A systematic trading program built the slow way: a validated edge, proven forward on live data, wrapped in a deterministic risk framework and human governance. No capital goes live until the evidence and a named board say so.
Meridian Quant Capital runs a single, rules-based strategy across a focused universe of liquid equities, ETFs and major crypto. Every decision is generated by code, sized by a fixed risk budget, and recorded. The firm’s discipline is its product: it would rather sit in cash than act on a thesis it cannot measure.
The strategy was validated through a multi-test research gauntlet — in-sample and out-of-sample splits, walk-forward, cost realism, and a Monte-Carlo ruin check — not a single flattering backtest. We carry forward only the out-of-sample result, the honest number.
Past or simulated performance is not indicative of future results.
Before any real capital, the system runs a continuous forward soak: it trades live market data with simulated money so we can confirm it behaves — not just that it backtested well. The soak must complete cleanly before the firm is even eligible to go live.
Hard limits are written into the code — the trading agent cannot widen or disable them. They cap any single loss before it can compound, and force the system to cash when data cannot be trusted.
The decision to deploy real capital is gated by a deterministic preflight and a human board. The agent can only ever recommend defer or escalate to a person; it cannot move money, raise its own limits, fund an account, or approve its own go-live.
The firm is in its proving phase.