Algorithmic trading · audit-honest · live demo

Quantitative trading, honestly audited.

Algorithms held to the standard of published science. Every hypothesis pre-registered. Every result audited, deflated, and made public — including the failures.

+1.155
Backtest Sharpe
5-bot ensemble · 8.3 yr
23
Sprints in 2026
21 rejected · 2 shipped
2026-04-30
Live since
Pepperstone demo · $1,400

The fleet

Eight specialists, six live, two paused. Each bot trades exactly one strategy. Signals do not mix across bots — a failure mode in one cannot cascade.

xagLive
XAG · 1h
Sharpe
+1.75
CAGR
+25.9%
DD
-9.4%
xauLive
XAU · 1h
Sharpe
+1.23
CAGR
+35.6%
DD
-17.0%
OOS
gcLive
XAU · 1d
Sharpe
+1.11
CAGR
+9.8%
DD
-8.5%
eventLive
XAU · 1h
Sharpe
+1.00
CAGR
+7.2%
DD
-9.5%
roLive
XAU · 1h
Sharpe
+0.75
CAGR
+4.2%
DD
-8.0%
event5mLive
XAU · 5m
Sharpe
CAGR
DD
Event-window specialist · unproven OOS
bbPaused
XAU · 1h
Sharpe
+0.39
CAGR
-3.5%
DD
-8.0%
OOS -1.07 · paused as drag
btcPaused
BTC · 1h
Sharpe
+0.04
CAGR
-1.0%
DD
-20.0%
No edge post-ETF · paused

Sharpe, CAGR, and Max DD from Engine + daily_sharpe backtest (audit framework). Paused bots remain registered but trade nothing live.

Methodology

01

Independent specialists

Eight bots, eight strategies, eight magic numbers, eight log streams. Each runs in its own process, supervised by an external watchdog. If one bot crashes, the others continue without it.

02

Pre-registered audits

Every hypothesis is documented in /docs before backtesting starts: the entry rule, the exit rule, the parameter sweep, the accept criteria. If the final result does not match what was promised in writing, the sprint is rejected. Twenty-three sprints tested in 2026. Two shipped.

03

Five-layer risk

Per-strategy drawdown halt (-10%), account-wide margin watchdog (<150% margin level), daily-loss circuit breaker (-2% to -4% by profile), session kill switch (-15% to -30%), and the live state of each guard persists across restarts. A tripped kill cannot re-arm itself.

Performance

Backtest numbers below come from the audit-honest engine (Engine + daily_sharpe, zero-filled equity curve, no per-trade Sharpe inflation). Live expectations are deflated by the R83 audit's marginal Bonferroni / random-null findings — not by guesswork.

Backtest (8.3 yr)

2018 – 2026 (8.3 yr)
Sharpe
+1.155
CAGR
+19.51%
Max drawdown
-19.94%
Calmar
0.98
Trade rate
294 / yr
Positive years
8 of 9

Live forward (deflated)

R83-deflated
Sharpe target
+0.85 → +1.05
CAGR target
+14% → +17%
DD target
-22% → -28%
+23%Real alpha vs gold buy-and-hold (2005-2017 reconstruction)

+2-3% CAGR with smaller drawdowns. We are not Renaissance Medallion.

Past performance does not guarantee future results. The ensemble is calibrated for the 2018-2026 regime; gold buy-and-hold contributed most of the headline CAGR. Forward expectation deflated from IS +1.316 to +1.10 per R83 audit findings.

Live status

Deployed
2026-04-30
Broker
Pepperstone Demo
Account
$1,400
Profile
aggressive
Fleet
6 / 8
Live trades
1
First trade · 2026-05-08
$-34.48

NFP 2026-05-08 — Michigan sentiment landmine. Reversal caught the bot at near-peak entry. Fixed by upcoming-event veto (blocks entry if another high-impact event imminent).

Brand family

Vrelum is the trading-bot arm of the Plovum group. The names share Latin and Slavic roots:

Plovum

Latin/Romance root. Abundance, flow, rain — that which provides.

Vrelio

Croatian root vrelo. Spring, source of water — that which originates.

VrelumThis site

Vrel- (source) + Plovum's -um suffix. The source instrument — that which extracts.