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.

6 Jul 2026 – 31 Jul 2026 · 18 sessions · benchmarks SPY (S&P 500) and QQQ (Nasdaq 100), total return · updated 01 Aug 2026, 11:59 ET

Strategy

-3.40%

since 6 Jul 2026

S&P 500

-0.57%

same window

Nasdaq 100

-4.82%

same window

Peak gain

+3.14%

max drawdown -6.54%

Cumulative return vs benchmarks

All three series indexed to 0% on 6 Jul 2026. Hover for daily values.

Strategy

S&P 500

Nasdaq 100

View data table

Date	Strategy	S&P 500	Nasdaq 100	Equity

Reading the chart. The paper account was reset to its $2,000 starting balance on 6 Jul 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 18 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.

View API documentation