Systematic trading research, validation and engineering
Lucitech publishes selected methodology, engineering notes and research
findings. Deployable parameters, proprietary rule sets and
security-sensitive operational details remain private.
The programme investigates how candidate trading configurations can be
discovered, challenged, promoted, monitored and retired under noisy and
changing market conditions.
The current white paper describes the validation framework,
including leakage controls, purged walk-forward testing, uncertainty
checks and disciplined promotion criteria.
The original research programme documents the broader methodology,
validation principles, research stack and sequence of published
notes and supporting artefacts.
Research Note 003 explains the controlled maintenance loop from an
audited seed through rolling recalibration, trial visibility,
candidate review and deeper validation.
A dated evidence record following one EUR/USD systematic candidate
through broker-aligned historical testing, validation,
demo-shadow observation and controlled live micro-lot operation.
A documented view of multi-instrument research intake, batch provenance
and the separation between raw optimisation output and governed
candidates.