Published quantitative
research.
The current QTL strategy archive.
See the evidence behind published QTL systems. Review historical equity curves, drawdowns and detailed performance metrics before unlocking the research notes, source code and implementation resources with membership.
Performance Snapshot
Historical performance overview and detailed metrics for published QTL strategies.
FlipBB
Systematic FX research built around first-flip behaviour, checkpointed path analysis and controlled trade management.
Historical research simulation derived from the underlying 1,124-trade FlipBB trade log using fixed £1-per-pip sizing from £10,000 starting capital. Sharpe and Sortino are annualised from the corresponding return series. Position sizing materially affects monetary returns and drawdowns. Historical or simulated performance does not predict future results.
Members get the research behind the curve.
Concise methodology, research chain, validation context and limitations.
Python strategy implementation and supporting research code.
Historical performance analysis and supporting research evidence.
Operational notes, limitations and ongoing strategy updates.
FlipBB
Systematic FX research strategy built around first-flip behaviour, checkpointed path analysis and controlled trade management. Historical research testing recorded a 125.8% CAGR, 6.0% maximum drawdown, 3.15 Sharpe ratio and 64.5% win rate across 1,124 trades.
OS1 — Portfolio & Treasury System
Multi-layer quantitative research framework combining strategy selection, portfolio construction, drawdown-aware capital allocation and treasury management. Historical research testing recorded a 31.1% CAGR, 16.4% maximum drawdown, 1.77 Sharpe ratio and 61.1% win rate across 211 trades.