Methodology

A disciplined, rule-based framework.

The principles we teach for building, testing and monitoring systematic trading approaches.

Defined rules

Every system is described by explicit entry, exit and filter rules. If a rule cannot be written down, it is not part of the system.

Position size, maximum risk per trade and drawdown limits are set before any trade is considered.

Rules are examined on historical and out-of-sample data. Results from this stage are always labelled simulated or hypothetical.

Live behaviour is compared with expectations. Deviations trigger human review rather than being left to run.

Published records state their type — live, simulated or hypothetical — and include drawdowns, not just gains.