Venus
A strict, rules-based directional strategy on U.S. equities. It reads the S&P 500 against a basket of closely correlated assets to form a clear directional view, then takes a single, defined-risk position when — and only when — the rules line up.
The rules do the deciding.
Venus is deliberately un-clever. It relates the SPY ETF to a set of fairly correlated assets and requires them to agree before it will commit to a direction. When they don't line up, it does nothing. There is no discretion, no override, no "feel" — the same conditions produce the same decision every time, which is exactly what makes a record repeatable.
Every position is defined-risk: the maximum loss is fixed the moment the trade goes on, and there is at most one position per opportunity. The discipline is the strategy — the rule set is written down, and it is followed without exception.
Correlation-confirmed direction
The index and its correlated assets must agree before a trade is taken.
Defined risk
Maximum loss fixed on entry, one position per opportunity.
No discretion
A written rule set, followed without exception — repeatable by design.
We'd rather test it live than publish a number we don't trust.
Venus's historical simulation depends on input data we don't consider accurate enough to stand behind. Rather than post a backtest we can't fully verify, we're validating the rule set the honest way — forward, in live market conditions, on real prices as they happen.
Its record is being built in real time, on live data. It will be published here exactly like every other strategy — good months and bad — once the sample is long enough to mean something.
That is the whole point of how we operate: a number only goes on this site once we can defend where it came from.