Engines

ZenWave is a multi-horizon system portfolio, not a single strategy. Each engine runs independently with fixed risk constraints and distinct signal logic. The engines diversify timing and exposure across structural regimes. The portfolio is designed to reduce regime sensitivity and mitigate single-engine dependency over time.

A

ZenWave A — Long-Horizon Structural Engine

LiveFully AutomatedWFA-Validated2014–2025

ZenWave A is a long-horizon USDJPY breakout engine built and validated using institutional-style Walk-Forward Analysis across 12 years. It is the portfolio foundation.

Risk per trade

1.00%

WFA Slices

A1–A4

Profit Factor

1.98

Max Balance DD

37.37%

Walk-Forward Findings (A1–A4)

  • Stable out-of-sample performance across slices
  • Consistent profit factor and resilience across volatility regimes
  • Parameter stability across the full window
  • Robustness review found no material red flags

View Engine A validation →

View Engine A cTrader copy page →

B

ZenWave B — Medium-Horizon Adaptive Engine

LiveFully AutomatedWFA-Validated2018–2025

ZenWave B targets medium-horizon structural drift and is validated across five independent WFA slices. B5 is deployed due to strong IS/OOS alignment and low fragility.

Risk per trade

1.00%

WFA Slices

B1–B5

Selected Slice

B5

Period

Jul 2018 – Nov 2025

Walk-Forward Findings (B1–B5)

  • Profitable out-of-sample performance in every slice
  • Controlled parameter drift with no chaotic jumps
  • Strong regime alignment during 2022–2025 volatility
  • Independent review found no procedural deviations

View Engine B validation →

View Engine B cTrader copy page →

C

ZenWave C

Research in progressPublic Build

ZenWave C is the next engine in the research pipeline. Horizon, market behavior, and release timing will be published only after validation is complete.

Research Process

  • Define scope + measurement framework
  • Run full Walk-Forward Analysis (WFA)
  • Stress test across regimes and verify parameter stability
  • Publish the full build process on YouTube

ZenWave Book

The Book is not a separate engine — it is the risk-structured portfolio layer that combines all validated engines under a fixed 0.50% total risk cap per trade cycle. The cap is split across active engines — currently 0.25% each for A and B — and scales down per engine as new engines are added. Parameters are frozen. No discretionary intervention.

Total risk cap

0.50%

Current (A + B)

0.25% each

Example (3 engines)

~0.166% each

Execution

Fully automated

Portfolio-level out-of-sample snapshots and methodology notes are maintained in the Validation report. View Book validation snapshot →

A separate research view shows how the Book behaves relative to SPY and how a fixed 10% ZW Book sleeve changes a baseline 60% SPY / 40% AGG allocation. View portfolio impact →

View Book cTrader copy page →

Full quantitative validation report →