01 — Research
Hypotheses, not hunches.
Every strategy begins as a falsifiable claim about market structure, written down before a single parameter is fit.
A strategy mustearn its rightto touch capital.
Explore our workTheRecord
QuantTrail Capital is a private algorithmic trading firm. We run systematic strategies in FX and digital assets — validated before deployment, contained in production, reported without concealment.
Learn moreOurDiscipline
Every strategy travels the same road: a written hypothesis, adversarial validation, an explicit promotion decision, contained execution, and reporting that traces to fills.
Learn more02 — Validation
Evidence under duress.
Walk-forward windows, Monte Carlo resampling and parameter-stability sweeps. Most candidates do not survive.
03 — Promotion
Capital is earned.
A strategy is promoted only when its evidence clears explicit gates. Authority, risk budget and rollback policy travel together.
04 — Execution
Boundaries inherited.
Orders carry their limits with them. Exposure reconciles continuously across FX and digital-asset venues.
05 — Reporting
Nothing concealed.
NAV, drawdown, fees and attribution trace back to fills. Allocators read the same record we do.
Backtests are hypotheses. Live capital is the peer review.
Nothing we deploy is trusted because it is clever. A candidate strategy must hold its edge across twelve walk-forward windows it has never seen, survive a thousand Monte Carlo resamplings of its own trade history, and remain profitable across a neighbourhood of its parameters — not at a single fitted point.†
Only then is it granted a risk budget, and the budget is not advisory. Kill switches, drawdown limits and exposure caps are enforced by the same machinery that routes the orders.
Ten thousandPaths
Figure 0. Ten thousand paths, one decision. Geometric Brownian motion · μ 0.06 · σ 0.14.†
From theDesk
Short notes on validation, containment and costs — written for qualified investors, not for a distribution list.
All notesValidation
Walk-forward is not optional
Research
Backtests are hypotheses. Live capital is the peer review
Technology
Kill switches before alpha
| Venue | Class | Role | Region |
|---|---|---|---|
| MT5 | FX | Execution + custody of margin | UAE · UK |
| cTrader | FX | Execution | UAE · UK |
| Binance | Digital | Spot + perpetuals | Global |
| Bybit | Digital | Perpetuals | Global |
| OKX | Digital | Spot + perpetuals | Global |
| Hyperliquid | Digital | Perpetuals | Global |
Adapter support varies by venue and jurisdiction.†
Notes & methodology
- Sharpe ratio, maximum drawdown and winning-month figures are illustrative of the strategy class, derived from simulated performance net of estimated fees, funding, slippage and market impact. Winning months are computed on complete calendar months only; the current month-to-date is excluded. Simulated results are hypothetical and do not represent live trading.
- Validation methodology: 12 rolling walk-forward windows with out-of-sample evaluation; 1,000-path Monte Carlo resampling of trade sequences; parameter-stability analysis across a neighbourhood of the deployed configuration. Position mapping reflects the current production configuration. See Folio 02 — Strategy.
- Venue list reflects current execution adapters. Support status varies by venue and jurisdiction; digital-asset perpetuals are unavailable to certain investor classes.
- Nothing on this page constitutes an offer, solicitation or investment advice. Access is restricted to qualified and professional investors in eligible jurisdictions.
- Figure 0 is a generic geometric Brownian motion illustration. It depicts no strategy, portfolio or performance record, and is unrelated to the 1,000-path Monte Carlo validation described in note 2.