TM
Inception = TBA
FX Entropy(TM) is fully dedicated to trading cash FX contracts. It employs both a long-term & scalping approach. Trading is a blend of low & high frequency, making the negative impact from spreads less relevant. This trading system aims to replicate the performance of X_Core© and Sigma©. It benefits from one of the longest backtest available for a Forex system and has consistenly made money for 19 years out of the last 20.
Core Proprietary Algorithm
Zero Market Correlation
Replication Reliability
Consistency over 20 Years
As featured in:
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v56 and beyond.
The following website is dedicated to algorithmic trading with applications expanding from the Forex market to any tradable asset class.

The FX Physics© algorithm, its F_Core© and X_Core© core systems, its Omega©, Epsilon©, Sigma©, Alpha©, Gamma© and Theta© subsystems, their future updates, as well as derived products, services and publications are the sole and exclusive intellectual property of its owner. The entire www.fxphysics.com website content is supported by international copyright laws. The illicit reproduction of all or any part of this website prior to any explicit authorization from its author will be strictly prosecuted. By entering this website, you willfully accept that anything that you may learn from it is for your personal use only. You unconditionally give up any right to share, resell or broadcast any of its trading related knowledge, analysis, techniques or signals.

All information posted on this website reflects the author's opinion and the opinion of its accredited participants, and may not be the truth. Please use your own good judgment and seek advice from a qualified consultant before believing and accepting any information posted on this website. The author of this website/algorithm/trading systems shall not, in any way whatsoever, be held responsible for the reliability or accuracy of the information available on this website. The content provided is put forward in good faith and believed to be accurate. However, there are no explicit or implicit warranties of accuracy or timeliness being made. FX Physics© and his author invite everyone to exercise their own discretion before committing their own funds to any trading strategy. As a result, FX Physics ©, his author and his contributors shall not, in any way whatsoever, be held liable for any adverse financial consequences caused directly or indirectly by the implementation of the presented systems, strategies, methods, processes, services, advice, tips, comments or any information contained therein.

Risk Warning! This website is neither a solicitation nor an offer to trade in the financial derivatives markets. Leveraged trading is a highly technical way of investing which carries a high level of risk. Therefore it may not be suitable for all investors as the use of margin creates large potential for gains but at least equally large potential for losses. Before participating in this type of trading, you should carefully assess your personal financial knowledge, investment objectives and risk tolerance. A substantial possibility does exist that you could sustain a loss of some, all, or even more than your initial investment. As a result, always trade with money that you can afford to lose. In particular, you should be aware of all the risks associated with Forex and Futures trading and seek advice from an independent financial advisor if you have any doubts.

CFTC Rule 4.41 Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Since the trades pertaining to the backtesting section have not been executed, the results cannot completely account for the impact of certain varying trading factors such as transaction costs, slippage, execution delays or adhering to a particular trading discipline in spite of trading losses. These examples are some of the material points that may adversely affect actual trading performance and therefore cause the final performance to deviate materially from that stated in this website. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown in the future.
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* Tentative track-records are disclosed in log steps of 1 year OR 1,000 trades.
Please check back later.
LAST UPDATE = January 2019

We just finished a tedious 15-month calibration run to test FX Entropy(TM) under live conditions. In collecting as much real-world data that a backtest could not possibly reveal, we seeked to confront our research on the term-structure of intraday volatility distribution versus effective maximum adverse excursions. The calibration run therefore had to be run without stops. After over 1,800 trades, we are delighted to say that this data corroborated almost point for point our research that spanned across 20 years, 21,372 trades and a net output of 103,120.2 pips after slippage & commissions.

Apart from confirming our trade-level risk management contingency plan, this live calibration run underlined the need to discard two FX crosses for which actual profit margins did not balance out versus the risks involved. Further, a different allocation mix between the remaining crosses proved to be highly effective in improving our net portfolio-level risk-adjusted returns. In light of these conclusions, we are now confident that FX Entropy
(TM) has successfully passed the accuracy threshold to warrant the start of our tentative track-record.

Please note that status updates are not released on a monthly basis but only as deemed necessary by FX Physics©.

- ID = Live Calibration (FXE)
- Direct Link = www.myfxbook.com/members/fxphysics/live-calibration-fxe/2268607
- Duration = 15 months.
- Conditions = live/real-money.
- Scope = 8 FX crosses.
- Tests = individual reliability of system implementation per cross, term structure of intraday volatility (timing & scaling), portfolio-level risk management.
- Improvements = wider Monte-Carlo negative deviation, inclusion of calendar filter, 2 FX crosses discarded, implementation of time stops.
WORK IN PROGRESS*