Behind Hood Strategy

Hood Strategy is the result of over 20 years of research, refinement, and real-world application. Between 2005 and 2015, the model underwent intensive backtesting across multiple asset classes and market environments — bullish, bearish, volatile, and sideways — to ensure its resilience, adaptability, and long-term viability.

Since 2015, the strategy has been deployed live with consistent performance. Unlike many systems that degrade over time, Hood Strategy thrives under changing conditions thanks to its foundation in adaptive intelligence and dynamic learning.

Clarification of Data Phases: The chart below represents the evolution of Hood Strategy through three distinct stages:

• 2007–2015: Historical backtest and optimization period.
• 2015–2023: Forward testing phase using untrained data to validate model robustness.
• Since October 2023: Real capital live trading, continuously monitored and verified.

This structure ensures transparency and distinguishes between simulated and real-world performance.

Why It Works

• Dynamic Pattern Recognition: Constantly scans multiple timeframes and instruments to adapt to new market structures in real time.
• No rigid rules or outdated indicators: The system evolves — it learns from the market, not from static logic.
• Real-time News Integration: Parses global news feeds, assigns weight to keywords, and correlates with chart structures to anticipate market reactions.
• Fully Autonomous: Executes with zero emotion, adjusting to market phases without human intervention.
• Optimized Risk/Return Balance: Every parameter is fine-tuned to preserve capital while generating meaningful alpha.
• Live Proven Track Record: Active since 2015 in real markets — delivering stable, scalable results.

What Makes It Different

Hood is not just a trading system — it is a self-adaptive, AI-enhanced decision engine. While typical bots follow fixed logic or static indicators, Hood evolves alongside the markets. It interprets data, integrates sentiment, and adjusts positioning with surgical precision.

The result: a strategy capable of anticipating price movement rather than merely reacting to it — delivering robust performance across all market phases.

Optimization and Testing Chart

2007–2015: Optimization period   |   2015–Present: Forward Test and Live Trading results

Total Optimization Returns

* Performance from 2007 to 2015 is based on historical backtesting and optimization. Live trading results begin in 2015.

Optimization and Testing Statistics