One trader · Systematic · Fully transparent
Just me, trading systematically,
and showing all of it.
I'm an individual systematic trader. Every strategy here is one I built and backtested in QuantConnect, shown exactly as it ran, and trade with my own capital. This is simply me being fully transparent about what I'm working on, not a fund, not investment advice.
Traded with my own capital, on and off, since May 2025
My core idea.
It compounds far faster than the market.
Less drawdown. Much better risk-adjusted returns. In backtests, the broad-market gate avoided or reduced exposure during every major drawdown since 1998.
Growth Equities
Knowing when to buy and hold growth equities
- CAGR
- 65.1%
- Sharpe
- 1.61
- Max DD
- −27.2%
- Validated
- 1998–2026
- Tunings
- 5
- CAGR range
- 17–73%
Intraday Strategies
Near-zero beta. Returns when indexes fall.
These strategies typically have about zero beta, meaning they are uncorrelated to the broad market and can generate returns even as the indexes lose value. They are in live testing now, with the intention to commit capital: because they are uncorrelated to the core strategy, layering them on top reduces its overall drawdown.
Index Breakout 1
Intraday momentum breakout reproduced across Nasdaq and S&P
- CAGR
- 34.7%
- Sharpe
- 0.96
- Max DD
- −28.2%
Validated 2008–20264 tuningsCAGR 5–35%DD 11–46%
Index Breakout 2
Intraday futures breakout using an alternative signal set
- CAGR
- 105.3%
- Sharpe
- 1.81
- Max DD
- −20.8%
Validated 2015–2026
TQQQ VWAP
Minute-resolution intraday system on a leveraged Nasdaq ETF
- CAGR
- 71.0%
- Sharpe
- 1.36
- Max DD
- −36.8%
Validated 2015–20262 tuningsCAGR 18–71%DD 32–37%
Combining Long Term and Intraday
A powerful ensemble
Two uncorrelated return streams in one book: a long-term equity strategy that compounds through healthy markets, and intraday strategies that come alive in the volatile, unhealthy stretches, exactly when the long-term book is sitting in cash. Because they rarely draw down at the same time, capital stays productive across every regime, and the blend earns better risk-adjusted returns than either strategy on its own.
Sourced & adapted
Fascinating ideas, sourced from others.
These are mostly drawn from other people and from published research papers. I find them fascinating and worth tracking, but they aren't my own core ideas. Each one is held to the same testing standard as everything else here.
Adaptive Allocation
Compounds with the market, sidesteps the crashes
- CAGR
- 18.2%
- Sharpe
- 0.65
- Max DD
- −30.6%
Validated 2006–20264 tuningsCAGR 12–24%DD 21–39%
VIX Vol Edge
Risk-managed short-volatility exposure
- CAGR
- 30.5%
- Sharpe
- 1.25
- Max DD
- −26.9%
Validated 2012–2026
Earnings Drift
Rides the post-report drift in companies that just surprised
- CAGR
- 16.6%
- Sharpe
- 0.69
- Max DD
- −16.6%
Validated 2018–2026
Why
Why this exists.
The reason I do this is freedom, my own. Life is hard, and it's easy to spend it on a hamster wheel with no way off. I want off it, and I find building systematic strategies genuinely worth doing. Doing it in the open keeps me honest and lets me show my work exactly as it unfolds, wins, losses, and all.
Cordamente is Italian for wholeheartedly: from cor (heart) and mente (mind). The heart knows the direction, the things that truly matter and are worth chasing, so I learn to listen to it first. The mind is simply the tool I use to find the way there, and to solve the problems I meet along the way.
There is more to the story. Read William Halbert's story →︎