Fadepool is a systematic, rules-based strategy. It ingests the trading scripts retail traders actually publish and run, measures how they perform in live walk-forward testing, and automatically trades against the ones that reliably lose — with fund-style discipline: diversified, low exposure, fully mechanical.
Three mechanical steps. No discretion, no forecasts.
Popular public trading scripts are translated into a common format and run against real market data across FX, crypto, indices and commodities.
Each strategy's recent live performance is scored continuously — out of sample, after costs. Only strategies with a statistically reliable losing streak qualify.
When a qualified strategy fires a signal, Fadepool takes the opposite trade in small, fixed-size units and exits when the strategy exits. Losers rotate out as the data changes.
Walk-forward simulation across the full pool, after estimated costs.
Real money, real fills, small size — running unattended since July 13, 2026.
The live account is intentionally small while the system proves itself. A few weeks of live trading is not statistically meaningful — judge the strategy on the multi-year walk-forward record above and treat live figures as an implementation check, not a promise of future returns.
Our ambition is to package Fadepool into a fund-style product the retail crowd can hold as simply as an ETF — diversified, transparent, mechanically disciplined. Today it is a live research strategy publishing its results openly on this page.
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