Simple Moving Average
Explicit warmup, typed parameters, deterministic output.
IMPLEMENTEDPENGYI 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 / REGISTRY
Research that accumulates.
Stable IDs replace disposable notebooks. Every result retains its assumptions and next action.MA Crossover Direction
Maps feature state to a normalized directional signal.
IMPLEMENTEDMA Crossover Baseline
Frozen 20/80 configuration with one-bar execution lag.
BACKTESTEDPromotion withheld
Synthetic data validates software behavior, never alpha.
REAL DATA REQUIRED04 / 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.