own card.

The method

Four gates a strategy clears before I'll sell it.

Each one closes a specific way a backtest can flatter itself.

Gate 01

A dated pre-registration

Hypothesis, parameter grid and the conditions that would end it, timestamped before the backtest ran. Without it every number is a choice made after seeing the answer.

Gate 02

Out-of-sample results

A walk-forward split with the test half reported as it came out, deflated for the size of the grid searched. Best-of-sixty is not one good idea.

Gate 03

A costed execution study

Real venue fees, real funding, and a measurement of whether the fills the backtest assumes can actually be obtained on a live book.

Gate 04

The drawdown, stated first

Worst peak-to-trough on the full record, printed beside the return rather than beneath it. If you can't hold the drawdown, the return isn't available to you.

The strategies

Everything, on one page.

Two of them, and they are opposites. The full record, the risk profile and what you receive — all of it here rather than behind an email form.

APEX

ADA-USDT perpetual · one instrument, one venue

Backtested 2020–2026 · 6,576 trades

Backtest equity, log scale · Jan 2020 – May 2026 · $1,000 start, 0.5% risk per position · net of venue fees, real funding and measured adverse selection

+0.1431 RNet edge per trade, after all measured costs

4.84t-statistic — undeflated, best of a 6-config ladder

6,576Fills across 6.3 years

61.2%Compound annual return, on the backtest

−71.9%Maximum drawdown

0.85Return over drawdown (MAR)

7 / 7Calendar periods profitable — worst +7.6%

3.38Walk-forward test t — holds out of sample

Two risk settings — same strategy, one number changed

Conservative

0.25% per trade

Compound return: 35.3% / yr
Worst drawdown: −44.6%
Worst month: −15.6%
Worst year: +10.4%

Standard

0.5% per trade

Compound return: 61.2% / yr
Worst drawdown: −71.9%
Worst month: −29.0%
Worst year: +7.6%

Both settings finished every calendar period profitable. Sizing is the dial you turn for comfort — it moves return and drawdown together, and it's a single value in the config file.

The drawdown profile, in full

80Longest losing streak, in trades — about four weeks at three trades a day

486 dLongest stretch below a previous equity high

−29.0%Worst single month

−71.9%Worst peak-to-trough drawdown

21.0%Win rate — the payoff is asymmetric by design

52%Of months finish positive

Long losing runs are the shape of an asymmetric payoff, not a malfunction. Sizing is the dial: at half the risk per trade the drawdowns roughly halve along with the returns, and every figure on this page is published at both settings.

Availability Limited — access closes when capacity is reached

Why capacity is finite.

$249 One-time · USDC · all sales final

Get APEX and the full dossier ↗

CARRY

BTC and ETH perpetuals · delta-neutral · a funding yield

2,190 settlements per symbol · Jun 2024 – Jun 2026

What it is, in the sentence that matters

A market-neutral position on BTC and ETH whose return is the perpetual funding rate rather than a price move. Nothing is forecast, nothing is timed, and there is no signal. The research below prices exactly what it costs to hold.

+4.88% / +4.91%Net APR unlevered, BTC / ETH — after both legs' fees and slippage

+12.5%Recommended net APR on total equity, at 3.4x with a 25% tail reserve

3.4xSafe leverage at the documented rebalance cadence — ETH binds the book

2,190Funding settlements per symbol, every one of them joined

34 bpsCost of one round trip — about 25 days of funding to earn back

14.4Break-even round trips a year — the same at every leverage

18.9%Of BTC settlements paid negative funding — you pay, on those

0 of 389Negative-funding stretches worth dodging, with perfect foresight

The number that decides this — funding by calendar year, unlevered net APR

BTC

funding, %/yr

2024: +8.18%
2025: +5.13%
2026 to Jun: +1.00%

ETH

funding, %/yr

2024: +9.40%
2025: +4.93%
2026 to Jun: +0.35%

Funding is regime-dependent, and every year measured is in the table above. The headline is a two-year mean rather than a forecast. The package reads no cached rate: you take the current number off your own venue's funding page, so the decision to deploy is always made on today's figure.

The risk profile, in full

10xLeverage at which liquidation inside a year is near-certain at that cadence

~7xWhere survival becomes roughly a coin-flip. Survivable at 5x or less

RequiredUnified margin. Split accounts let a rally liquidate the short while the spot gain sits where it cannot rescue it

Two legsSpot and perp, on one venue, with transfer and custody risk on both

Trading it is a toll rather than a source of return: break-even is 14.4 round trips a year at every leverage, and across the 389 negative-funding stretches in the sample, perfect foresight could not justify dodging a single one. Leverage is the yield knob and the death knob at once — it multiplies carry and toll by the same number, so it moves no break-even and only makes the same mistake larger. This is a yield on capital you can afford to leave still, not an edge.

$349 One-time · USDC · all sales final

Get CARRY and the full research ↗

Both

APEX and CARRY together — one payment, both licences

$598 bought separately

They are opposites on purpose, and that is the only reason to hold both. APEX is a directional short on one alt perpetual that wins one trade in five and is sized to survive a −71.9% drawdown. CARRY is a delta-neutral yield that forecasts nothing and dies of leverage rather than of being wrong. Neither diversifies the other's venue risk, neither has a live track record, and buying both does not make either one safer — it buys two independent things to evaluate, at $99 less than buying them apart.

$499 One-time · both licences · USDC · all sales final

Get both ↗

The record

(every figure, from one backtest)

Each chart below is generated by the harness that ships with the strategy — from raw market data, not from a screenshot.

01/04

Account equity

Log scale, 2020 – 2026

$1,000 grows to $20,513 · 61.2% compound per year

02/04

Underwater

Every point below a previous high

Worst drawdown −71.9% · longest recovery 486 days

03/04

Return by year

Every calendar period profitable

2020 +21% · 2021 +126% · 2022 +140% · 2023 +41% · 2024 +55% · 2025 +8% · 2026 +33%

04/04

Month by month

75 months, up and down

39 up, 36 down · best +67.7% · worst −29.0%

01 / 04

(you set the exposure)

How many trades at once is your decision.

Each open position carries 40% of your equity in notional, so concurrency is really a leverage dial. Move it and see exactly what it costs and buys — every figure is read off the same backtest.

Positions open at once 8

Return against cap — flat past about ten

Risk per trade

Signals captured: 98.5%
Compound return: 51.4% / yr
Worst drawdown: −69.1%
Worst month: −29.0%
Gross leverage: 3.2×
If every stop hits at once: −4.0%
Adverse gap that liquidates: 30.8%

At eight positions you take almost every signal at 3.2× leverage, and it would take a 31% gap through your stops to end the account.

Licensing

Access is limited on purpose.

Capacity is finite for a structural reason: the strategy works a single instrument, and its economics depend on queue position at a price level that more capital only crowds.

The same level, the same second

Every copy acts on the identical public data at the identical moment and competes for the same fills. They aren't independent traders — they're one queue.

Queue position is the edge

Filling at the front of the queue and filling at the back are worth several basis points to each other. Each additional copy ahead of you pushes you toward the back.

Capacity is finite and small

The instrument prints a bounded amount of taker flow per hour. That flow is what fills resting orders, and it does not grow because more people bought the strategy.

So access is capped

So access closes once capacity is reached, rather than staying open indefinitely. Everyone who already bought keeps everything they paid for.

This is the honest reason a strategy like this can't be sold indefinitely, and it's why the remaining count sits on the listing rather than in the small print.

Buying

What you actually receive.

Pay in crypto

USDC on Base, Arbitrum or Ethereum. One-time, per strategy. No subscription, no performance fee, no managed account — I never hold your funds or your keys.

Get the whole box

Runnable engine, pre-registration, the full backtest harness, venue integration, and the complete set of supporting studies behind the listing.

Reproduce it yourself

The harness regenerates every figure on the listing from raw data. If a number on this page doesn't reproduce on your machine, that's a refund.

Verify it on your exchange

Neither product will act on venue behaviour nobody has measured. APEX ships a probe that settles all seven capabilities it depends on against your own funded account, for about $5 of notional — and refuses to arm until they pass, including on the venue it was built against. CARRY refuses to size real money off an unverified venue at all. Not a promise from a seller: a measurement on your machine.

Here is what to consider before buying.

Is this a signal service or a managed fund?

Neither. You buy software and the research behind it, run it on your own venue account, and keep custody throughout. I never take deposits, never trade on your behalf, and take no performance fee.

Why is access limited?

Because every copy places the same order at the same price at the same moment, and they end up competing with each other to get filled. Past a certain point, more users means worse results for everyone already using it. Closing access is the only way to protect what buyers paid for.

What happens when access closes?

Sales stop. Everyone who already bought keeps everything — the bot, the source, the research and any corrections — and continues to receive updates. It does not quietly reopen later under a different name.

Why is the win rate only 21%?

Because it targets five times what it risks. One winner covers five losers and the sixth is profit, so the strategy is built to be wrong most of the time and right big. That's also why the losing streaks are long — 80 trades in a row at the worst point, roughly four weeks. The payoff shape and the streak length are the same fact seen from two sides.

Why does it only trade some of the signals?

It rests a limit order at a specific price and trades only if the market comes to it. Signals that never reach the level simply don't become trades and cost nothing. Every figure on the listing is computed on trades that actually filled.

What happens if a strategy stops working?

I say so on the listing, publish what changed, and pull it from sale. A strategy going stale is the expected case, not a scandal. The useful question is whether the seller tells you.

Do you trade this yourself?

The execution pilot ran on a real Bitunix account and is documented in the box, including the five live fills and what the venue charged. It was stood down short of its own sample-size gate, and that write-up ships with the strategy.

Can I get a refund?

No. Every sale is final. You receive the complete source code, the engine and the research on purchase, and none of that can be handed back once it's been delivered. That's also why everything material to the decision sits on this page before you pay — the returns, the drawdowns, the worst month, the longest losing run, and the fact that these are backtested rather than live results. Read it, take the time you need, and only buy if the risk profile suits you.

Can I pay by card?

Not yet — crypto only for now. Card payment is on the roadmap.

Get started

Read the disclosures. Then decide.

If the drawdown or the losing runs rule it out for you, that's this page doing its job. I'd rather lose the sale than have you find out afterwards.

All sales are final. The source code and the full research are delivered on purchase and can't be returned — which is exactly why every number that bears on the decision is above, before you pay, rather than in terms you'd have to go looking for.

Buy APEX — $249 Buy CARRY — $349 Buy both — $499 Why access is limited

One-time, in crypto. Both licences on the bundle, $99 below buying them apart. Nothing here is a subscription and there is no performance fee on either.