Our Trading Technology
We build fully automated algorithmic trading systems for futures markets. Each system runs independently on TradingView and executes trades through TradersPost — no manual intervention, no emotional decisions, no screen time required. Our systems are forward-tested on live funded accounts and compatible with over 30 prop firms and brokers worldwide.
Dynamic ORB Suite
The Dynamic ORB Strategy Suite is our flagship system for Nasdaq futures. It uses a proprietary dual-logic engine combining two independent entry methods: Classic ORB breakout entries and Revised FVG retest entries. This is the first system to merge Opening Range Breakout methodology with Fair Value Gap detection into a single automated framework. Each logic path operates with its own risk management, filters, and exit rules.
Running on NQ and MNQ contracts on the 5-minute timeframe during the New York session, the system includes an 8-filter high-probability suite, break-even protection with partial take profit, and real-time JSON webhook alerts for fully automated execution. Available in Conservative and Moderate configurations — Conservative for prop firm accounts, Moderate for maximum returns. Forward-tested on live funded accounts since May 2025.
Purpose-built for COMEX Gold Futures — not adapted from another market, engineered from scratch for gold's unique volatility and session behavior. The dual-logic architecture combines Classic ORB breakout entries with FVG limit-order entries, each calibrated specifically for GC price dynamics. Gold-specific features include wider FVG size filters, minimum stop loss protection for volatile moves, and the Topstep delay mechanism designed for prop firm compatibility.
Achieved a 73.47% win rate with a 3.59 profit factor and only 12.02% maximum drawdown across the full 2025 evaluation period. The system runs on GC and MGC contracts during the New York session with institutional-grade risk controls including dynamic position sizing, multi-tier SD exit targets, and maximum hold time limits. Certified 96/100. Available in multiple filter presets from Basic to Aggressive. Forward-tested on live funded accounts since June 2025.
Gold-X Range Suite
ILM/iFVG STRATEGY
A completely different approach to Nasdaq futures. The Inducement Liquidity Model identifies where institutional traders sweep liquidity at critical levels — Previous Day Highs/Lows, session highs/lows, structural pivots — then waits for an inverted Fair Value Gap to form as confirmation before entering in the opposite direction. The first automated system to combine FVG Inversion with Liquidity Sweep detection in a unified framework.
Running on both 3-minute and 5-minute timeframes, the system delivers quality over quantity. The 5-minute configuration achieved a 3.998 profit factor with 75% win rate in Q4 2025, with only 11.90% maximum drawdown — a 5.72:1 return-to-drawdown ratio. Both timeframes produced over 200% annual returns from $10,000 initial capital. Comprehensive on-chart debugging displays entry labels, exit reasons, R-multiples, and rejection analysis. Forward-tested on live funded accounts since July 2025.
Risk Disclosure
Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. All metrics shown are based on backtested and forward-tested data under specific market conditions that may not repeat. This website is for educational and informational purposes only and does not constitute financial, investment, or trading advice.