JA//SYSTEMS eagle mark JA//SYSTEMS

Systems

One long-vol engine, one short-vol fade, one intraday drive.

Three mechanisms that make money for three different reasons, on three instruments, in three sessions. Each card shows the validated backtest, the deflated planning band I actually size from, and its real deployment status, including the two systems I am deliberately not trading live yet, and why.

XAUUSD · Gold

X12 · Gold Trend Engine

Long-volatility trend following

LIVE

Multi-timeframe trend alignment gates a volatility-adjusted breakout entry. There is no profit target: losers are cut at a fixed, server-side stop and winners are ridden with an automated trailing exit. The system's own exit study showed the edge lives in the exit, not the entry. Capping winners destroys it.

Exposure: Long gold trendiness: a fat right tail paid for with a sub-50% win rate.

Expectancy / trade

+0.363R

Profit factor

1.66

Win rate

45.6%

Trades

263 / 3y

Max drawdown

10.9R

Years positive

4 / 4

Deflated planning number · +0.20 to +0.30R

Headline is the best of a 20-variant exit study; after selection-bias deflation the honest planning band is +0.20–0.30R, with profits concentrated in the 2025–26 gold regime. Sized and monitored accordingly.

2023 +0.277R
2024 +0.164R
2025 +0.523R
2026 +0.586R

Equity curve

+95.6R

Cumulative R, 263 trades: corrected, look-ahead-free backtest (2023–2026, real spreads)

Status: Live on a funded account since June 2026: equity kill-switch aligned to the funder's rules, watchdog-supervised, magic-scoped journaling.

EURCHF · FX

V8MR · EURCHF Mean Reversion

Short-volatility statistical reversion

DEMO

Fades statistically extreme dislocations during the hours when European order flow is absent and the pair oscillates around its mean. Fixed-risk stops, defined targets, and a time-based abort. Screened from 207 instruments; the edge survives on exactly one pair, and is published as such.

Exposure: Short EURCHF volatility in quiet hours: capped upside, structural tail risk priced explicitly (a central-bank regime break is the known worst case).

Expectancy / trade

+0.232R

Profit factor

1.45

Trades

254 / 4y

Out-of-sample 2021

+0.226R

Max drawdown

9.1R

Bootstrap 95% CI

+0.08–0.38R

Deflated planning number · +0.10 to +0.15R

Best of a 288-config grid: deflated planning band is +0.10–0.15R in a normal volatility regime, and ≈ +0.03R in the current compressed regime. That is why it is on demo, not live.

2021 (OOS) +0.226R
2022–25 4 / 4 years positive
P(edge ≤ 0) 0.18%
Corr. to gold −0.04

Equity curve

+67.5R

Cumulative R, 318 trades: validation trade log incl. held-out 2021 (real spreads)

Status: Forward validation on demo: deliberately held out of live deployment while the current low-volatility regime keeps the live edge near zero. That restraint is the risk control.

US500 · Index CFD

ORB · US500 Open-Range Continuation

Intraday momentum, no overnight risk

VALIDATED

Trades the highest-participation event of the trading day: the New York equity open. A clean break of the opening auction's range, confirmed rather than chased, is ridden intraday and everything is flat by the close. 1,188 configurations tested; 9 of 11 instruments failed. The survivors form one tight, coherent cluster.

Exposure: Long US-index open-drive momentum: intraday only, zero overnight exposure.

Expectancy / trade

+0.278R

Profit factor

1.46

Trades

548 / 4y

t-statistic

3.2

Max drawdown

14.2R

Years positive

5 / 5

Deflated planning number · +0.15 to +0.20R

Best of 1,188 combinations: the deflated planning band is +0.15–0.20R. Only 0.4% of tested configurations passed, and they share one recipe: that clustering, not any single t-stat, is the evidence the edge is real.

2022 +45.1R
2023 +23.7R
2024 +49.6R
2025 +20.1R
2026* +14.0R

Equity curve

+152.3R

Cumulative R by year, 548-trade validation run 2022–2026 (annual resolution; 2026 partial)

Status: Validation complete, pre-deployment. Audit-flagged execution issues are being fixed before a single dollar touches it; it does not trade until its code matches its research.

The combined book

Portfolio arithmetic, deflated

0.7 – 1.2

Planning Sharpe · 10–15% vol

≈ −0.04

EURCHF / gold correlation

10 – 15%

Planned max drawdown

The raw backtests would support a combined Sharpe of 1.55–1.79. I don't plan on that number. After deflating each sleeve for selection bias and haircutting for live frictions, the planning range is 0.7 – 1.2, a respectable systematic book, stated honestly.

The uncorrelated-on-average claim is real and measured. The caveat is also stated: in a genuine risk-off shock the three P&Ls stop being independent: the mean-reversion sleeve takes its gap risk, the index sleeve is flat outside its session, and gold historically pays. That barbell is written down as the book's stress scenario, sized against the worst leg, and reviewed as the sleeves go live.

Sizing is fixed-fractional at 0.25–0.5% risk per trade (comfortably sub-Kelly on deflated expectancies) with volatility-adjusted stops giving implicit per-trade vol normalization, a portfolio cap on simultaneous open risk, and equity kill-switches aligned to the account's actual rules.

Deployment discipline

A system goes live only when three things match: the research document, the code, and the account's rule set. X12 cleared that bar and trades a funded account under a watchdog, heartbeat monitoring, and funder-aligned equity stops. V8MR stays on demo until its volatility regime recovers; its own research says the current edge is near zero, so it doesn't trade. ORB stays parked until audit-flagged execution fixes land. Restraint is cheaper than drawdown.