Trading Algorithms

Proprietary quantitative strategies designed for distinct market dynamics across asset classes.

Bitcoin & Digital Assets

Advanced algorithms optimized for 24/7 crypto market dynamics, volatility patterns, and cross-exchange opportunities. Primarily Bitcoin/USD algorithms. AltCoin algorithms available upon request.

Strategy Overview

Over 15 years of custom built strategies specifically designed for the Bitcoin and cryptocurrency markets. The algorithms adapt to extreme volatility while maintaining strict risk parameters across multiple exchanges and volatile markets.

Core Capabilities

  • Static position sizing ensuring consistency
  • Multi-exchange functionality
  • Position size up to 100.000 BTC per exchange
  • Cross-pair correlation analysis
  • Automated rebalancing protocols to ensure strong P&L
  • 24/7/365 active market surveillance

Average Performance Metrics

157.6%
Annual Return
2.87
Sharpe Ratio
63.8%
Win Rate
+556.1%
vs Buy & Hold

Algorithm Performance Comparison

Algorithms Available

ACL 11 | BTC/USD
ACL15 | BTC/USD
ACL 18 | BTC/USD
ACL 20 | BTC/USD
ACM 61 | BTC/USD
ACM 65 | BTC/USD
ACM 68 | BTC/USD
ACM 69 | BTC/USD
ACM 70 | BTC/USD
ACS 111 | BTC/USD
ACS 115 | BTC/USD

Exchanges

Functionality on all major exchanges: Coinbase, Binance, Bitstamp, Kraken, etc.

Performance Edge

Up to 7 years of live data

Algorithm Price

$750,000 - $2,000,000 Each

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SPY, VTI, & QQQ Trading Strategies

Two distinct algorithmic approaches trading major market indices—one optimized for swing trading velocity, the other for position trading consistency.

Strategy Overview

Dual-algorithm system targeting SPY, QQQ, and VTI that can coordinated together as a trading group; or act profitably as a lone wolf. The faster algorithm (IH109), capitalizes on short-term momentum through swing trading mechanics, while the longer term algorithm (ID103) captures sustained trends via position trading discipline. Both strategies systematically outperform buy-and-hold approaches through distinct temporal advantages.

Core Capabilities

  • IH109: Swing trading optimization (1-3 day holds)
  • ID103: Position trading discipline (weeks to months)
  • Coordinated group execution across SPY/QQQ/VTI
  • Index-level liquidity and tight spreads
  • Dual timeframe market capture
  • Custom momentum-driven entry/exit protocols

Average Performance Metrics

62.5%
Annual Return
1.79
Sharpe Ratio
74.9%
Win Rate
+16.3%
vs Buy & Hold

Algorithm Performance Comparison

Algorithms Available

ID103 | Position Based Algorithm
IH109 | Swing Based Algorithm

Markets Covered

SPY (S&P 500)
QQQ (Nasdaq-100)
VTI (Total Market)

Trading Frequency

ID103 | Weeks to months
IH109 | 3-10 days

Sharpe Ratio Dominance

Highest average Sharpe Ratio (1.79) from a publically available Indice trading algorithm on the market

Performance Edge

Systematic outperformance vs. buy-and-hold

Algorithm Price

$1,500,000 Each

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Precious & Industrial Metals

Strategic trading algorithms for gold, silver, and copper markets, designed to outperform buy-and-hold strategies through strong custom built trading signals.

Strategy Overview

Algorithmic trading strategies for precious and industrial metals: Gold (GLD), Silver (SLV), and Copper (COPP) that systematically outperform passive buy-and-hold approaches. Multi-strategy algorithms combine custom built signals with strict risk management to capture alpha across market cycles while maintaining superior risk-adjusted returns for many years.

Core Capabilities

  • Multi-strategy custom signals for Gold, Silver, and Copper markets
  • Three algorithms targeting each individual market class
  • Can be used in tandem or individually
  • Drawdown mitigation through defensive cash positioning
  • Cross-metal correlation analysis for portfolio construction
  • Adaptive risk management across volatility regimes

Average Performance Metrics

56.6%
Annual Return
1.95
Sharpe Ratio
73.8%
Win Rate
+95.0%
vs Buy & Hold

Algorithm Performance Comparison

Algorithms Available

GLD103 | Gold
SLV170 | Silver
COPP33 | Copper

Strong Track Record

Over 3.6 Years of Trading Data

Instruments

ETF Shares

Trading Frequency

Weekly to Monthly

Algorithm Price

$500,000 - $1,000,000 Each

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Sector-Diversified Market Strategies

Eleven specialized algorithms trading Vanguard ETFs across market sectors, designed to outperform benchmarks by limiting single-stock concentration risk.

Strategy Overview

A comprehensive suite of algorithms targeting distinct market sectors through Vanguard's institutional-grade ETF platform. Each algorithm trades specific sector ETFs, fundamentally beating market performance by eliminating individual stock risk while maintaining full sector exposure. Can be purchased as a group, or individually.

Core Capabilities

  • Sector-specific momentum capture
  • Single-stock risk elimination
  • Market segment diversification
  • ETF-level liquidity optimization
  • Systematic sector rotation
  • Low-cost institutional execution

Average Performance Metrics

38.7%
Annual Return
0.73
Sharpe Ratio
66.7%
Win Rate
+44.2%
vs Buy & Hold

Algorithm Performance Comparison

Algorithms Available

VGT103 | Technology
VFH208 | Financials
VDE301 | Energy
VIS409 | Industrials
VCR502 | Consumer Discretionary
VDC611 | Consumer Staples
VHT707 | Healthcare
VAW803 | Materials
VPU947 | Utilities
VNQ1043 | Real Estate
VOX1101 | Communication Services

Sector Coverage

Technology, Financials, Energy, Industrials, Consumer Discretionary, Consumer Staples, Healthcare, Materials, Utilities, Real Estate, and Communication Services

Risk Advantage

Zero single-stock concentration risk

Trading Frequency

Weekly to Monthly

Algorithm Suite

Can be used individually, in a select group, or all combined

Algorithm Price

$50,000 - $500,000 Each

Inquire About Purchase

Ready to Discuss Purchasing an Algorithm?

Contact to review and discuss detailed performance documentation, methodology, and implementation requirements.

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