A systematic trend-following engine employing ATR-normalized position sizing and multi-period momentum signals to capture sustained directional moves. Adapts dynamically to volatility expansion regimes with adaptive trailing-stop construction. Monte Carlo validated on historical data.
Every Nexus system goes through historical testing, walk-forward analysis and robustness checks before it is published. We publish the methodology, not performance figures: real results depend on each user's account, capital, broker and market conditions.
The system's logic is tested against historical market data spanning a range of conditions.
Rolling out-of-sample windows check that behaviour holds on data not used to build the system.
Stress-testing under varied scenarios confirms the behaviour comes from the strategy logic, not from over-fitting.
You license the system and run it on your own account and broker — it executes automatically, and you can reconfigure or disconnect at any time. Nexus never manages your money or your account.
Access to Nexus Momentum Core is granted through Nexus Quant's onboarding process. Applicants are assessed against systematic readiness criteria — including trend-following comprehension and execution-environment compatibility.
License access is evaluated on a case-by-case basis. Nexus Momentum Core is provided for educational and systematic research purposes. Trading involves substantial risk of capital loss. Past backtesting results do not guarantee future performance.