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Systematic strategies

Systematic strategies. Verifiable evidence.

Selected Hedgtrade models are being prepared for broker-connected publication. Returns and drawdowns will be shown together, live records will remain distinct from research results, and every material model change will be disclosed.

Review the StrategiesRegister for a Strategy Briefing
No cherry-picked screenshots. No hypothetical performance presented as live. No return without its risk.
EquityHedgtrade systematic strategy equity analytics
RegimeHedgtrade regime framework
RiskHedgtrade strategy risk analytics
PortfolioHedgtrade portfolio context
Built through rejection

A multi-year systematic research journey—not a single-model promise.

Hedgtrade grew out of a multi-year systematic research programme at United River Capital Pte. Ltd., a Singapore-based proprietary investment company.

More than 260 trading ideas and strategy configurations have been researched and backtested over the years. Fewer than 14 have progressed far enough to be traded with live capital. That rejection rate is fundamental to the process: most ideas fail, promising backtests deteriorate, and only a small minority earn the right to move forward.

Hedgtrade is the quantitative market-intelligence, research and risk platform developed alongside that journey. It brings market regimes, cycles, positioning, liquidity, volatility, cross-asset evidence, portfolio exposure and systematic analysis into one decision-support environment.

Seven selected strategies are being prepared for transparent publication through broker-connected performance records. Platform subscribers will be able to follow their development through systematic strategy observations, performance updates, equity curves and risk reporting—with returns and drawdowns presented together. These materials describe model activity and proprietary research; they are not instructions to replicate a position.

260+Trading ideas and strategy configurations researched and backtested
<14Progressed far enough to be traded with live capital
7Selected for transparent strategy publication
Most ideas do not survive. The rejection process is part of the evidence.
Research programme status · August 2026
From research to evidence
01Form the hypothesisBegin with a market behaviour or relationship that can be defined, measured and challenged.
02Research and backtestTest across suitable history, instruments and market environments while accounting for implementation assumptions.
03Try to break itExamine sensitivity, costs, adverse periods, regime dependency and whether apparent edge survives reasonable variation.
04Observe forwardSeparate historical discovery from new evidence and allow the strategy to encounter markets it was not designed around.
05Commit live capitalOnly a small minority progress into live trading under defined sizing, exposure and drawdown controls.
06Publish transparentlySelected records move toward broker-connected publication with cash flows, changes, returns and drawdowns clearly identified.
The Hedgtrade standard

Proof should make risk visible—not make uncertainty disappear.

Hedgtrade applies the same evidence-first discipline to strategy reporting that it applies to market intelligence.

Broker connectedLive results will link to an independent account-analysis provider wherever technically available.
Risk beside returnMaximum drawdown, volatility and adverse periods belong beside cumulative performance.
Research kept separateBacktests, simulations, practice accounts and live capital will never be blended into one record.
Changes disclosedMaterial changes to logic, universe or risk will be dated and the record segmented where appropriate.
Research access

Follow the evidence—not somebody else's orders.

Hedgtrade provides systematic research, performance monitoring and decision-support technology. Selected notifications may describe model activity, changes in systematic positioning and, where expressly stated, positions established in United River Capital's proprietary accounts.

They are provided to make the research process and strategy behaviour observable. They are not personalised recommendations, managed-account instructions or directions to reproduce a trade.

Systematic observations

Context on model state, regime alignment, positioning changes and the quantitative evidence behind them.

Performance and risk

Equity curves, drawdowns, monthly behaviour, exposure and adverse periods presented as part of the same record.

Research development

Dated disclosure of material changes to instruments, logic, sizing, configuration or risk controls.

Strategy briefings

Periodic discussion of model behaviour, portfolio interaction, market conditions and research conclusions.

No delegated trading.

Hedgtrade does not access subscriber brokerage accounts, determine subscriber position sizes, transmit orders, provide copy trading or execute transactions on behalf of subscribers.

ObservationHedgtrade systematic strategy observation
EvidenceHedgtrade systematic evidence
RiskHedgtrade risk monitoring
ReportHedgtrade strategy reporting
Selected strategy research

Different engines. Distinct portfolio roles.

These strategies are not presented as interchangeable return products. Each is designed around a different source of evidence and a different function within a broader systematic portfolio.

HT.GAMMA

Cross-index relative-value strategy

A systematic framework for identifying dislocations across related equity indices and expressing convergence or relative-strength opportunities under explicit exposure and risk controls.

Verification setup

Portfolio purpose

Designed as a differentiated return stream rather than a permanent directional market bet. The strategy evaluates relationships across index markets, controls gross exposure and manages each position as a rules-based expression of relative value.

Primary lensRelative value / mean reversion
UniverseMajor equity indices
Intended roleDiversifying alpha sleeve
Decision processSystematic, rules-based

Live evidence panel

Live inceptionTo be published
Net returnPending verification
Maximum drawdownPending verification
Monthly recordForward record
Account typeWill be disclosed
Third-party linkConnection pending
Performance will appear only after the selected broker account is connected and the record has been checked for strategy purity, deposits, withdrawals and inception consistency.
HT.QUAD

Multi-asset systematic strategy

A diversified strategy architecture combining independent market sleeves across currencies, precious metals and equity indices, with instrument-level caps and portfolio-aware risk constraints.

Verification setup

Portfolio purpose

Designed to distribute opportunity across markets rather than depend on one instrument or one macro narrative. Position limits, instrument behaviour and aggregate exposure are assessed as part of the strategy—not treated as an afterthought.

Primary lensMulti-asset systematic allocation
UniverseFX, metals and indices
Intended roleDiversified core sleeve
Risk structureInstrument and portfolio caps

Live evidence panel

Live inceptionTo be published
Net returnPending verification
Maximum drawdownPending verification
Monthly recordForward record
Account typeWill be disclosed
Third-party linkConnection pending
The published record will identify the account type, broker, live inception date and any material change to strategy construction or risk limits.
HT.CYCLES

Regime-conditioned cycle strategy

A timing-led systematic framework that uses cycle behaviour inside a broader regime and trend context. Cycles inform timing; they do not override contradictory directional evidence without qualification.

Forward record in progress

Portfolio purpose

Designed to capture recurring timing structure while reducing the risk of treating a cycle as an isolated forecast. Regime filters and directional context determine whether cycle evidence is actionable, supportive or in conflict.

Primary lensCycles conditioned by regime
UniverseSelected liquid markets
Intended roleTactical timing sleeve
Publication statusRecord still maturing

Evidence panel

Forward inceptionTo be confirmed
Net returnNot yet published
Maximum drawdownNot yet published
Monthly recordAccumulating
Account typeWill be disclosed
Third-party linkAfter maturation
HT.CYCLES is shown as research in progress. It will not be promoted as a mature verified strategy until sufficient forward evidence exists.
Portfolio construction

The strategies are most informative in relation to one another.

Hedgtrade evaluates strategy behaviour at both the engine and portfolio level: what drives the return, where exposures overlap, when correlations rise and how much drawdown each sleeve contributes.

StrategyPrimary rolePrincipal dependencyKey risk question
HT.GAMMARelative-value diversificationCross-market relationshipsIs the dislocation temporary or structural?
HT.QUADMulti-asset core allocationOpportunity across independent sleevesWhere is hidden concentration accumulating?
HT.CYCLESTactical timingCycle and regime alignmentDoes timing agree with direction?
Correlation matters most when it changes.

Strategies that appear independent in normal conditions can converge during stress. Portfolio reporting will therefore include overlapping exposure and drawdown context—not just standalone curves.

PortfolioHedgtrade strategy portfolio
ExposureHedgtrade strategy exposure
EquityHedgtrade strategy equity
RegimeHedgtrade allocation regime
Verification framework

A performance record is only useful when its boundaries are clear.

Identity and control

The publication will identify whether broker history and trading control have been verified by the external provider.

Live versus simulated

Real, practice, backtested and modelled results will be labelled separately and never joined into a continuous curve.

Cash-flow treatment

Deposits and withdrawals will remain visible or be reconciled so capital movements cannot be mistaken for trading returns.

Risk completeness

Maximum drawdown, monthly losses and open exposure will accompany headline returns wherever the provider supports them.

Model continuity

Material changes to instruments, logic, sizing or risk limits will be dated and explained rather than silently folded into history.

External verification

Broker-connected analysis strengthens evidence but is not described as an independent financial audit.

ReturnVerified strategy return
DrawdownStrategy drawdown and risk
EvidenceStrategy evidence
ReportStrategy performance report
Hedgtrade Strategy Briefing

Join the next online research briefing.

Review current strategy behaviour, market regimes, portfolio risk and recent model developments. The briefing is intended for sophisticated market participants evaluating systematic research and decision-support technology—not for live trade calls or promises of return.

Briefing dates and access details will be sent when the next session is scheduled. Registration does not subscribe you to a trading signal or execution service.

Briefing agenda

Research, evidence and risk—without theatre.

01
Market stateRegime, volatility and cross-asset context.
02
Strategy behaviourWhat contributed, what detracted and why.
03
Risk reviewDrawdown, exposure and correlation changes.
04
Model development & Q&AResearch updates, disclosed changes, methodology and professional use cases.
Important information. Strategy information, observations and notifications are provided for research, education, performance transparency and decision-support purposes. They are not personalised investment recommendations, trade instructions, managed-account services, an offer to manage assets, a solicitation to invest, or a promise of future performance. Hedgtrade does not consider any recipient's objectives, financial circumstances, experience or risk tolerance. United River Capital may hold positions in instruments discussed, creating a potential conflict of interest. Recipients should not reproduce a position without conducting their own assessment and remain solely responsible for every investment decision and risk control. Trading involves risk, including loss of capital. Past performance, whether live or simulated, does not guarantee future results. Backtests are hypothetical and may be affected by modelling assumptions, data quality, transaction costs and hindsight. Third-party broker-account verification confirms only the matters stated by that provider and does not constitute an independent financial audit.