A systematic trend-following engine employing ATR-normalized position sizing and multi-period momentum signals to capture sustained directional moves. Adapts dynamically to volatility expansion regimes with adaptive trailing-stop construction. Monte Carlo validated across 12 months and 218 closed trades — deployed through institutional MAM infrastructure.
Statistical metrics produced through Monte Carlo validated backtesting across a 12-month research period. All figures are slippage-adjusted and commission-included. Historical performance is presented for analytical reference only.
Every Nexus Capital system passes a four-stage validation framework before integration into live infrastructure. Results are benchmarked against institutional-grade thresholds, not optimised solely for return maximisation.
Rolling in-sample optimisation with out-of-sample validation windows confirming ATR parameter stability across distinct trend regime windows. Multi-period momentum signals validated against unseen data segments.
10,000-iteration randomised trade sequence simulation confirming equity robustness under extreme consecutive loss sequences. Trend-following signal framework validated across all parameter permutations.
Strategy performance verified on a fully held-out data segment never used during optimisation. ATR expansion logic and momentum persistence signals confirm robust generalisation to live market conditions.
Systematic trend-following framework validated across multiple directional environments. Strong performance in trending and volatility expansion regimes — pass threshold met across all tested market conditions.
Nexus Momentum Core is available for live copy-execution through regulated institutional broker networks. Select your preferred platform below — onboarding is managed through Nexus Capital.
Multi-Account Manager structure for institutional-grade allocation with consolidated reporting. Suitable for accounts requiring FCA-regulated broker infrastructure — optimised for trend-following strategies.
Connect via ActivTradesDirect copy-execution access with real-time equity synchronisation. Automated position replication and live risk monitoring for retail accounts connecting to Nexus Momentum Core.
Connect via TradeQuoRequest direct access to the Nexus Momentum Core system files for independent deployment on your own MetaTrader 4 or MetaTrader 5 environment.
Request LicenseComplete backtesting statistics benchmarked against institutional performance thresholds. All figures are slippage and commission-adjusted. Past performance is not indicative of future results.
| Metric | Value | Institutional Benchmark | Status |
|---|---|---|---|
| Sharpe Ratio | 1.91 | > 1.0 Institutional Standard | Pass |
| Profit Factor | 1.82 | > 1.5 Target | Pass |
| Win Rate | 71% | > 55% Minimum | Pass |
| Maximum Drawdown | 3.8% | < 10% Hard Constraint | Pass |
| Calmar Ratio | 5.02 | > 1.0 Target | Pass |
| Avg. Win / Avg. Loss | 1.31× | > 1.0 Required | Pass |
| Max Consecutive Losses | 3 | < 8 Constraint | Pass |
| Regime Coverage | 87% | > 80% Target | Pass |
Historical backtesting results assume 0.5 pip execution spread and standard commission structures. All testing conducted on tick-data with variable spread simulation. Past performance is not indicative of future results. Capital is at risk.
Access to Nexus Momentum Core is granted through Nexus Capital's onboarding process. Applicants are assessed against systematic readiness criteria — including trend-following comprehension, capital adequacy and execution environment compatibility.
License access is evaluated on a case-by-case basis. Nexus Momentum Core is provided for educational and systematic research purposes. Trading involves substantial risk of capital loss. Past backtesting results do not guarantee future performance.