Rule 11 Integrity Standards
Performance Transparency Portal
We maintain strict segregation between live verified records, forward demo simulations, and historical backtests. Track records across different brokers are never commingled.
Demo Simulation Classification: The strategies below are executing in real-time on live broker price feeds using isolated demo accounts. Execution latency, spread variability, and simulated slippage are logged for continuous audit.
| Strategy Name | Broker | Methodology | Test Period | Drawdown (Max) | Simulated Return | Total Trades | Win Rate |
|---|---|---|---|---|---|---|---|
| Synthetic Momentum Alpha | deriv | Moderate Momentum | 2026-01 to Present | 11.8% | +14.6% /mo | 412 | 68.4% |
| Crash & Boom Mean Reversion | deriv | Conservative Momentum | 2026-01 to Present | 7.9% | +9.8% /mo | 620 | 74.2% |
| Weltrade Synthetic Institutional | weltrade | Moderate Momentum | 2026-01 to Present | 13.5% | +16.2% /mo | 289 | 66.8% |
| Step Index Trend Breakout | weltrade | Aggressive Momentum | 2026-01 to Present | 18.2% | +22.4% /mo | 338 | 61.5% |
Notice on Quantitative Verification: Backtests and simulated demo results have inherent limitations. They do not account for liquidity slippage, broker connectivity blackouts, or psychology. Past performance is never an indicator of future results.