Systematic futures trading · live-documented
Backtests are cheap.
Live numbers aren't.
I'm Benjamin Lauener, a software engineer with about 17 years of experience and an MSc in Banking & Finance. On this site I transparently document the development and live operation of my systematic futures trading system, traded with my own capital. Mistakes and corrections included.
Frozen before the first trade: nine in ten half-years of the reference fall between a Sharpe of −1.10 and +2.78, the median at 0.53. The live track is measured against this band.
This site is generated and published automatically every night by the same server that runs the system: no manual selection, no retroactive edits.