Multi-engine trading systems for long-term probabilistic compounding. Initial focus: USDJPY.
Research, validation, deployment, and live performance are documented publicly from inception.
Average ROI
Balance ROI
+2.18%
+5.13%
Equal-weighted across live accounts
Portfolio ROI
Balance ROI
+2.63%
+5.48%
Capital-weighted across the portfolio
Long-Horizon Structural Engine
12-year Walk-Forward backbone (2014–2025). Captures rare regime expansions.
Medium-Horizon Adaptive Engine
Multi-regime volatility alignment. Stabilizes portfolio behavior across mixed regimes.
Short Side in Research
Long-side validation is complete. Engine C is undergoing external evaluation through the FTMO Swing 2-Step Challenge while the short side remains in research.
Engine C's validated long-side profile made a swing-account challenge a natural next step. The pass-probability study suggested the strategy could realistically clear FTMO's two-step targets while staying inside its drawdown limits — so we entered the challenge on 29 July 2026.
Separate generation from verification. Internal tooling generates candidates; independent review tooling checks procedures and boundaries.
Multi-slice WFA with zero data leakage. Stability across time, not peak returns.
No martingale, no grid, no hedge stacking. Mandatory SL/TP. Server-side execution only.
USDJPY-first by design. Start with deep liquidity and clean execution, then expand to additional markets as validation compounds.
ZenWave Capital is an independent systematic capital platform operating fully automated multi-engine trading systems with strict governance and live transparency.