Quantitative Forex research & execution
Quantitative Forex portfolios, validated by real execution
xCube is a proprietary research and execution framework that builds, validates and operates highly diversified portfolios of algorithmic Forex strategies.
Executive summary
Real trades are the primary data, not simulations
Candidate strategies run for months on demo accounts under real broker conditions: spread, slippage, latency and execution logic. Only the survivors become eligible for real-capital portfolios.
Real execution as primary data
Validation happens at the broker, in continuous walk-forward. The backtest is only the pre-filter.
Skepticism built into the score
Grades discount evidence immaturity and the demo-to-real degradation measured on a real-money sentinel account.
Proprietary capital, built to scale
Today the operation runs on proprietary capital, with processes designed from day one to scale.
The filter
From thousands of candidates to a real portfolio
Each stage keeps only what survived the one before. Most candidates never reach real capital, by design.
Transcript
- Generate: about a million candidate strategies.
- Robustness filters turn most of them away: overfitted, fragile to spread and slippage, or with too few trades. About 5,000 pass.
- Months of live demo at the broker: real trades arrive, the haircut trims every result, and the strategies that fail live drop out. About 3,100 are measured.
- Only strategies with a sufficient Individual Score go on; immature evidence is held back. About 250 are eligible.
- They are composed into low-correlated portfolios on the real account, and correlated or redundant ones are left out: about 40.
- On the real account, a portfolio that diverges is rotated out and a new composition takes its place.
- A million in, forty on real capital. Illustrative example based on the real pipeline; not accurate counts.
- Validated by real execution, not by backtest.
Strategies at each stage
- Generated candidates~1,000,000
- Passed robustness filters~5,000
- Measured on live demo~3,100
- Eligible: sufficient Individual Score~250and growing
- On the real account~40
Illustrative example: these numbers are based on the real pipeline to show its shape; they are not accurate counts. Bar widths use a logarithmic scale.
Scale of measurement
A fleet dedicated to measuring strategies
of demo accounts, one per Forex pair
of strategy legs measured at the same time
pipeline stages before any real capital
Explore
How xCube works
Methodology
The problem with backtests, our three hypotheses and the eight-stage pipeline from generator to real capital.
Read more →Platform
An end-to-end proprietary system: ingestion, metrics, reproducible scores, correlation and redundancy.
Read more →Risk & Scoring
How much confidence the data support: Individual Score, Portfolio Score, the reality haircut and risk mitigation.
Read more →About
What makes xCube different, where we are going, and the partners behind it.
Read more →Talk to the partners
We speak with qualified investors, institutional partners and brokers interested in our research and execution process.