An algorithmic trading education platform built by mathematics and economics graduates who trade funded accounts. Momentum-validated entries with research-backed dynamic exits — engineered from the analysis of 567,000+ backtested strategies. We don't give financial advice. We share what our algorithm sees.
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As part of our research, we ran 10,000 Monte Carlo simulations using historical data from 2019–2026 to stress-test the algorithm under funded challenge conditions. These results are shared for educational purposes — to show how the system has historically performed under simulated challenge rules, not as a prediction of future outcomes.
| Instrument | Rec. Risk | Hist. Win Rate | Signals / Mo | Hist. Monthly Avg | Role |
|---|---|---|---|---|---|
| 🥇 Gold | 0.50% | 33.6% | ~4.5 | +1.28% | Primary |
| 💻 Nasdaq | 0.75% | 56.4% | ~2.7 | +0.79% | Primary |
| 🇩🇪 DAX | 0.65% | 45.8% | ~2.2 | +0.49% | Primary |
| 📈 S&P 500 | 0.50% | 43.2% | ~3.0 | +0.42% | Secondary |
| 🇪🇺 EUR/USD | 0.75% | 47.5% | ~2.0 | +0.34% | Anchor |
When multiple instruments signal at the same time, your total exposure can spike. Our system flags correlated pairs — for example, if Gold and USD/JPY both signal simultaneously during a dollar move, you're effectively doubling your directional bet. We provide tier classifications and risk sizing specifically designed to help you avoid stacking correlated risk. The recommended risk levels above are set conservatively to account for periods when 3-4 positions may be open simultaneously.
⚠ IMPORTANT — THIS IS HISTORICAL DATA, NOT A PROMISE. All figures above are from backtests over January 2019 – March 2026 using OANDA historical data on TradingView. The 99.8% pass rate and monthly projections reflect what would have happened historically — not what will happen in the future. Real trading involves spreads, slippage, missed signals, and changing market conditions. Drawdown periods will occur. Even with a historically profitable strategy, you should expect weeks or months where the account is in drawdown before recovering. A 20-30% reduction in performance from backtest to live trading should be expected. The time to reach any profit target will vary significantly depending on current market conditions. Never risk more than you can afford to lose.
FLS Trading identifies the exact moments institutions sweep liquidity — triggering retail stop losses before reversing hard. Our algorithm catches these reversals with precision, then rides the resulting trend with a dynamic trailing exit that adapts in real-time.
Price breaks a key level — previous day high, weekly low, or local structure — sweeping stop losses. The algorithm identifies the exact candle where smart money reverses.
The rejection candle must close 65%+ back into its range with above-average displacement. Weak wicks get filtered. Only high-conviction reversals pass.
Trend alignment, volatility gates, overextension filters, session timing, and 1-hour momentum validation. Five independent filters working together.
No fixed take-profit. A research-backed trailing stop locks profit as the trend develops. Based on analysis of 567,000+ strategy backtests.
Exit methodology grounded in academic studies of trailing stop optimisation across decades of data. Not guesswork — science.
Every signal confirmed by 1-hour intra-bar momentum analysis. Four hourly candles verified inside each 4-hour bar for institutional participation.
EMA trend framework ensures every entry aligns with the prevailing direction. Counter-trend signals rejected automatically.
Your phone pings every time the trailing stop ratchets to a new level. Always know where your stop is and how much profit is locked.
Gold doesn't trade like Nasdaq. Each instrument gets volatility-matched parameters calibrated to its actual behaviour.
COVID crash, rate hikes, carry unwinds, AI bull run, tariff volatility. The system survived every major market event since 2019.
Forex, indices, and commodities. Diversified across sessions, volatility profiles, and correlation clusters.