Investment Strategy

Deep learning architecture purpose-built for XAUUSD. Trained on historical data, validated forward, executing live.

Model Architecture

The core engine is a Temporal Fusion Transformer (TFT) — a state-of-the-art deep learning architecture that integrates LSTM for sequential processing, multi-head self-attention for long-range dependencies, and quantile outputs for uncertainty estimation.

64

Hidden Size

3

LSTM Layers

4

Attention Heads

7

Quantile Outputs

Data Pipeline

Trained on pre-processed historical OHLCV data, split chronologically (80/20) with zero data leakage. Features computed in real-time during live execution mirror the exact training pipeline.

Technical Indicators

ATR for volatility, 12/26-period EMAs, MACD + signal line for momentum, RSI for overbought/oversold detection.

Custom RSI-KDE Signals

Gaussian Kernel Density Estimation on RSI pivots generates proprietary bullish/bearish probability densities.

Lagged Close Prices

5-step lagged close values capture short-term autocorrelation during trending and mean-reverting phases.

Chunk-Based Generalization

Data segmented by chunk_id prevents regime-specific memorization across different market conditions.

Decision Engine

Live trading loop fetches real-time M1/M5 bars and runs inference through the trained TFT. Median quantile drives direction, rate-of-change analysis adds momentum context.

1

Data Fetch

10,000 bars + live feed

2

Preprocess

Compute indicators

3

Inference

7 quantiles, 10 steps

4

Signal

Median + ROC analysis

5

Execute

Filtered order with SL/TP

Risk Management Architecture

Position Limits: Max 4 concurrent trades. Opposite-direction blocking prevents conflicting positions.

Stop-Loss / Take-Profit: Fixed 300 pip SL, 600 pip TP — consistent 2:1 reward-to-risk on every execution.

Trailing Stop: Activates at +400 pips, trailing 130 pips behind to lock gains while letting winners run.

Dynamic Lot Sizing: Base 0.1 lots per $1,000. Halves at -5% weekly, quarters at -15%. Conservative scaling on profits.

Max: 4 tradesSL: 300 pipsTP: 600 pipsTrail: +400 → 130R:R = 2:1

Built to Outperform.

Not to sell courses. Not to collect subscriptions. If we don't perform, we don't eat.

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