Info

After/when cTrader is ready, we will go to market as an indicator/algo. Probably release a reduced version on TradingView for free/traction. Ofc, we will hide components that expose the underlying algorithmic concepts.

cTrader exposes us to prop firm traders. Initially we will offer base leased/licensing. After some time of validation, we will have revenue share licensing. Thus, “we” aren’t dipping our toes in regulated processes ourselves.

1 – indicator revenue – like luxAlgo – but we have a whole suite of new tools – algorithmic tools – which no one has ever seen before and actually work 2 – prop-share revenue – basically, capturing AUM without managing and we can selectively work with traders across the globe for exposure to different markets and symbols. 3 – high net work/enterprise. We harvest data inflows from 1/2 and validate concise models. Which then, following a similar pattern to 2, we outsource as a plug-n-model – ie, we don’t manage the funds ourselves – and stay away from regulatory burdens and costs of legal/compliance 4 – hedge fund. either sale off the entire project, or onboard with a regulated institution who can do the part we want to avoid.

Either way, AUM will grow faster running vertical 2 than 4. Any fund is not going to take models and just blindly throw money at it. Prop firms actually give us a faster path to AUM with less management and legal burden.

Starting an in-house prop firm in futures(lighter legal requirements) or offshore(Dubai), could also replace option 4 as a final model.

So no, as soon as cTrader is ready, we can scale fast and aggressively.

Well… the backtests show greater than ~20%/m – my manual trades where 10% in about 45 days on average (that was exhaustive 10-14hr stress filled days in fx, manually charting the algorithm). Max draw-down requirement – for my personal expectations – is less than 5%. Which I achieve in both rounds of validated manual tests, and which the MT5 backtesting blows out of the water. That, ofc, is on one symbol.

The stop to the MT5 project was two fold – one, i went through the divorce, which restricted my capital to the development group (who was under NDA) – two, MT5 cut off US clients due to firms trying to skirt US regulatory requirements or using CFDs. The MT5 team couldn’t really grasp the parts of the puzzle. Partly my fault/design, because I fed them parts of the algorithm, not the whole concept. TV can only give a manual overview, it can’t automate – because the automation is too big for their library structure – and thus, it can’t be backtested in their framework.

That’s because they use reactive indicators. The same as universities teach them to use. Everyone has heard of the term – “it’s priced in” – well, if it’s priced in, that means there is a programmatic pre-determined component to the market. Which there is. There is only one global banking institution that funds market makers. Market makers (JP, Goldman, etc) are issued the right to make markets, who issues those standards across fx/global markets? Only one sovereign institution. Thus, they recieve and then distribute accordingly. The institutional banks are the true market makers.

Take AAPL as an example – a 1% move=$35b (4% of JP entire value) in market cap. Why aren’t companies going bankrupt daily? Because, it’s priced in. No bank is gaining/losing $billions for every swing in the market. Yet, they are the only ones big enough – via Fed funding – to actually move the market. Markets are bought/sold in tranches of millions/billions – in other words, reading market news is a driver to what they want/expect you to do today to serve the purpose tomorrow. They priced in before they sell the news. It is on the chart in black and white. You can’t hide million dollar purchase orders, except to distribute them through time. Ok, we want price to go from $5/$10 – so, we will get an fed funds to lease out money – we lease it out at fixed percent. We will sub-lease these as cash/stock contracts to smaller parties – but those stocks get locked in – the tranches of buy/sell are then distributed through time that point to where they want to go. It happens the same on a 1second chart as it does on a daily/weekly chart and the same pattern persists back through beginning of FX market.

The sovereign wealth of nations is not left up to diplomats and chance.

So, yes, high performance algorithms, managing larger tranches can only buy into batches according to size. Thus, there is a max size opportunity for larger funds. But, distribute against all markets and all symbols with smaller traders, you basically run the same tranching concept on a much smaller scale.

What the banks can’t do is shift dramatically without pre-exposed positions, because than, that 1% move against the pre-determined position would equal a massive tidal wave of shock across all co-mingled portfolios.

So, it’s not a algorithmic anomaly, it is the root of how the banks actually manage funds. But they teach reactive management as a tool to obfuscate their products.

This is not entirely new, Wyckoff called it the “Composite Man” or “Composite Operator.” Essentially viewing all market action as if it were the result of one mastermind manipulating prices for maximum profit.

Which is exactly what it is. 3 time zones and international banks, which control 97% of global money supply – are operated by one alliance. JPY/EUR/USD