About

I lost a lot of money first.

Then I decided to let the algorithm do the trading instead.

How it actually started

When Bitcoin first hit $1,000, I thought: I can trade this. I can make money here. It seemed obvious at the time.

I was wrong.

I started trading manually. The moment I bought something, I was checking the price every five minutes. It went down. I'd watch it go down, tell myself it would recover, and keep watching. If I wasn't in a position, I was staring at the chart trying to figure out the perfect entry. Nights, weekends, during work. It was always there in the background. It's an exhausting way to live.

Then in 2020, I put everything into a hyped-up altcoin. It lost more than 90% of its value. I lost several months of income. The feeling wasn't panic. It was that specific kind of frustration you feel when you know you should have gotten out, and you didn't.

I made two decisions that day: no more coins without real fundamentals, and no more trading without a system that's been properly tested. If I was going to do this, I was going to do it the only way I know how: automate it and let the data decide.

I'm a DevOps engineer. I automate everything. It was the obvious next step.

The process

Backtester v3.0 C-Core Engine running 1.25 million tests in parallel

The backtester running 1.25M parameter combinations at 512 tests/sec

Why BNB and BTC?

I don’t believe in "all-in-one" algorithms that claim to work on every chart. Not every market behaves the same way. My primary focus has been BNB/USDT: it is the pair where my engine found the most stable edge, boasting an 85.6% win rate and a 2.00 Profit Factor. It remains my personal flagship.

However, the logic has proven its robustness on BTC/USDT as well. While it has a different characteristic, a higher 89.7% win rate with more conservative average wins, it offers a lower maximum drawdown (-18.4%), providing a stable equity curve. Both pairs have passed the same rigorous 10/10 out-of-sample stability tests. The strategy does not use martingale, grid, or position averaging.

I am currently in the deep-testing phase for ETH/USDT, following the same "slow and steady" engineering approach, targeting Q2 2026. The roadmap is driven by data and community interest: if there is a specific pair you would like to see, let me know. If it shows a strong mathematical edge, I will move it to the front of the queue.

A few rules I follow: if a strategy can't survive out-of-sample testing, it doesn't exist. If it needs 12 filters to work, it's probably overfitted. And if the numbers stop working, the strategy is gone.

I trade the strategy myself. Sharing the edge updates is almost no additional work, and it turns five years of development into something that pays for itself. Members receive the edge updates in real time. That's the whole model.

Every backtest result on this site is real. Every live trade is logged publicly. If the system stops working, you'll see it in the numbers before I say a word.

Ready to see the results?

See the Backtests →