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ALQuantitative trading is a methodical puzzle.
This intraday trading system focuses on Nasdaq futures, and deploys multiple models to generate alpha. It is a long/short system, and excels in trending environments. It is a positive skew trading system as indicated by the skew value on the right hand side of the frame.
The strategy first establishes a volatility-scaled base position using multiple independent signal models. As price continues to move consistently in the same direction, the position is pyramided (hence the name “Cairo”) by incrementally increasing exposure at predefined persistence thresholds without exceeding the global risk budget structure. This is expressed mathematically at the center of the frame.
The model has ran live since March of 2025 on over $8,000,000 of capital on the AlgoExchange platform.
The performance shown here is simulated, with a large majority of the dataset being out of sample, and significantly outperforming the S&P 500 buy and hold return.
Comment “Algo” if you’d like more information on this system and over a dozen more just like it.
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