Cordamente

Systematic · Quantitative · Wholehearted

Quantitative models,
built wholeheartedly.

A small family of systematic trading models. Researched, validated, and operated with care. Every result on this site comes from a real backtest. We share what works; we don't share how.

4
Flagship models
Equities · Futures
Asset classes

Flagship Models

Four models. One standard.

Every number here comes from a real backtest. Pessimistic costs, eight validation stages, then live capital. How we measure ↗

SwingLive capital

Momentum Leaders

Knowing when to buy and hold growth equities

Backtest · 2020–2026
CAGR
43.6%
Sharpe
1.06
Max DD
−33.8%

Validated 199820264 tuningsCAGR 21–73%DD 24–44%

US equities (dynamic or personal-choice ticker list)Open →
IntradayLive capital

TQQQ VWAP System

Minute-resolution VWAP band breakout with event-day filters

Backtest · 2015–2026
CAGR
71.0%
Sharpe
1.36
Max DD
−36.8%

Validated 20152026

TQQQ (leveraged QQQ ETF)Open →
IntradayLive simulation

NQ Volatility Breakout

Semi-hourly intraday momentum on Nasdaq futures

Backtest · 2018–2026
CAGR
19.1%
Sharpe
0.97
Max DD
−10.5%

Validated 201520263 tuningsCAGR 5–35%DD 11–28%

NQ / MNQ futuresOpen →
IntradayLive simulation

Multi-Futures Daily Breakout

Once-a-day ATR breakout on index futures

Backtest · 2015–2026
CAGR
82.3%
Sharpe
1.59
Max DD
−31.0%

Validated 200820263 tuningsCAGR 23–82%DD 18–46%

NQ + ES futures (also runs on micros and equities)Open →

Approach

Quiet research. Patient capital. Honest reporting.

Cordamente is Italian for wholeheartedly: from cor (heart) and mente (mind). The name reflects the belief that people are best guided by their heart and their mind together. It is how we want to do this work, and every strategy here is one we run with our own capital.

We share what matters: live performance, the risk taken to earn it, and the assumptions behind each strategy. We don't publish the signals, the parameters, or the code. That belongs to the work.

Strategies go through four stages: research, backtest, paper, live. Most ideas don't pass the second; few make it past the third. What you see here is what made it through. See the full validation pipeline →