Venezuela
I am a quantitative systems architect based in Cabimas, Venezuela, with 14 years of applied research and development in systematic trading methodologies. The RFD Protocol (Recursive Floating Dynamics) is my proprietary framework for multi-asset risk governance — built on dynamic load management, Fibonacci-based fractal sequencing, and a strict single-digit drawdown mandate (<9% absolute ceiling). Currently in advanced simulation validation phase across two institutional-scale demo environments (IC Markets and LMAX Global), the system has demonstrated consistent structural discipline across 1,000+ executed operations in live market conditions. What I am seeking: A capital partner, prop firm, or institutional evaluator willing to provide a real-capital validation environment. One year to demonstrate. Two to sustain. Three to scale. I don't claim to manage institutional capital today. I claim to have built the architecture to do it — and I am looking for the right partner to prove it.
Independent developer and architect of the RFD Protocol (Recursive Floating Dynamics) — a proprietary systematic trading and risk governance framework under continuous development since 2012. Current Phase (2026-Present): Phase 5 — Real Capital Validation, active since June 14, 2026. Environments: XM Ultra Low Micro (real capital, $700 USD) · IC Markets Tranche II (demo, $30MM cumulative deposits) · LMAX Global (demo, $100MM virtual) · Fractional Ladder (demo, 8 accounts, $200 to $1B). All simulation environments are labeled as such. Full daily technical logs, including drawdowns and stress-test events, are published publicly and auditable via FXBlue. Objective: real-capital validation through a prop firm, family office, or institutional partner.
Foundational Engineering Cycle (2012-2017): Six-year period dedicated to deep research, mathematical modeling, and stress-testing of systematic trading algorithms across global markets. This phase established the core engineering pillars of the RFD Protocol. Key Development Milestones: • Recursive Matrix Design: Developed the mathematical framework to identify market expansion and contraction cycles, replacing subjective technical analysis with rule-based execution. • Data Architecture: Built proprietary historical datasets for multi-asset analysis across Forex, Equities, and Commodities — enabling rigorous backtesting across multiple market cycles. • Systematic Transition: Full shift from discretionary to strictly quantitative, rule-based execution paradigm. • Risk Framework Design: Engineered initial Asymmetric Risk Control frameworks establishing the <9% maximum drawdown mandate. Result: Consolidation of a repeatable, quantitative, and bias-free methodology — the foundation of what became the RFD Protocol.