All systems / Quant Prototype
Quant Prototype v2
A 7-step institutional-style process prototype, tested on real 1-minute bid/ask data.
Research / add-on
USDJPYXAUUSDGBPUSDNAS100M1 decisions · hourly holds
New in v2 · Decide every minute, hold for hours2026-10-06
- Signal → Forecast → Cost check → Risk sizing → Execution → Real-time risk → Post-trade
- 24-hour Donchian + D1/H4 trend + H1 squeeze · trades 07–20 UTC · flat before the weekend
- Markets chosen on 2019–22 data gave 4 markets; the 2023–26 check period has PF 1.18
Hypothetical 2019-01-08 – 2026-10-02 · Compounded, 0.5% risk per trade · portfolio rules not applied (max 4 open, 2% daily stop)
Data source: Python engine · Dukascopy 1-minute bid/ask 2019–2026 · retail costs deducted
Avg. return per year (compounded)
4.9%
Max drawdown
10.9%
Profit factor
1.13
Win rate
52.4%
Longest losing streak
8 trades
Trades
1,342
14.46 trades/month
Worst year
-7.8%
in 2019
Losing years
2 years
of 8 years
Profitable months
52.1%
Longest drawdown
574 days
Median hold
18.8h