Portfolio architecture · live roster
A living roster of specialists. Four complementary market lenses.
Every bot is isolated by unique identifier and independent risk envelope, running as one system. The composition evolves with market fit and validation, and the count below is always the live one.
Live roster · 13 algo bots
7 G7 pairs
4 strategy families
Governed rotation
TPC / FCurrent portfolio topology
Live rosterCURRENT ROSTER13Algo bots
OPERATING LENSES4Strategy families
MARKET UNIVERSE7G7 pairs
- 01Microstructure
- 02Mean reversion
- 03Session
- 04Regime
SEVEN-PAIR UNIVERSE
EURUSDGBPUSDUSDJPYUSDCHFUSDCADAUDUSDNZDUSD
Live algo-bot roster
The current roster, viewed as a coordinated portfolio.
Each bot: market, timeframe, live results, risk role, fleet contribution. TPC IDs persist through governed rotation.
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Seven-pair coverage
Seven core G7 currency pairs.
01EURUSD
02GBPUSD
03USDJPY
04USDCHF
05USDCAD
06AUDUSD
07NZDUSD
Strategy families
Complementary by design. Governed as one.
What each operating style contributes, at investor level. Entry logic, thresholds, sizing formulas, and parameters stay confidential.
01Short horizon / minutesMicrostructure scalpers
Capture short-lived oscillatory conditions.
Microstructure scalpers
Capture short-lived oscillatory conditions.
General methodology
Fade the latest micro-swing in rapid flux; profit objectives adapt to holding time.
Risk role
Patience-led management inside a hard wall of catastrophic circuit breakers.
0215-minute chartsStatistical mean reversion
Respond to statistically stretched price sequences.
Statistical mean reversion
Respond to statistically stretched price sequences.
General methodology
Measure candle-sequence persistence and volatility-band extension, then fade statistically stretched moves.
Risk role
A structured recovery ladder with a capital-preservation mode: in extended conditions, an orderly flat exit beats forced profit.
03Defined London and New York windowsSession specialists
Focus exposure around recurring session behavior.
Session specialists
Focus exposure around recurring session behavior.
General methodology
Volatility-scaled entries, momentum confirmation, ATR-informed bracket exits, all inside defined session windows.
Risk role
Hard time limits end exposure outside the intended session.
04Five-timeframe classificationMulti-timeframe regime specialist
Adapt posture to trend or range conditions.
Multi-timeframe regime specialist
Adapt posture to trend or range conditions.
General methodology
Classify trend versus range; run pullback continuation in trends, liquidity-sweep reversals in ranges.
Risk role
Fixed-percentage sizing with layered take-profit, break-even, and trailing management.
Client perspective
The portfolio, at the right level of detail.
- Fleet purpose and G7 market coverage
- High-level strategy-family methodology
- Operating timeframe and portfolio role
- Risk-control architecture and validation status
- Live broker-fill results, refreshed automatically
Intellectual property
Proprietary implementation remains protected.
- Exact runtime identifiers and account details
- Entry rules, thresholds, and indicator settings
- Recovery ladders and sizing formulas
- Feature weights and rotation scores
- MQL5 source, configuration, and deployment secrets
Portfolio construction
Capital allocation follows validation strength, not fixed commitments.
Rotation can increase, reduce, quarantine, or retire any allocation. Account-level controls sit above every decision.