PENGYI SYSTEMATIC FUTURES RESEARCH

Own the
trend stack.

Five specialized Agents turn validated market data into reproducible signals, cost-aware backtests, and evidence that survives audit.

PTFT / RUN 0001
EvidenceSYNTHETIC
ExecutionT+1 BAR
Costs2 BPS
SCROLL TO RESEARCH ↓

01 / TEAM

Five owners.
One research loop.

Each Agent controls a boundary, an artifact, and a hard gate.

02 / OPERATING SYSTEM

From observation
to accountable evidence.

Features describe state. Signals express direction. Strategies own decisions. The distinction is enforced in code.

    03 / PAPER EXECUTION

    Local runner.
    Full live board.

    LOCAL PAPER SITE

    Served by trend_trader.py on this device.

    BTC-USDT-SWAP—PAPER / FLAT
    Paper PnL—
    Return—
    Max drawdown—
    Position—
    Fills B / S—

    The complete live dashboard includes price, PnL, equity, positions, candles, RSI and MACD.

    Open local live dashboard ↗py live/trend_trader.py
    PAPER ONLYThe local dashboard is the canonical live surface. Public telemetry is optional. Real-capital promotion still requires uptime, reconciliation, risk and human gates.

    04 / REGISTRY

    Research that accumulates.

    Stable IDs replace disposable notebooks. Every result retains its assumptions and next action.
    PTFT-FEAT-0001

    Simple Moving Average

    Explicit warmup, typed parameters, deterministic output.

    IMPLEMENTED
    PTFT-SIG-0001

    MA Crossover Direction

    Maps feature state to a normalized directional signal.

    IMPLEMENTED
    PTFT-STRAT-0001

    MA Crossover Baseline

    Frozen 20/80 configuration with one-bar execution lag.

    BACKTESTED
    PTFT-AUDIT-0001

    Promotion withheld

    Synthetic data validates software behavior, never alpha.

    REAL DATA REQUIRED

    05 / OWNERSHIP

    Clear boundaries
    create credible systems.

    PTFT OWNS Trend features, signals, strategy composition, backtests, validation, audit.

    PDAT OWNS Generic market-data infrastructure and data lifecycle.

    PMMT OWNS Crypto market making and its strategy research.

    SHARED CANDIDATE Generic portfolio and execution contracts after proven reuse.