ZenWave A 12-year backtest

ZenWaveCapital focuses exclusively on USDJPY breakout engines across three time horizons:

• ZenWave A – Long-term USDJPY structured logic
• ZenWave B – Medium-term USDJPY adaptive logic
• ZenWave C – Short-term USDJPY reactive logic

All models:

• Use fixed rules and server-side execution
• Run with strict SL/TP, no martingale, no grid, and no simultaneous hedge positions
• Are developed with Walk-Forward Analysis (WFA) and robustness as core design principles 📊 Quant Report

🧠 Portfolio Architecture (A/B/C Engines)

        ZenWave Portfolio
                │
    ┌───────────┼───────────┐
    │           │           │
ZenWave A   ZenWave B    ZenWave C
Long-Term   Medium-Term  Short-Term
    │           │           │
    └───────────┴───────────┘
                │
          Combined Output

This structure creates multi-horizon diversification, reducing regime risk and improving long-term stability.

🚀 Current Public Strategies

📢 Official Launch — Public Live Track Record

ZenWaveCapital begins its public live performance on 23.11.2025,
with fresh, cleanly funded public strategy accounts:

• ZenWave A — €300 starting balance
• ZenWave B — €300 starting balance

These accounts form the official, transparent public track record
for the ZenWave USDJPY quant engines.

🔗 cTrader Profile:
Explore all public ZenWave strategies on cTrader:
ZenWaveCapital on cTrader

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⚙️ ZenWave A (Aggressive, 1.0% risk per trade)

• Type: Long-term structural breakout engine
• Status: Walk-Forward validated ✅ (A1–A4 passed)
• WFA Video: 🎥 Watch on YouTube
• Params used: Production parameters were selected from a full 12-year optimization (2014–2025). Walk-forward validation (A1–A4) confirmed parameter stability and regime robustness, allowing use of the full- window parameter set for the live model.
• Backtest and optimization period: 11Y 9M (19/01/2014 – 14/11/2025)

📊 Backtest stats

• Profit Factor (PF): 2.08
• Max Balance DD: 35.61%

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⚙️ ZenWave B (Aggressive, 1.0% risk per trade)

• Type: Medium-term adaptive trend engine
• Status: Walk-Forward validated ✅ (B1–B5 passed)
• WFA Video: 🎥 Watch on YouTube
• Params used: Production parameters are taken from the median walk-forward slice, selected for robust IS/OOS alignment, PF/DD stability, and resilience across 2018–2025 volatility regimes.
• Backtest and optimization period: 7Y 4M (01/07/2018 – 14/11/2025)

👷‍♂️ Currently in the Works

⚙️ ZenWave C (Aggressive, 1.0% risk per trade)

• Type: Short-term modern volatility engine
• Status: Work on ZenWave C will commence in 2026. It will be rebuilt from scratch using a simplified and cleaner quant framework. Development is in the early research phase, and the first version will undergo a full Walk-Forward Analysis (WFA) once the core logic is complete.
• Purpose: Designed to capture short-term volatility bursts during Tokyo/London session transitions, complementing the long-term engine (A) and the medium-term engine (B).
• Availability: ZenWave C is not yet available for copy-trading. Only A and B are currently production-ready.
• Next update: After completion of the initial core model and preparation for the first WFA slice (C1).

🧭 Future Roadmap: Multi-Tier Risk Scaling

ZenWaveCapital will gradually introduce lower-risk variants of each strategy as live performance matures.
This allows followers to choose a risk level that matches their goals.

Planned Risk Tiers:

Tier	Risk/Trade	A-Series Fee	B-Series Fee	C-Series Fee
Aggressive	1.00%	10%	20%	25%
Balanced	0.75%	8%	15%	20%
Conservative	0.50%	6%	12%	15%
Ultra-Conservative	0.25%	4%	8%	10%

Planned release schedule:

Each additional tier (Balanced, Conservative, Ultra-Conservative) will be launched once sufficient subscription revenue is available to seed the required starting balance (€300 per tier). This ensures that every tier begins with real capital and verified live performance.

📊 Philosophy & Principles

• Single-instrument focus: USDJPY only
• Real tick data with realistic spreads
• Server-side pending orders
• Strict SL/TP on every trade
• No martingale
• No grid
• No simultaneous hedge positions
• WFA methodology for robustness
• Multi-horizon diversification (A/B/C engines)

🔐 Risk-Control Framework

Position Sizing (1% risk)
       │
       ▼
 Stop-Loss Logic
       │
       ▼
 Take-Profit Logic
       │
       ▼
┌───────────────────────────────────┐
│  No Martingale                    │
│  No Grid                          │
│  No Simultaneous Hedge Positions  │
└───────────────────────────────────┘
       │
       ▼
 Server-Side Execution

📜 Disclaimer

Trading FX and CFDs on margin involves a high level of risk and may not be suitable for all investors.
You can lose more than your initial investment.

• Past performance does not guarantee future results
• Nothing on this page constitutes investment or financial advice
• This information is for educational and informational purposes only