Quantitative and macroeconomic FX research findings on EUR/USD price dynamics—demonstrated through transparent, reproducible backtests using the M5 EMM core quant engine (≈10–15% of the full strategy)—supported by a cryptographic audit trail and unedited, single-take live backtest runs.
A single fixed build of the M5 EMM engine (code and signal parameters) is applied uniformly across the entire backtest; no re-optimization or curve fitting is performed. The only variables are the cost model (commission, spread, slippage), the initial balance, and per-trade risk.
The backtest spans nearly the entire lifetime of the euro as the EU’s single currency (the euro was officially introduced in January 1999; euro banknotes and coins entered circulation in January 2002; retail FX brokers began offering EUR/USD in 2001).
Core Baseline — 17 years 8 months
Jan 1, 2008–Aug 31, 2025 (UTC+0, inclusive)
Extended Baseline — 5 years
Jan 1, 2003–Dec 31, 2007 (UTC+0, inclusive)
Composite Baseline (Extended+Core) — 22 years 8 months
Jan 1, 2003–Aug 31, 2025 (UTC+0, inclusive)
Stress — 2 years
Jan 1, 2001–Dec 31, 2002 (UTC+0, inclusive)
‼️ MUST READ — Euro Macromechanica (EMM) Backtest — Overview & Methodology: main results/README.md · ru: results/README.ru.md
Euro Macromechanica (EMM) Backtest — Overview & Methodology — web page version: https://euro-macromechanica-backtest.github.io
- 🔎 Audit guide:
AUDIT.md· ru:AUDIT.ru.md - 🧾 Integrity guide (SHA-256, GPG, OTS):
INTEGRITY.md· ru:INTEGRITY.ru.md - 📈 Results and metrics for each track and mode:
results/ - 🎥 Live backtest runs: see the Overview & Methodology.
For input ↔ result pinning and provenance, see:
- 📊 Results:
INPUTS-PIN.md· ru:INPUTS-PIN.ru.md - 🗄️ Data Hub:
INPUTS-PROVENANCE.md· ru:INPUTS-PROVENANCE.ru.md
- 📊 Results: https://github.com/euro-macromechanica-backtest/results
- 📦 Data Hub: https://github.com/euro-macromechanica-backtest/data-hub
- 🧪 Data Preparation Toolkit: https://github.com/euro-macromechanica-backtest/data-preparation-toolkit
- 📈 Metrics Toolkit: https://github.com/euro-macromechanica-backtest/metrics-toolkit
- The M5 EMM engine is proprietary and not published in this ecosystem.
- No fundamental algorithmic details/raw parameter dumps are publicly disclosed.
- Strategy proof of existence is provided via SHA-256 hash, GPG signature, and OTS anchor for the exact engine build used across all backtests (see
results/strategy_existence_evidence). - Reproducibility is demonstrated through:
- Live backtest runs (unedited videos) with matching integrity artifacts.
- Input ↔ result pinning (see the Quick links section above).
Public key in the results repo: keys/emm_pub_key.asc (ASCII-armored)
GPG key fingerprint (rleydev — thelaziestcat): 4E53 DA03 D1A1 644E 6479 3C47 EEEC 0AFA 4D8A F0A7
For commercial engagements, collaborations, and due diligence materials, see COMMERCIAL.md.
GitHub: rleydev (thelaziestcat) · Email: thelazyazzcat@gmail.com, thelazziestcat@proton.me
See the individual repositories.
This material is provided for informational and research purposes only and does not constitute investment advice, an offer, or a solicitation. Backtested results are hypothetical and subject to limitations; past performance is not indicative of future results. Assumptions (cost models, risk, etc.) are illustrative and may not align with the reader’s objectives or constraints.
As a portfolio project, this work showcases methodological rigor, pipeline transparency, robust backtest results, and a statistical toolkit—collectively attesting to the author’s competence in EUR/USD quantitative research and macroeconomics.
