Systematic Futures Trading
A fully automated algorithm trading S&P 500 futures with defined risk on every position.
Live results from current system. Backed by 396+ trade backtest. Past performance does not guarantee future results.
The system trades Micro E-mini S&P 500 futures using a proprietary multi-factor model. Entries, stops, and targets are all defined by the algorithm before any trade is taken.
Fully autonomous — no discretionary input, no manual overrides. Operates during US equity futures hours with predefined risk on every position.
A quantitative model scores market conditions and decides when a setup meets entry criteria.
Entries, stops, and targets are placed and managed programmatically. No human touches the trade mid-flight.
The system monitors market volatility in real time and adjusts position sizing and trade selection during elevated-risk environments.
Risk control is not a feature — it is the architecture. Every layer is automated and enforced programmatically.
Every trade has a predefined stop-loss set at entry. Maximum risk per trade is controlled algorithmically. No trade can exceed position limits.
Daily loss limits, consecutive loss monitoring, and a circuit breaker that halts all trading if cumulative drawdown exceeds defined thresholds.
The system monitors volatility indices and market regime in real time. During elevated-risk periods, position sizing is automatically reduced and certain trade types are disabled.
Full transparency — including the early development period before the system was fully calibrated.
Full backtest, Feb 2025 – Feb 2026. Front-month MES data. Commission and slippage included. Past performance does not guarantee future results.
Industry Report
CNBC · Bloomberg · HedgeCo Insights · Updated April 27
Markets have exhaled. VIX down from the 31 March peak to 18.14. WTI crude settled at $96.36 after April turbulence. Trump-Iran peace talks collapsed once, restarted, suspended strikes for two weeks. S&P 500 at 7,173.91 as equity capital rotates out of panic. The question now is whether the detente holds or we get the next leg down.
Market Snapshot — April 27
Pod-Shop Stress Test — March 2026
March delivered a synchronized drawdown across the industry's largest multi-manager platforms. A critical stress test of the pod-based hedge fund model.
Our Algorithm
March tested every quantitative shop — including ours. Through the Iran spike, the oil shocks, and the reversed ceasefires, the system sat out the Sunday gap-down entirely. No trade, no loss. That is the discipline.
What holds: defined risk on every trade. Automated VIX-regime scaling. When fear spikes, position size drops or trades pause. The system is designed to survive geopolitical shocks — not by predicting them, but by refusing to trade when conditions don't meet criteria.
As volatility normalizes (VIX 18, ceasefire pending), the edge re-engages. Every trade still published. Every win, every loss.
Current Month
April 2026 — VIX at 18.1 (moderate). 17 trades this month, 8W / 8L. System operating with standard parameters.
External data from public financial reporting. No claim of outperformance is made or implied. Past performance does not guarantee future results.
MES Algo is an independent project built over two years of systematic research and development. It started as private work on market structure and evolved through several iterations into the current fully automated live trading system.
The system trades the developer's own capital. Every trade shown on this site is taken with real money at risk — no paper trading, no hypothetical performance, no selective reporting.
Currently open to conversations with qualified investors and capital allocators interested in systematic, risk-defined trading.
For qualified investors and capital allocators interested in learning more about the strategy, track record, and partnership opportunities.
Or email directly: invest@mesalgosignals.com