Bleris: Trend-Change Hedging with a Drawdown Limit

Summary

Bleris is presented as a foreign-exchange strategy that opens hedges when the trend changes. Its author emphasizes keeping absolute drawdown below $3,000 as the system’s central constraint and recommends fixed lot sizes when optimizing. The description also mentions parameters that can switch the approach toward Martingale-style position increases, while warning that this variant is not recommended.

The evidence is limited to an optimization example on USD/JPY using a five-minute chart; the author says other pairs produced better results and that some settings passed forward testing. No detailed results, testing methodology, or risk statistics are provided. The author also notes that there are many opportunities to improve the system and frames it as a request for feedback, so the claims do not establish robust live performance.

Key ideas

• The strategy uses hedging when it detects a trend change.
• The author treats an absolute drawdown ceiling of $3,000 as the main risk constraint.
• Fixed lot sizing is recommended for optimization, while Martingale-style sizing is discouraged.
• The description reports a USD/JPY five-minute optimization example and mentions forward-tested settings, without detailed statistics.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.