Valence Systematic · Research

EA Strategy Archive

Thirteen expert advisors, 10 of them running live capital, the remainder split between forward test and research backtest. Every record below carries a full trade-by-trade ledger, monthly return grid, drawdown history and cost accounting — nothing netted, nothing smoothed.

Programs
13
Combined base
$3,400,000
Combined equity
$12,565,430
Closed trades
31,894
Terminal →
VX-01LIVE CAPITAL

ATLAS Carry Overlay

Rate-differential carry with volatility-scaled sizing across G10 FX.

14.5%
CAGR
Track
11.3y
Net P&L
$363,683
Max DD
-23.3%
Sharpe
1.18
Base
$100,000
Total
+364%
Trades
1,942
PF
1.16
VX-02LIVE CAPITAL

KEPLER Session Breakout

London-open range expansion on index CFDs with volume confirmation.

22.4%
CAGR
Track
9.5y
Net P&L
$578,125
Max DD
-33.3%
Sharpe
1.16
Base
$100,000
Total
+578%
Trades
3,131
PF
1.22
VX-03LIVE CAPITAL

MERIDIAN Mean Reversion

Statistical fade of intraday dislocations in majors and crosses.

16.8%
CAGR
Track
10.1y
Net P&L
$1,891,448
Max DD
-24.9%
Sharpe
1.92
Base
$500,000
Total
+378%
Trades
5,711
PF
1.22
VX-04LIVE CAPITAL

ORION Gold Trend

Long-side biased trend following on XAUUSD with pyramid adds.

26.2%
CAGR
Track
8.2y
Net P&L
$580,926
Max DD
-27.9%
Sharpe
1.42
Base
$100,000
Total
+581%
Trades
907
PF
1.34
VX-05LIVE CAPITAL

VEGA Volatility Harvester

Short-gamma premium capture on index CFDs, hard-hedged tails.

12.4%
CAGR
Track
7.4y
Net P&L
$688,717
Max DD
-8.4%
Sharpe
1.96
Base
$500,000
Total
+138%
Trades
1,012
PF
1.41
VX-06LIVE CAPITAL

HELIX Crypto Momentum

Cross-sectional momentum on BTC and ETH perpetual CFDs.

41.3%
CAGR
Track
6.5y
Net P&L
$839,712
Max DD
-14.8%
Sharpe
2.33
Base
$100,000
Total
+840%
Trades
546
PF
1.64
VX-07LIVE CAPITAL

COBALT Scalp Engine

Micro-structure scalping on EURUSD with latency-aware execution.

33.1%
CAGR
Track
5.3y
Net P&L
$359,136
Max DD
-17.7%
Sharpe
3.12
Base
$100,000
Total
+359%
Trades
7,830
PF
1.25
VX-08LIVE CAPITAL

ARC Macro Overlay

Discretion-free macro tilt across FX, metals and rates proxies.

9.8%
CAGR
Track
7.8y
Net P&L
$1,077,749
Max DD
-7.6%
Sharpe
1.27
Base
$1,000,000
Total
+108%
Trades
346
PF
1.51
VX-09LIVE CAPITAL

LUMEN News Fade

Post-release liquidity restoration fade on tier-1 macro prints.

18.2%
CAGR
Track
6.7y
Net P&L
$208,946
Max DD
-3.8%
Sharpe
2.76
Base
$100,000
Total
+209%
Trades
650
PF
1.82
VX-10LIVE CAPITAL

NADIR Pairs Arbitrage

Cointegration-driven relative value between correlated FX crosses.

15.4%
CAGR
Track
9.0y
Net P&L
$1,312,461
Max DD
-5.9%
Sharpe
2.42
Base
$500,000
Total
+262%
Trades
2,456
PF
1.40
VX-11FORWARD TEST

QUASAR Adaptive Grid

Bounded, non-martingale grid with regime gating on FX majors.

13.6%
CAGR
Track
4.5y
Net P&L
$77,154
Max DD
-3.8%
Sharpe
3.47
Base
$100,000
Total
+77%
Trades
2,126
PF
1.54
VX-12BACKTEST

TESSELLATE ML Ensemble

Gradient-boosted feature ensemble on FX and index returns.

23.7%
CAGR
Track
11.5y
Net P&L
$1,049,846
Max DD
-16.6%
Sharpe
1.79
Base
$100,000
Total
+1050%
Trades
4,449
PF
1.22
VX-13BACKTEST

DRIFT Seasonality Engine

Calendar and turn-of-month effects across indices and metals.

8.6%
CAGR
Track
10.5y
Net P&L
$137,526
Max DD
-12.1%
Sharpe
1.20
Base
$100,000
Total
+138%
Trades
788
PF
1.30
CodeProgramStatusSinceBaseCAGRTotalMax DDSharpeSortinoPFWin %Trades
VX-01ATLAS Carry OverlayLIVE CAPITAL2015-03-02$100,00014.5%+364%-23.3%1.181.241.1658.81,942
VX-02KEPLER Session BreakoutLIVE CAPITAL2017-01-09$100,00022.4%+578%-33.3%1.161.631.2240.53,131
VX-03MERIDIAN Mean ReversionLIVE CAPITAL2016-06-01$500,00016.8%+378%-24.9%1.921.931.2274.05,711
VX-04ORION Gold TrendLIVE CAPITAL2018-04-02$100,00026.2%+581%-27.9%1.422.831.3437.8907
VX-05VEGA Volatility HarvesterLIVE CAPITAL2019-02-01$500,00012.4%+138%-8.4%1.961.611.4170.41,012
VX-06HELIX Crypto MomentumLIVE CAPITAL2020-01-06$100,00041.3%+840%-14.8%2.334.331.6442.1546
VX-07COBALT Scalp EngineLIVE CAPITAL2021-03-01$100,00033.1%+359%-17.7%3.123.411.2559.47,830
VX-08ARC Macro OverlayLIVE CAPITAL2018-09-03$1,000,0009.8%+108%-7.6%1.271.551.5156.6346
VX-09LUMEN News FadeLIVE CAPITAL2019-10-01$100,00018.2%+209%-3.8%2.763.171.8262.8650
VX-10NADIR Pairs ArbitrageLIVE CAPITAL2017-07-03$500,00015.4%+262%-5.9%2.422.171.4068.12,456
VX-11QUASAR Adaptive GridFORWARD TEST2022-01-04$100,00013.6%+77%-3.8%3.472.601.5483.72,126
VX-12TESSELLATE ML EnsembleBACKTEST2015-01-05$100,00023.7%+1050%-16.6%1.792.061.2254.84,449
VX-13DRIFT Seasonality EngineBACKTEST2016-01-04$100,0008.6%+138%-12.1%1.201.331.3059.4788

Past performance is not indicative of future results. Live tracks are broker-verified; forward tests run out-of-sample with frozen parameters; backtests include modelled spread, commission and slippage and should be read as research, not as a return promise.