I've been trading the markets for over ten years, and I base every trading decision exclusively on measurable parameters. Systematic strategies on stocks and options, automated trading systems on futures and equities: if a rule can't be tested on data, as far as I'm concerned it doesn't exist.
I develop my systems in EasyLanguage (TradeStation) and PowerLanguage (MultiCharts). In recent years — with the now-decisive help of artificial intelligence — I've built dozens of Python tools for analyzing large amounts of data: backtesting, seasonality, volatility, market breadth. They are the same tools that power the systems of the model portfolio.
I work almost exclusively in the US markets: for efficiency, costs and liquidity — especially in options — they have no rivals. I look for statistical edges and structural inefficiencies, when they truly exist; and when they stop existing, it's the data that says so, not my opinion.
One thing needs to be said clearly: I trade my own capital on the same systems I share. Theory for its own sake doesn't interest me: the live market is the only test that counts, and that's where every strategy has to prove it holds up. I'm someone who gets his hands dirty, for better or worse.
I know the emotions markets can trigger — euphoria, fear, impatience. That's exactly why I stopped letting them decide, and let the systems decide instead.
Promises of easy profits, doctored screenshots, untested theories. What you will find is a track record you can verify at any time on the live dashboard, and the methodology behind every signal.
The model portfolio's track record is public and always up to date. For any question, write to me: I answer personally.