Systematic Futures Trading

Where Research
Becomes Trades

Quantitative trading systems built by a mechanical engineering student at ETH Zurich, applying control theory to futures and derivatives markets.

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01 — Signals

Systematic signals.
Intraday delivery.

Model-generated trade signals across liquid futures markets. Each signal includes instrument, direction, entry zone, and risk parameters — derived entirely from quantitative inputs, zero discretion.

Futures Derivatives Intraday Email + API Backtested
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LONG
ES1! — S&P 500 Futures
Entry 5,210–5,225 · Stop 5,188
Conf. 0.81
15 Mar
SHORT
NQ1! — Nasdaq Futures
Entry 18,340–18,380 · Stop 18,460
Conf. 0.76
15 Mar
LONG
CL1! — Crude Oil Futures
Entry 78.40–78.90 · Stop 77.60
Conf. 0.69
15 Mar
SHORT
GC1! — Gold Futures
Entry 2,168–2,175 · Stop 2,192
Conf. 0.73
15 Mar
2 of 4 signals visible — get access to unlock all
02 — Edge
01
Systematic only
No discretionary overrides. Every position is governed by the model from entry to exit.
02
Control-theoretic sizing
Position sizing derived from dynamic systems mathematics, not fixed fractional rules.
03
Microstructure-aware
Execution models account for liquidity, spread, and order flow before a trade is placed.
04
Regime adaptive
Models detect volatility and liquidity regime shifts and adjust parameters in real time.
03 — Performance
3.23
Sharpe Ratio
+232.4%
Avg Annual Return
73.9%
Win Rate
−23.3%
Max Drawdown
Cumulative returns — verified
Past performance does not guarantee future results. All figures independently verified. Full audit available on request.
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04 — Infrastructure

Proprietary execution stack built in-house. No third-party strategy frameworks. Every component is owned, auditable, and built to institutional tolerances.

Execution
Proprietary
Data
Refinitiv / Tick
Clearing
Prime Broker
Audit
Independent
Markets
CME · Eurex · ICE
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