Every trade documented • Updated daily • Complete transparency
Last Updated: January 16, 2026 at 5:00 PM ET
🟢 SYSTEM ACTIVE
Paper Trading Since December 3
32 trading days tracked with real market data
Zero capital at risk • Real capital deployment Q1 2026 with monthly CPA audits
✅ OUTPERFORMING
Exceeding Backtest Expectations
Daily returns 178% of target
Win rate dramatically improved • Risk control superior to predictions
Latest Performance Snapshot
Thursday, January 16, 2026 - Real-time metrics from live paper trading simulation
+1.07%
Today's Return
Thursday, Jan 16, 2026
$457,842 profit (simulated)
+54.0%
32-Day Return
Dec 3 - Jan 16
32 trading days tracked
$43.2M
Account Value
Started $28,077,186
Gain: $15,169,638
178%
Validation Status
✅ EXCEEDING
Of backtest target
Key Performance Statistics
Comprehensive metrics demonstrating system effectiveness across 32 trading days. These statistics validate our algorithmic approach and risk management framework, showing substantial improvements over four-year backtest predictions.
62.5%
Win Rate
20 wins / 12 losses
Backtest: 48.2%
1.69%
Avg Daily Return
32-day average
Target: 0.95%
10.29%
Max Drawdown
Peak to trough
Backtest: 35.3%
Best Single Day
+12.13%
December 4, 2025
$3.8M profit in one day
Worst Single Day
-7.07%
December 10, 2025
Risk controls worked perfectly
Current Streak
2 Days Winning
January 14-16
Building momentum
Backtest vs Live Simulation
How Does Live Simulation Compare to 4-Year Backtest?
After 32 days of live simulation with real market data, the system isn't just tracking the backtest—it's significantly outperforming it. Our VIX-based risk management and conditional expansion systems are demonstrating superior effectiveness in current market conditions.
✅ VALIDATION STATUS: EXCEEDING EXPECTATIONS
Daily returns are 178% of backtest target (+1.69% vs +0.95%) • Win rate dramatically better (62.5% vs 48.2%) • Risk control superior (only -10% max drawdown vs -35% backtest) • Volatility lower than expected
The VIX-based risk management and conditional expansion systems are working better than predicted. System appears highly robust in current market conditions.
Complete Daily Trading Record
Every Single Day - Complete Transparency
All 32 trading days from December 3, 2025 to January 16, 2026. This comprehensive record demonstrates our commitment to full transparency, showing every winning and losing session without exception.
Our time-zone arbitrage strategy captures opportunities across three major global sessions. This geographic diversification is fundamental to our edge, ensuring no single market dominates our returns.
All three global sessions contribute roughly equally. This diversification is exactly what the time-zone arbitrage strategy was designed to achieve.
Risk Management in Action
1
Portfolio Hard Stop
-8.7% daily limit
Status: Never triggered ✅
Trading ceases if hit
2
VIX-Based Sizing
Active daily
Status: Working perfectly ✅
Reduces positions in high volatility
3
Per-Market Limits
Active per session
Status: Preventing blow-ups ✅
Maximum exposure per market
4
Conditional Expansion
18/32 days triggered
Status: Adding alpha ✅
Increases size when Nikkei positive
The -10.3% max drawdown versus -35.3% in backtest proves our risk management is working better than expected. VIX-based position sizing has protected us during volatile periods while allowing us to capitalize on calm markets.
Q1 2026: Transition to Live Trading
After 32+ days of paper trading validation showing exceptional results that exceed backtest expectations, we're preparing to deploy real capital. This transition represents a critical milestone in demonstrating long-term viability and building institutional credibility through audited performance.
Current Phase
Paper Trading
Real market data
Real-time decisions
Zero capital at risk
Validating strategy works live
Results: Exceeding expectations ✅
Next Phase
Live Trading Q1 2026
Initial capital: $100K-$500K
Interactive Brokers account
Real execution with slippage
Monthly CPA audits
Complete transparency
Our Promise
Community Commitment
Every trade documented
Monthly audited statements
No cherry-picking results
Show wins AND losses
Complete accountability
⚠️ EXPECTED PERFORMANCE DIFFERENCE
Paper trading: +54% in 32 days Live trading expected: +40-45% in same period
Why the difference?
Slippage: 2-5 ticks per trade ($40-$100 per contract)
Bad fills: 1-2 per week during volatile sessions
Execution delays: 50-500ms vs instant in simulation
Higher costs: Real commission vs simulated
System issues: Potential downtime
We expect 10-25% degradation from simulation. This is realistic and acceptable. We will report actual results honestly.
Critical Disclaimers & Data Access
⚠️ THIS IS PAPER TRADING
What we have:
✅ Real market data (professional feeds) ✅ Real-time algorithm decisions ✅ Same risk management as live will use
What we don't have:
❌ NO actual capital at risk currently ❌ Simulated execution (perfect fills assumed) ❌ NOT representative of guaranteed live results
Live Trading Will Differ
When we begin live trading in Q1 2026, expect:
Slippage on every trade
Occasional bad fills
Execution delays
System downtime possible
Higher transaction costs
Psychological factors with real money
Risk Warnings
Futures trading involves substantial risk of loss. You can lose more than your initial investment. High leverage amplifies both gains and losses. Systematic strategies can fail. Market conditions change. Past performance (backtest or simulation) is NOT indicative of future results.
Token Disclaimer
$CQNT is a speculative digital asset. Token ownership does NOT constitute equity, guaranteed returns, or investment contract. Regulations vary globally. Consult qualified financial, legal, and tax advisors before investing. Only invest what you can afford to lose completely.
Verify Everything Yourself
Complete transparency means you can check our math. Download the raw data and verify every number on this page.
From Princeton thesis to production system. From backtest to live simulation to real capital. Every trade shown. Every result documented. Every claim verifiable.