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 1841+ 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, Jan 2021 – Apr 2026 (5-year window). Front-month MES data. Commission and slippage included. Past performance does not guarantee future results.
Tracking
How live performance compares to the 5-year backtest baseline. Side-by-side, same metrics, risk-normalized.
Live
Backtest (5yr)
Sample too small (60 trades) for a verdict. The 0.09R gap is within 0.6 standard errors — i.e. within normal sample noise at this size. Need 100+ trades for a statistically meaningful read.
Avg R-multiple is risk-normalized — directly comparable across sizing and sample size. Statistical confidence requires 100+ live trades.
Market Context
Live market data · Updated May 31
S&P 500 at 7,580.06. VIX at 15.32 (normal). WTI crude at $87.36. System operating with standard parameters — signals evaluated systematically regardless of prevailing narrative. No prediction, only systematic response.
Market Snapshot — May 31
Our Algorithm
The system runs on defined risk per trade — every entry has a stop, every exit is automated, every regime change adjusts position size. When VIX is elevated, size drops or trades pause. When structure aligns, the algorithm engages without hesitation.
Designed to survive shocks — not by predicting them, but by refusing to trade when conditions don't meet criteria. Every trade published. Every win, every loss.
Current regime: VIX 15.32 (normal). System operating with standard parameters.
Current Month
May 2026 — VIX at 15.3 (normal). 14 trades this month, 2W / 9L. 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.
An independent project — two years of research, several iterations, now running as a fully automated system on S&P 500 micro futures.
Currently in live demo-account validation. Every trade is executed against real market data with the same logic, sizing, and risk parameters that will run live capital after validation. Every fill, win, and loss is logged and shown.
Track record is built in public. Live capital deployment follows the validation milestone, not the other way around.
Questions about the strategy, the track record, or just curious about the methodology? Drop a note.
Or email directly: invest@mesalgosignals.com