Allocation
Four systematic strategies across FX, indices and crypto — from a calm currency grid to an aggressive 30-pair portfolio — with volatility-aware execution and adaptive risk control.
Results on this page are simulated on historical data and are not a live track record.
Strategies
4
Markets
FX · Indices · Crypto
Historical Data
5Y (crypto 2Y)
Reporting Basis
$10,000, no compounding
Custody
None — client-held
Min. Allocation
$100,000
Strategies
Ordered from the calmest to the most aggressive. All figures are % of the initial $10,000 deposit, without compounding.
Risk 1/4 · Currency pairs, grid
Total Return
+24.06%
Avg. per Year (simple)
+4.82%
Max Drawdown (closed trades)
-2.86%
Worst Case, Floating (sum of sets)
-16.72%
Profit Factor
1.22
Trades
1,206
Winning Trades
55.1%
Out-of-sample
+4.66%DD -1.91%
Simulated results on historical data (backtest), not actual trading. Past and simulated results do not guarantee future performance.
Risk 2/4 · Indices and currencies, trend
Total Return
+107.26%
Avg. per Year (simple)
+21.47%
Max Drawdown (closed trades)
-6.06%
Worst Case, Floating (sum of sets)
-30.81%
Profit Factor
1.31
Trades
6,130
Winning Trades
62.7%
Last year
+31.13%DD -2.99%
Simulated results on historical data (backtest), not actual trading. Past and simulated results do not guarantee future performance.
Risk 3/4 · Crypto futures
Total Return
+139.12%
Avg. per Year (simple)
+69.70%
Max Drawdown (closed trades)
-5.13%
Worst Case, Floating (sum of sets)
-37.24%
Profit Factor
1.61
Trades
5,775
Winning Trades
60.4%
Out-of-sample
+13.98%DD -3.71%
Simulated results on historical data (backtest), not actual trading. Past and simulated results do not guarantee future performance.
Risk 4/4 · 30+ currency pairs
Total Return
+515.20%
Avg. per Year (simple)
+103.11%
Max Drawdown (equity)
-38.55%
Profit Factor
1.52
Trades
6,459
Winning Trades
66.4%
Out-of-sample
+57.57%DD -15.39%
Simulated results on historical data (backtest), not actual trading. Past and simulated results do not guarantee future performance.
Returns by Year
% of the initial $10,000 deposit
| Strategy | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|
| Grid | +1.01%3m | +6.94% | +3.86% | +5.03% | +2.99% | +4.23%9m |
| Vanguard | +5.07%3m | +23.63% | +2.76% | +22.36% | +26.02% | +27.42%9m |
| Crypto | — | — | — | +18.76%3m | +89.92% | +30.43%9m |
| Phantom | +1.51%3m | +156.66% | +94.97% | +59.92% | +164.50% | +37.65%9m |
Partial years show the number of months covered.
Simulated results on historical data (backtest), not actual trading. Past and simulated results do not guarantee future performance.
Drawdowns are % of the initial $10,000 deposit. Phantom is measured on equity; Grid, Vanguard and Crypto on closed trades, with the worst case shown as the sum of the floating drawdowns of all sets. The two bases are not directly comparable.
Out-of-sample periods follow the selection period and were not used to choose parameters; for a few sets the selection window overlaps the first weeks of that period. Vanguard's last year is shown separately but part of its sets were selected on that year, so it is not an out-of-sample test. Average per year is simple, not compounded.
Strategy
"The strategies do not predict the market — they follow fixed, tested rules for how it behaves."
A currency grid on 9 pairs with small fixed lots — the calm end of the ladder.
Trend following on indices and currencies.
Mean reversion and regression models on crypto futures.
Mean reversion across 30+ currency pairs, with a cap on simultaneous pairs by design.
Grid, trend and mean-reversion logic behave differently across market regimes.
Every position exits on predefined rules — no discretionary overrides.
Risk Management
Sizing is fixed, exposure is capped where the strategy needs it, and the reported risk includes the worst case.
Where applicable, limits on simultaneous pairs and on same-direction positions per currency.
Each strategy trades fixed lots on a flat $10,000 basis — no compounding.
Closed-trade and floating worst-case drawdowns are reported side by side.
Four strategies with different logic and markets, chosen by risk appetite.
Entries and exits follow the strategy rules, without manual intervention.
Execution via API or trade replication; capital never leaves the client.
Validation
Five years of data for FX and indices, two years for crypto (Binance futures quotes).
Parameters are chosen on the first part of the data and checked on the period that follows (crypto: 18 + 6 months). Vanguard: the last year is not held out.
Drawdowns are reported both on closed trades and as the sum of floating drawdowns across all sets.
Process
01
Submit allocation request
02
Initial call
03
Strategy overview
04
Account setup (client retains control)
05
Execution via API or replication
Client funds remain under full control at all times. No custody.
Execution is delivered via API integration or trade replication into client-controlled brokerage accounts. TradeGreat does not hold, move, or have withdrawal rights over client capital.
Capacity
The strategies trade liquid markets — major and cross currency pairs, equity indices and the largest crypto futures — where execution slippage can be modelled and constrained.
Diversification across pairs and engines spreads risk instead of concentrating it in any single market.
Capacity is bounded by realistic liquidity assumptions and execution footprint, not by theoretical backtest scaling. New allocations are accepted only while incremental capital can be deployed without performance degradation.
