MST
Multiple Spread Trading
An algorithmic trading framework built for the Forex market. The system groups currency pairs into cointegrated clusters and detects when they drift apart from equilibrium.
The V8.1 engine scans 9 independent clusters every 30 minutes. When a statistical anomaly is found, it executes mean-reversion trades through MetaTrader 5. All parameters are frozen after walk-forward validation — no curve fitting, no look-ahead bias.
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OOS Total Return · Feb 2022 — Mar 2026
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Sharpe
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CAGR
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Max DD
Portfolio Equity (OOS)
Out-of-Sample: Feb 2022 — Mar 2026
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Calmar
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Sortino
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Win Rate
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Trades
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Independent Alpha Sources
Each cluster monitors a basket of 3 to 6 currency pairs that share a long-term statistical bond. When one pair drifts away from the group, the system detects and trades the reversion.
This approach is called cointegration-based mean reversion. Unlike correlation, cointegration measures a stable long-run relationship. The TDI indicator uses PCA to project these relationships onto a single normalized score between 0 and 100.
Target Platform
MetaTrader 5
Forex Direct Market Access
Algorithmic Engine
V8 Pipeline
Python-based orchestration
Live Clusters
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Independently operated
V8 Forex Architecture
A continuous orchestration flow designed specifically for high-reliability MetaTrader 5 execution.
Information & Execution Flow
Quotes/Ticks
Bridge
Logic & Maths
Next.js JSON
Trade Routing
Cluster Cointegration
We combine Forex Majestic, Minors, and specific Crosses into mathematically verified clusters. The engine monitors synthetic disparities rather than just isolated pairs.
V8 Algorithmic Engine
Execution is separated from MT5. Our proprietary Python-based V8 Engine parses millions of ticks, calculates discrepancies, and sends execution commands via ZeroMQ directly to the MT5 Gateway.
Live Telemetry & Dashboard
The Next.js dashboard bridges the gap between deep analytics and institutional monitoring, providing real-time PnL, Drawdown limits, and Cluster state mapping.
Walk-Forward Validation
Fixed-parameter protocol with strict In-Sample/Out-of-Sample separation. All execution algorithms are deployed in Paper Trading OOS before live market operation.
Out-of-Sample Performance
OOS period: 2022-02-24 → 2026-03-09. All metrics computed on unseen data with frozen parameters. No look-ahead bias.
0-Strategy Portfolio
Sharpe Ratio
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ΔSh ≈ 0 (leverage-invariant)
CAGR
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Max Drawdown
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OOS Trades
0
Total Exits
Strategy-Level Live Reading
Data streamed directly from V8 internal cluster components
System Architecture
Five independent layers — from market data to investor dashboard. Each can be updated, scaled, or replaced without affecting the others.
V8 Architecture Pipeline
27 FX Pairs
Bid/Ask Stream
Data Layer
Sub-ms Latency
Async Push
Transport
PCA + TDI
9 Clusters
Compute
4-Level Protection
Kelly Sizing
Safety
Next.js + SWR
60s Refresh
Monitoring
MT5 Terminal
MQL5 Market Watch
High-Frequency Tick Ingestion
MetaTrader 5 streams real-time prices for 27 FX pairs — majors, minors, and the Oceania commodity block. Sub-second latency feeds the Python engine.
Pairs
27
Latency
<1s
Feed
Real-time
V8 Engine
step5_execution.py
Parallel Cluster Evaluation
Computes TDI scores for 9 clusters in parallel using vectorized NumPy. Each evaluation completes in under 100ms. Checks entry/exit every 30 minutes on M30 close.
Clusters
9
Eval
<100ms
Cycle
30min
Risk Manager
risk_balancer.py
Dynamic Exposure Scaling
Four protection levels: per-trade RPT sizing, -2% daily limit, -5% weekly limit, -15% HWM circuit breaker. News filter blocks entries around high-impact events.
Levels
4
Daily Cap
-2%
Breaker
-15%
ZeroMQ Bridge
run_step5_live.bat
Stateless Event-Driven Scan
Each 30-minute scan is a fresh Python process — no persistent daemon. Task Scheduler fires, step5 evaluates all clusters, writes state, and terminates. Zero memory leaks.
Mode
One-shot
State
JSON
Uptime
100%
Next.js Interface
web-dashboard/
Institutional Dashboard Output
Reads JSON state files and CSV equity logs through API routes. SWR polling every 60 seconds. No database — fast, simple, and fault-tolerant.
Refresh
60s
Stack
Next.js
DB
None
Institutional Access Only
MST is available exclusively to accredited investors and institutional counterparties.