Kaufman-Inspired Trading Engine

A regime classifier routing each symbol to one of three strategies from Kaufman's Trading Systems and Methods, with price-shock and macro-headwind overlays. Runs unattended on a self-hosted Raspberry Pi cluster. Paper account, one session per trading day.

3 Sep 2026 – 25 Sep 2026 · 10 sessions · benchmarks SPY (S&P 500) and QQQ (Nasdaq 100), total return · updated 25 Sep 2026, 17:15 ET

Strategy

+1.24%

since 3 Sep 2026

S&P 500

+0.01%

same window

Nasdaq 100

+3.85%

same window

Peak gain

+1.65%

max drawdown -0.41%

Cumulative return vs benchmarks

All three series indexed to 0% on 3 Sep 2026. Hover for daily values.

Strategy

S&P 500

Nasdaq 100

▲ Entry

▼ Exit

View data table

Date	Strategy	S&P 500	Nasdaq 100	Equity

Drawdown

Distance below the strategy's running equity peak. Deepest so far: -0.41%.

Regime classification

Which market condition the classifier reached, across every symbol it evaluated this period. These are classifications, not trades — the engine screens the full universe each session and acts only when a condition's entry rules pass.

Condition	Regime	Strategy	Classifications	Share

Reading the chart. The paper account was reset to its $2,000 starting balance on 3 Sep 2026, so the series begins there rather than at the first recorded session. The strategy holds cash when no setup qualifies — flat stretches are deliberate, not missing data.

Session journal

Each trading session writes a dated record. Most recent 10 shown, newest first.

Data API

The same trades, positions, and performance history as a public JSON feed.

Everything on this page is generated from the engine's own journals and is also published as machine-readable JSON — closed trades, currently open positions, and the full equity curve. Read the risk warnings before using it.

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