// Trading · 2026
Strategy Factory
An autonomous pipeline that researches, screens, and rejects trading strategies before any of them see real money.
Real-spread Sharpe
1.53
Holdout Sharpe (locked)
3.75
Deflated Sharpe
0.91
Max drawdown
11.1%
Trials → survivors
3,911 → 1
What it is
An autonomous research pipeline that generates, screens, and rejects trading strategy candidates with as little human input as possible in the early stages. MT5 runs in Docker behind a Wine bridge; a vectorbt engine backtests every candidate against real spread costs; anything that survives has to clear anti-overfit gates before it earns a forward test.
19 strategy modules, 8 symbols, 3,911 parameter trials screened this cycle.
One candidate has passed every gate so far — ORB_SESSION on XAUUSD, H1 —
and that’s deliberate: the factory is built to reject almost everything.
Status
Preparing a HolaPrime 2-step challenge under the validated strategy and risk ladder. No live trading results exist yet, and this page won’t claim any until they do.
More
This is a private repository — no source, no internals beyond what’s above. The full case study (pipeline diagram, funnel, cockpit) lives on the homepage, and the validated numbers are published in full on the tearsheet.