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Momentum capture
Crypto exhibits strong cross-sectional momentum. The system ranks by relative strength, allocates to leaders and rebalances as momentum decays.
ZB Trades is a quantitative trading framework built on long-horizon historical research. Signals are screened statistically and drawdown is controlled by hard position-sizing rules.
The edge is not in calling direction. It is in reading structure and acting only where a statistical advantage is measurable.
Crypto exhibits strong cross-sectional momentum. The system ranks by relative strength, allocates to leaders and rebalances as momentum decays.
Higher timeframes set direction, lower timeframes time entries. Positions are considered only when weekly, daily and 4-hour structures agree.
Transaction costs are the only guaranteed loss. Every order is measured against spread and commission as a share of risk; expensive setups are rejected.
Surviving matters more than being right. Every rule is hard-coded and never relaxed.
Maximum loss per trade is 0.25% of equity, enforced by broker-side stop orders independent of the program.
Concurrent positions, exposure per asset group and total open risk are capped so the book never becomes one directional bet.
Daily loss limits flatten and stop trading; entries are blocked around major data releases, holidays and the weekly close.
Every rebalance and every cost is recorded.
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