ZenWave is structured as a multi-horizon system portfolio, not a single strategy. Each engine operates independently with fixed risk constraints and distinct signal logic. The engines are designed to diversify timing and exposure across different structural regimes.
A
ZenWave A — Long-Term Structural Engine
LiveFully AutomatedWFA-Validated2014–2025
ZenWave A is a 12-year structural USDJPY breakout engine built using rigorous, institutional-style Walk-Forward Analysis. It forms the foundation of the ZenWave portfolio.
Risk per trade
1.00%
WFA Slices
A1–A4
Profit Factor
2.01
Max Balance DD
37.25%
Walk-Forward Findings (A1–A4)
Stable out-of-sample performance across all slices
Consistent profit factor & resilience across volatility regimes
Parameter stability across a 12-year window
AI-assisted audit confirms exceptional robustness
B
ZenWave B — Medium-Term Adaptive Engine
LiveFully AutomatedWFA-Validated2018–2025
ZenWave B targets medium-horizon structural drift, validated across five independent WFA slices. B5 is selected for production due to exceptional 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)
All slices produce profitable OOS performance
Controlled parameter drift — no chaotic jumps
Strong regime alignment during 2022–2025 volatility
Dual-AI audit confirms procedural integrity
C
ZenWave C — Short-Term Volatility Engine
Research 2026Public Build
ZenWave C will be built as a short-horizon volatility engine targeting Tokyo/London transition volatility bursts. It completes the A/B/C multi-horizon framework.
ZenWave Book is the combined portfolio running all engines under a shared 0.50% total risk cap per trade cycle. The cap is split equally across active engines — currently 0.25% each with A and B, dropping to ~0.166% each once C is added.
Total risk cap
0.50%
Current (A + B)
0.25% each
With C (A + B + C)
~0.166% each
Execution
Fully automated
Multi-horizon robustness with reduced decay risk and broader regime coverage. Parameters frozen. No discretionary intervention.