This is SCIENCE

TYPHOON

The Typhoon Algorithm is a systematic, rule-driven execution framework designed to indetify and exploit mean-reversion and liquidity-driven dislocations across financial markets

AVALANCHE

Avalanche is a multi-timeframe mean-reversion algorithm engineered to exploit asymmetric statistical price extremes through proprietary structural confluence filters and advanced momentum confirmation mechanisms, executing high-probability entries only when multiple timeframe structures align to produce institutional-grade signal purity

Typhoon - Key Specifications

Three-Layer Confirmation Architecture with 79% Win Rate

Multi-stage entry validation (extremum detection → turning point confirmation → momentum acceleration) across 1,410 trades delivers institutional-grade entry quality, eliminating low-probability false breakouts common in single-indicator systems. 

Volatility-Adjusted Risk Management with below 5% Maximum Drawdown

Dynamic stop-loss placement anchored to ATR (Average True Range) and structural support/resistance ensures consistent risk calibration across asset classes. 5% maximum historical drawdown validates capital preservation architecture even during adverse regime transitions.

Adaptive Position Closure with Conditional Re-Analysis Protocol

Proprietary position management system: when profitable positions reverse against thesis, algorithm immediately closes and re-analyzes market conditions. Conditional re-entry only executes if original trade signals reconfirm, eliminating whipsaw losses while capturing recovery momentum. 

Universal Market Coverage with Adaptive Configuration

Typhoon is designed to trade across forex, cryptocurrencies, commodities, indices, and equities.  The strategy is delivered with a calibrated baseline model, enabling users to fine-tune execution parameters to match specific instruments, time horizons, and trading intensity.

Risk Warning: This is a risk warning for our products. Please take this information gladly.

Typhoon Strategy — Performance Snapshot

Typhoon Strategy — Performance Snapshot

Backtest/statement metrics formatted for web use

Total Profit
$9,189.72
# of Trades
1,410
Sharpe Ratio
0.38
Profit Factor
7.22
Return / DD Ratio
184.57
Winning %
79.08%

Core Returns

Profit in pips 22,762.7
Yearly avg profit $1,148.91
Yearly avg % return 3.83%
CAGR 3.4%

Risk & Averages

Drawdown $49.79
% drawdown 0.15%
Daily avg profit $4.91
Monthly avg profit $95.73
Average trade $6.52

Quality Metrics

Annual % / max DD % 22.64
R expectancy 1.3 R
R expectancy score 229.32 R
STR quality number 13.7
SQN score 6.38

Strategy Stats

Wins / losses ratio 3.78
Payout ratio (avg win/loss) 1.91
AHPR 0.02
Z-score 2.65
Expectancy 6.52
Deviation $17.86
Stagnation (days) 46
Stagnation (%) 1.58%
Avg # of bars in trade 0
Z probability 0.4%
Max pos. exposure 12
Max lots exposure 0.83

Trade Stats

Gross profit $10,667.03
Gross loss $-1,477.31
# wins 1,115
# losses 295
# cancelled/expired 0
Average win $9.57
Average loss $-5.01
Largest win $151.19
Largest loss $-49.79
Max consec wins 29
Max consec losses 3
Avg consec wins 4.46
Avg consec loss 1.18
Avg # of bars in wins 0
Avg # of bars in losses 0

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2025 97.85 293.91 50.5 64.78 177.68 36.37 210.55 39.72 38.11 61.24 12.24 25.43 1108.38
2024 170.65 25.1 48.39 87.44 29.14 59.07 8.08 113.65 156.54 100.79 86.55 29.03 914.43
2023 60.61 62.92 37.91 72.1 33.93 76.94 110.25 9.98 83.72 194.1 122.44 33.06 897.96
2022 219.07 424.07 221.35 153.88 109.55 227.98 120.78 159.31 129.24 91.73 92.43 45.97 1995.36
2021 44.45 41.43 83.37 5.27 87.97 32.41 44.97 136.07 239.17 15.23 88.9 149.84 969.08
2020 28.01 38.74 161.9 480.62 55.47 101.52 15.55 18.4 56.52 153.69 211.21 47.79 1369.42
2019 45.19 13.39 111.8 29.77 86.9 135.19 102.88 61.61 155.85 57.95 32.74 17.11 850.38
2018 30.3 141.33 65.23 203.06 33.34 22.27 132.42 66.98 82.76 167.82 131.9 7.3 1084.71

📈 Monthly Trading Performance

Cumulative Returns Analysis: 2018-2025

2018-2019: OOS/Overfitting Test
2020-May 2024: Parameter Estimation / Train
Jun 2024-Oct 2025: Forward Test / Paper Trading
🔴 Nov 2025: Live Trading Starts
$9,189.72
Final Dollar Return
918.97%
Total Return %
96
Months Tracked
$95.73
Avg Monthly Return

Avalanche - Key Specifications

Multi-Timeframe Structural Extremum Detection

Avalanche initiates signal generation through proprietary multi-timeframe analysis that identifies when price structure reaches extremal conditions across interconnected timeframe hierarchies. The algorithm detects statistically significant deviations in price movement that indicate potential mean-reversion opportunities.

Dynamic Risk Compression System Generates A Long Term Drawdown Below 5%

Avalanche can manage risk at the basket level,. It tracks all positions as a unified basket, enforces collective profit targets and protective stops, and automatically adjusts position parameters (breakeven, trailing stops) based on accumulated market conditions. 

Adaptive Position Closure with Conditional Re-Analysis Protocol

Proprietary position management system: when profitable positions reverse against thesis, algorithm immediately closes and re-analyzes market conditions. Conditional re-entry only executes if original trade signals reconfirm, eliminating whipsaw losses while capturing recovery momentum. 

Universal Instrument Compatibility & High Customizability

Avalanche operates seamlessly across forex, cryptocurrencies, commodities, indices, and equities. A pre-calibrated core model is provided, while allowing users to systematically adapt parameters to the target instrument, timeframe, and desired trade frequency.

Avalanche Strategy — Performance Snapshot

Avalanche Strategy — Performance Snapshot

Backtest/statement metrics formatted for web use

Total Profit
$10877.83
# of Trades
2684
Sharpe Ratio
0.16
Profit Factor
3.34
Return / DD Ratio
177.39
Winning %
68.14%

Key Metrics

Profit in Pips 18765.8
Yearly Avg Profit $1359.81
Yearly Avg % Return 4.53%
CAGR 3.94%

Drawdown Stats

Drawdown $61.32
% Drawdown 0.2%
Annual % / Max DD % 19.72
Daily Avg Profit $5.22

Return Stats

Monthly Avg Profit $113.31
Average Trade $4.05
R Expectancy 0.75 R
R Expectancy Score 250.43 R

Strategy

Wins / Losses Ratio 2.14
AHPR 0.01
Expectancy 4.05
Stagnation in Days 37
Payout Ratio (Avg Win/Loss) 1.56
Z-Score 20.92
Deviation $22.28
Stagnation in % 1.27%

Trades

Gross Profit $15520.34
Largest Win $616.53
Avg Consec Wins 2.23
Max Pos. Exposure 13
# of Wins 1829
# of Losses 855
Average Win $8.49
Max Consec Wins 12

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2025 254.94 77.77 37.75 59.36 686.34 69.28 168.71 75.06 208.43 67.6 38.38 41.34 1784.96
2024 26.53 73.23 180.15 156.35 86.66 22.77 164.45 179.88 240.25 86.77 182.68 40.05 1439.77
2023 157.1 239.71 29.69 60.62 57.24 235.22 33.34 75.97 38.63 9.13 237.74 72.13 1246.52
2022 116.9 753.85 66.3 206.08 90.39 168.84 235.29 112.64 84.9 103.56 102.44 61.44 2102.63
2021 149.71 10.9 81.36 143.38 105.45 48.94 58.2 53 202.25 30.62 153.04 177.67 1214.52
2020 56.77 111.67 188.91 55.81 49.95 103 260.77 22.06 38.46 84.98 74.55 163.51 1208.44
2019 53.7 41.76 78.16 56.77 75.02 57.18 70.7 86.88 37.04 95.05 17.9 224.81 894.97
2018 61.27 28.58 31.26 0 162.59 57.2 54.81 80.28 265.29 118.13 70.72 55.89 986.02

📈 Monthly Trading Performance

Cumulative Returns Analysis: 2018-2025

2018-2019: OOS/Overfitting Test
2020-May 2024: Parameter Estimation / Train
Jun 2024-Oct 2025: Forward Test / Paper Trading
🔴 Nov 2025: Live Trading Starts
$10,879.83
Final Dollar Return
1,087.98%
Total Return %
96
Months Tracked
$113.33
Avg Monthly Return

Documented results across 1,096 trades spanning 2018–2025 including bull markets, crash events, rate-hiking cycles, and crypto volatility cycles. Every calendar month positive return eliminates survivorship bias and backtesting overfitting concerns.

Statistically Validated Performance: 7 Years Consecutive Monthly Profitability

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