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.
The complete live dashboard includes price, PnL, equity, positions, candles, RSI and MACD.
Open local live dashboard ↗
py live/trend_trader.pyPAPER 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.Simple Moving Average
Explicit warmup, typed parameters, deterministic output.
IMPLEMENTEDMA 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 REQUIRED05 / 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.