Altora Trading
Three systematic books across uncorrelated markets, live on demo, building the out-of-sample record.
Risk-parity blend of the three sleeves, net of estimated spread costs. The sleeves are genuinely orthogonal (monthly correlations of −0.05 to +0.19 between them), which is why the combined book beats every sleeve on its own, at a smaller drawdown than any of them.
Corrected 1 August 2026, downwards. The previous figures here (1.52 and 2.10) came from a script that no longer exists and used an indices input backtested with almost no trading cost. We rebuilt the whole blend to mirror what the three live bots actually do: their real engine rosters, their own rebalance rules, real measured spreads, and commodity carry. The rebuilt figures are what you see above, with twelve of sixteen years positive and a 21% maximum drawdown at the blend level. Overnight financing on FX and indices is still not modelled, so even these numbers are slightly flattered, and we say so. Full detail on the corrections page.
11 major pairs (EUR/USD, GBP/USD, USD/JPY, the yen & euro crosses…). Seven rule-locked edges: RSI exhaustion, currency-strength divergence, price-action reversal, pullback quality, volatility breakout, plus weekly CFTC positioning and cross-sectional rotation.
Two-sided · rebalances every 4 hours · volatility-targeted sizing
S&P 500, Nasdaq 100, DAX, Nikkei 225, gold and silver. Seven trend/dip engines (Donchian breakout, momentum burst, RSI trend-dip, turn-of-month…) plus two event overlays: pre-FOMC drift and an equity positioning (COT) tilt.
Corrected 31 July 2026, downwards. This book previously showed 1.19. That figure came from a script we can no longer find, and the surviving code it was built on charged index CFDs a foreign-exchange spread of 0.0001 of price, which is thousands of times too small. We rebuilt the backtest to mirror what the live bot actually does and charged real measured spreads. Rebuilt: 0.77 over 2011–26 and 1.80 over the held-out era from 2023, at a 29% maximum drawdown. Costs explain only part of the gap; the rest we cannot account for against a script that no longer exists, so we publish the number we can defend rather than the one we liked.
Long-only · rebalances daily · volatility-targeted sizing
Brent, WTI, natural gas, corn, soybeans, wheat, sugar, copper, platinum, palladium. Six trend engines (volatility expansion, trend continuation, breakout, range compression…) with a fixed trailing-stop exit.
Two-sided · rebalances daily · volatility-targeted sizing
| Book | Started with | Net P&L | NAV now |
|---|---|---|---|
| FX | £4,000 | +£492.98 (+12.32%) | £4,492.98 |
| Indices & metals | £10,500 | −£4.52 (−0.04%) | £10,495.48 |
| Commodities | £5,000 | −£401.07 (−8.02%) | £4,598.93 |
| Portfolio | +£87.39 (+0.45%) | £19500.0 deployed | |
| Under evaluation — not in the portfolio figure | |||
| simple_trader | £25,000 | −£130.48 (−0.52%) | £24,869.52 |
| Explorer v2 | £10,000 | +£614.67 (+6.15%) | £10,614.67 |
simple_trader is a from-scratch lab running classic indicators, and Explorer v2 is a candidate bench whose rules were frozen before it started, with a verdict due 1 December 2026. Neither is a validated book yet, so neither counts toward the portfolio return above — but both are published here for the same reason everything else is.
Demo accounts, verified against the broker's own transaction history and marked to live NAV. Live since mid-June 2026 — a sample this young is mostly noise, which is why it updates weekly whether it flatters us or not. Updated 31 Aug 2026.
Execution-timing disclosure: live results before 7 August 2026 carry an execution drag we found and fixed in our own audit; entries were filling 30 minutes to 18 hours after the signal candle rather than the backtested moments-after-close. Details and measured impact are in the research log. From 7 August 2026 fills land within about two minutes of the close, matching the tested construct.
All three books run fully automated on demo accounts (live since July 2026), each on its own capital, sized to a fixed volatility target. The backtest numbers above are real and honestly built, but the number that counts is the live, out-of-sample one, and that only comes with time. We'll publish it here as it accrues, wins and losses alike.
Systematic model output, not financial advice. Demo performance shown for transparency; it is not a promise of future results.
We wrote up the exact six-layer system behind these books (data, features, signal engines, backtesting, honest validation and a working broker-connected bot) as a complete handbook for beginners. Full Python code at every step, including the validation discipline most guides skip.
Educational guide, not financial advice. It teaches the engineering and the testing, and promises no profits.
Get the handbook →£29.99 launch price (rising end of August) · instant PDF download · secure checkout via Whop · Sports edition also available