Project overview
A production-focused trading research system combining regime-aware strategy selection, stateful optimisation, statistical validation and broker-aware execution controls.
Problem
A promising historical strategy is not sufficient evidence for reliable live execution. Selection, transaction costs, changing regimes and broker constraints must be evaluated together.
Engineering scope
The reviewed development baseline spans a 50-strategy pool and four market regimes, with persisted optimisation state, execution checks and a companion dashboard.
Role: System design, validation research and AI-assisted engineering
Context and constraints
- Research outputs must remain separate from evidence of funded live performance.
- Execution depends on broker contract metadata, available market data and explicit readiness decisions.
Technology stack
- Python
- Numba
- Optuna
- MetaTrader 5
- Statistical validation
Contributions
- Developed regime-aware candidate selection and persisted optimisation state rather than treating each run as a disconnected experiment.
- Connected winner evidence, no-trade outcomes and fail-closed readiness checks to the execution path.
- Investigated validation-gate design, dependence, selection effects and evidence sufficiency as part of continuing research.
Validation and outcome
- The development implementation distinguishes tradeable winners from paper-only, blocked and no-trade states.
- Execution checks cover broker preflight, position sizing, spread quality and margin protection.
- Research examines simulation and historical evaluation separately, including the limits of observed results.
An integrated development and research system that makes validation and execution constraints explicit. Current work focuses on the strength of selection evidence and reliable live behaviour.
Evidence scope
- Source-reviewed development architecture and client-safe research summary, 8 September 2026.
- The linked research record reports acceptance at ISM 2026, not a published proceedings citation or audited trading result.
Public scope
Private implementation and confidentiality boundaries limit the detail shared here. This overview focuses on the system's purpose, Bongo's role and the technologies used.
Constraints and limits
- No profitability, return, win-rate or production-readiness claim is made here.
- Historical performance and implemented safeguards do not guarantee future results. Strategy selection and calibration remain active research.