Status — Personal system, run privately · not a product and not offered to anyone
Stack — Node.js, Binance Futures API, XGBoost, LSTM
What it is#
A swing trading system running an ensemble of strategies rather than a single edge:
- Trend following, mean reversion and breakout strategies running concurrently
- Macro regime detection — the ensemble weights each strategy by detected market regime, because a mean-reversion strategy in a trending regime is a reliable way to lose money slowly
- ML-based signal scoring to filter low-conviction entries
- Full backtesting harness with walk-forward validation
What I actually learned#
Most of the engineering effort went somewhere unglamorous: avoiding lookahead bias in the backtester. It is trivially easy to write a backtest that produces a beautiful equity curve because it quietly uses information that would not have been available at decision time. Every version of that bug looks like a discovery until you fix it.
The second lesson: position sizing and risk limits contribute more to outcomes than signal quality does. A mediocre signal with disciplined sizing outperforms a good signal without it.
Built for my own use — not investment advice, and not offered as a product.