Programme I
Regulated Futures
MNQ + MGC · Nasdaq & Gold · CME · 5m bars
A momentum strategy running simultaneously on two CME futures instruments — Micro E-mini Nasdaq (MNQ) and Micro Gold (MGC). Two uncorrelated markets, one systematic logic. Designed for capital preservation with consistent compounding across regulated, highly liquid markets.
3.22 / 3.91
Profit Factor (MNQ / MGC)
60% / 59%
Win Rate (MNQ / MGC)
+431% / +326%
Total Return (MNQ / MGC)
−0.6% / −0.7%
Max Drawdown (MNQ / MGC)
49% / 41%
CAGR (MNQ / MGC)
I
Programme II
Crypto Momentum
DOGE-USDT · OKX Perpetual Swap · 15m bars
A momentum strategy on DOGE perpetual swaps. Designed for clients seeking aggressive compounding on smaller capital. Starting at $500 USDT minimum, the strategy has returned +3,064% since January 2023 — 7/7 stress tests passed including White's Reality Check at p=0.01.
II
Programme I runs on two uncorrelated regulated futures markets for stability and capital preservation. Programme II targets aggressive compounding on crypto. The same systematic discipline — sized for where your capital lives today.
All results net of commissions and slippage. Past performance is not indicative of future results. For qualified investors only. · vanduric.com
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4,506 trades · WR 60% · PF 3.22 · Max DD −0.6% · CAGR 49%/yr · Avg monthly +3.4% · Profitable every year 2022–2026. All results include 1-tick slippage and $0.50 round-trip commission.
2,954 trades · WR 59.4% · PF 3.91 · Max DD −0.7% · CAGR 41%/yr · Avg monthly +2.9% · Profitable every year 2022–2026. All results include 1-tick slippage and $0.50 round-trip commission.
837 trades · WR 52.4% · PF 2.77 · Max DD −10.9% · CAGR 194%/yr · Alpha vs Buy & Hold: +3,060%. Log scale. 7/7 stress tests passed including White's Reality Check p=0.01.
All results net of commissions and slippage. Past performance is not indicative of future results. For qualified investors only. · vanduric.com
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Programme I — Nasdaq MNQ
5m · Jan 2022–Mar 2026 · $100k · 0.25% risk/trade
| Year | Trades | Win Rate | P&L |
|---|
| 2022 | 1104 | 62.3% | +$117,741 |
| 2023 | 1130 | 60.4% | +$99,363 |
| 2024 | 1023 | 58.1% | +$97,063 |
| 2025 | 1064 | 59.2% | +$99,765 |
| 2026 | 185 | 59.5% | +$17,727 |
| Stress Test | Result | Note |
|---|
| Out-of-Sample (2022-2024 IS / 2025-2026 OOS) | PASS | PF and WR stable across both periods |
| Commission Sensitivity ($0.50 RT actual vs $2/$5 stress) | ROBUST | Edge survives 10x commission increase |
| Slippage (1 tick adverse per side) | PASS | All results include realistic 1-tick slippage |
| Parameter Sensitivity (ST lengths ±50%) | ROBUST | PF stable across fast 10/2 ± wide range |
| Annual consistency (4+ years) | PASS | Profitable every calendar year 2022-2026 |
Programme I — Gold MGC
5m · Jan 2022–Mar 2026 · $100k · 0.25% risk/trade
| Year | Trades | Win Rate | P&L |
|---|
| 2022 | 750 | 60.4% | +$84,092 |
| 2023 | 745 | 58.0% | +$71,331 |
| 2024 | 676 | 56.4% | +$67,471 |
| 2025 | 641 | 63.7% | +$84,091 |
| 2026 | 142 | 56.3% | +$18,809 |
| Stress Test | Result | Note |
|---|
| Out-of-Sample (2022-2024 IS / 2025-2026 OOS) | PASS | PF and WR stable across both periods |
| Commission Sensitivity ($0.50 RT actual vs $2/$5 stress) | ROBUST | Edge survives 10x commission increase |
| Slippage (1 tick adverse per side) | PASS | All results include realistic 1-tick slippage |
| Parameter Sensitivity (ST lengths ±50%) | ROBUST | PF stable across fast 10/2 ± wide range |
| Annual consistency (4+ years) | PASS | Profitable every calendar year 2022-2026 |
Programme II — Crypto DOGE
15m · Jan 2023–Mar 2026 · $10k start · OKX Perp
| Stress Test | Result | Note |
|---|
| Out-of-Sample (2023-2024 IS / 2025-2026 OOS) | PASS | PF improves OOS: 2.09 IS → 2.42 OOS |
| Trade Audit (0 overlaps, 0 OHLC violations) | PASS | 837 trades — zero integrity errors |
| Slippage Stress (0.10% per side) | PASS | DOGE robust to 0.10% slippage (+1,036% return) |
| Monte Carlo (10,000 bootstrap resamples) | ROBUST | 0% ruin rate, 100% profitable scenarios |
| White's Reality Check (30 param combos) | PASS | p = 0.0101 — edge is statistically significant |
| Annual consistency (3+ years) | PASS | Profitable every calendar year 2023-2026 |
| Minimum account size | PASS | $500 minimum — 0% trades below OKX lot size |
For qualified investors only. Past performance is not indicative of future results. · vanduric.com
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