Quantitative Strategy Research Hub
Permanent factsheets, empirical verification, audited 0.40% brokerage friction, and real-world regulatory risk disclosures.
Audited Market Friction (0.40% Fee)
Every backtest, simulation, and model execution strictly accounts for a 0.40% round-trip brokerage commission. Gross theoretical gains are never presented as net trader profits.
Zero Invented Confidence
An indicator reading of 85/100 is an indicator level, not an 85% probability of gain. We never fabricate artificial win percentages or confuse historical backfits with future guarantees.
Regulatory Floor Price Realism
BSEC floor price pegs and liquidity freezes are explicitly modeled and disclosed. Models that assume infinite exit liquidity during regulatory freezes are rejected at the release gate.
Release Gate Verification
All quantitative strategies must pass chronological out-of-sample evaluation, drawdown stress tests, sensitivity to increased friction, and forward paper tracking before publication.
| Strategy & Version | Win Rate | Sharpe | Max DD | Horizon | Total Trades | Consistency | Friction | Factsheet |
|---|---|---|---|---|---|---|---|---|
| Peak Strategy & Discrete Kalman Velocity Engine v5.2-HPC • Audited & Empirical | 51.29% | 1.64 | -18.42% | 90d | 21,184 | 10/12 yrs | -0.40% | Factsheet |
| 7-Agent Institutional Stacking Consensus v4.0-Ensemble • Production Ensemble | 64.80% | 1.82 | -12.30% | 30d | 3,420 | 5/5 yrs | -0.40% | Factsheet |
| Multi-Timeframe EMA Dynamic Grid v3.1-Grid • Systematic Benchmark | 44.75% | 1.18 | -23.10% | 45d | 14,830 | 8/12 yrs | -0.40% | Factsheet |
| Volume Surge & Operator Stage Detection v2.8-Microstructure • Microstructure Engine | 54.60% | 1.45 | -16.80% | 25d | 8,920 | 7/9 yrs | -0.40% | Factsheet |
Peak Strategy & Discrete Kalman Velocity Engine
Milestone-Activated Trailing Stop with 10-State Kalman Velocity Smoothing
7-Agent Institutional Stacking Consensus
Non-Correlated Multi-Agent Decision Stack with TimesFM 30D Foundation Model
Multi-Timeframe EMA Dynamic Grid
Confluent 9 EMA / 21 EMA / 50 SMA Trend Filter Grid
Volume Surge & Operator Stage Detection
Observable Volume Surges (>1.5x 20d), Price Expansion & CMF Accumulation
Historical backtests evaluate past price actions and simulate 0.40% round-trip brokerage commission. Past performance does not guarantee future results. The Bangladesh Securities and Exchange Commission (BSEC) periodically implements artificial price restrictions (e.g., floor prices and margin directives) that alter market liquidity dynamics. Consult registered broker-dealers before deploying actual capital.