UK quantitative trading systems since 2014
Automated Futures Trading Systems
You keep your broker account. Quant Savvy installs, hosts, and supports algorithmic trading and quant trading systems for intraday ES, NQ, and YM futures under agreed risk settings.
UK company Research since 2006 Historical record preserved No algo experience required Funds stay at broker Hosted server included
Risk and disclosure note
Futures trading involves substantial risk and is not suitable for every investor. Backtested or hypothetical results, where shown, are labelled separately and are not a guarantee of future performance.
Performance basis
Published period 2007-Apr 2025
Legacy website figures;
not a live data feed.
Return basis Net basis disclosed
Costs and slippage
basis shown beside results.
Worst drawdown -20.97%
Returns are shown
with the risk taken.
Disclosure basis
Live, backtested, and hypothetical results are labelled separately. Nothing shown is a performance promise.
Compatible brokers and platforms Review setup requirements
Results with context
Broker-held futures systems
ES, NQ, and YM automation; funds stay at your broker.
Futures trading is high risk. The drawdown is shown with the return record so the risk taken is visible, not hidden.
View Full ResultsThe figures below are the dated historical record imported from the previous website. They are not a current live system feed.
Performance reporting Returns shown beside the risk taken Published through Apr 2025 · Imported from the previous website
Detailed tables below Risk context Drawdown is shown beside returns.
Judge the record by return and risk together.
Metric detail 2024 published return
Full monthly breakdown and return basis are shown in the results section below.
Monthly tables
Published monthly history, preserved exactly.
The table reproduces the previous website through April 2025. Blank cells were blank in the source; no later figures have been inferred.
Pricing, broker costs, and account control
Pricing depends on initial capital
Indicative annual subscription is around 4% of starting capital, with a lower percentage for larger accounts.
Initial-capital pricing
For a $100k starting account, pricing is roughly 4% annually.
- Larger accounts can price at a lower percentage
- Final quote confirmed before setup starts
- No client funds held by Quant Savvy
Server, support, updates
A hosted trading server can be included at no extra server charge.
- Close to CME and CBOT infrastructure
- Platform setup and monitoring help
- Support and system updates
Broker costs
Commissions, data fees, margin, and slippage sit with your broker.
TradeStation IBKR MultiCharts Rithmic CQG
Other options depend on setup.
Broker account control
Quant Savvy does not hold client funds.
- You keep deposits and withdrawals
- You keep broker login and platform access
- You can start, pause, or stop the system
How the system trades
Intraday trade playback
Illustrative workflow demo—not live trade data. Candles pause at signal, then show entry, adaptive levels, and same-session exit.
System workflow
From setup to flat, inside one trading session.
This playback can rotate between ES, NQ, and YM examples. Each market uses its own chart, price path, entry, exit, and result.
Example markets
- 01 Signal appearsBuy-side pocket Queue model maps 29,845 buy stops above the high.
NQ presses into a thin liquidity shelf while ES and YM fail to confirm the impulse.
- 02 Reversal entrySignal Stop run rejects; short entry armed.
Order-book imbalance flips seller-heavy at 29,839.50 after the sweep.
- 03 Risk and target setInitial risk Short entered with model invalidation and first target set.
Initial risk sits beyond the invalidation zone while target one prices the first liquidity vacuum lower.
- 04 Risk recalibratesManagement Invalidation level updates as reversal probability changes.
Risk tightens only when continuation odds decay and order flow confirms the failed impulse.
- 05 Target or flatExit Lower target hit or flat by the close.
Cover at 29,792.50 gives +47.00 points, +$940 per NQ contract, or +0.94% on $100k.
Illustrative replay · not live data
NQ short replay with microstructure signal
NQ 29,825 area
Entry 29,839.50
Exit 29,792.50
Move +47.00 pts
Result +$940 · +0.94%
Position sizing engine
Contract size adapts before the trade is placed.
Each system sizes orders pre-trade using risk, market range, correlation, and drawdown controls.
Contract calculator Contract count adapts Dollar risk stays fixed: $3,000
Trades already running none
Drawdown model standard
ES / MES 2 ES or 27 MES
YM / MYM 3 YM or 37 MYM
NQ / MNQ 1 NQ or 13 MNQ
Valid signal, smaller size.
E-mini to Micro when needed.
Wide stop, no order sent.
Daily heat can stop the trade.
How it behaves in real situations
Size down NQ already open
ES qualifies, but size reduces because equity-index exposure is high.
Skip Large opening gap
Valid signal, but stop distance exceeds budget, so no order is sent.
Post-news News spike
Volatility widens the stop. Size drops, or no order is sent.
Drawdown Pressure model
The active model adjusts size before any order is sent.
Account setup
You keep control while the system is prepared.
Quant Savvy handles the technical setup: broker access, risk settings, hosting, and order routing without taking custody.
Account fit checked
You provide capital, market, and broker details. Quant Savvy confirms suitability before setup starts.
Broker and platform confirmed
Use an existing compatible account or open one if needed. Quant Savvy confirms platform, data, and exchange access.
Risk profile configured
Quant Savvy sets initial capital, risk per trade, contract limits, drawdown model, and exposure controls with you.
Hosted execution prepared
Quant Savvy prepares server hosting, platform setup, monitoring, and exchange-proximity execution.
Dry run before launch
Quant Savvy checks order routing, stops, targets, sizing, and safety limits before live trading.
After launch
Hosted execution is monitored, platform setup is maintained, and support remains available if broker, server, or platform issues need attention.
Suitability
Built for steady intraday automation, flat by every close.
You do not need algo experience. The portfolio runs intraday across uncorrelated systems, stays flat by every close, and is supported after launch.
Overnight Flat
Market session Intraday trade window
After close Flat
Weekend No planned exposure
- Around $25k+ of risk capital
- Flat by every close; no overnight or weekend exposure
- Steady compounding over years, not fast wins
- Uncorrelated systems: different methods, timeframes, entries
- Quant Savvy handles setup and ongoing support
- Cannot accept a -20.97% peak-to-trough drawdown
- Need guaranteed monthly income
- Want overnight or weekend momentum exposure
- Want no broker margin or data costs
- Want manual day-to-day system changes
Next step
Check your setup.
Leave your details and Quant Savvy will reply about suitability, compatibility, pricing, and the practical setup route.
Algo systems: advantages and limits
Automation removes delay, not risk.
Speed creates the appeal; honest limits create trust.
Decision path From signal to flat, the system follows the same operating sequence.
01 Signal Setup appears
02 Size Risk checked
03 Order Broker order sent
04 Manage Stops and targets update
05 Flat No planned overnight hold
What automation improves What still needs respect
Speed Signal does not wait for confidence
When the rule is valid, the system can size and send the order without human hesitation.
Speed Liquidity still matters
Fast execution cannot remove exchange queue, spread, or slippage risk.
Discipline Rules are applied the same way
Entries, exits, stop logic, and session cutoffs follow the system instead of mood.
Discipline Drawdowns still happen
A rule-based system can still lose during difficult market regimes.
Coverage Several markets can be watched at once
ES, NQ, and YM systems can monitor long and short opportunities together.
Coverage Correlation can cluster risk
Equity-index futures can move together, so exposure must be sized before orders are sent.
Risk Contract count adapts before entry
Position sizing can reduce size, switch to Micro contracts, or skip unsuitable setups.
Risk The best trade can be no trade
If the stop is too wide or the risk budget cannot fit one Micro, the system should stand aside.
Session Trades are designed to finish intraday
The process is built around being flat before the close rather than carrying planned overnight exposure.
Session Intraday risk is still real
News shocks, fast markets, and platform conditions can still affect day-trade outcomes.
Frequently asked questions
Browse questions by category
Pick a topic, scan the question titles, then open the answer that matches what you need.
Trading Strategy
How the portfolio trades, manages risk, and reacts to changing market conditions.
Trading Strategy7 visible
How does the bot manage risk?
Risk management is built into the Intraday Futures Bot. Position sizes are adjusted around market volatility and user-defined risk settings so risk is planned before the trade is placed.
The systems use dynamic stops and targets rather than static one-size-fits-all settings.
Contact
Ask Quant Savvy
Pick a topic and edit the message.
4.7 / 5
Independent customer reviews
View Reviews.co.uk profile Rated on Reviews.co.uk from 38 reviews. Reviews relate to customer experience and are not a guarantee of trading results.