Who it's for · Systematic futures traders

Portfolio-level exposure, for a book of futures systems.

Trend, momentum, mean reversion across markets: the risk isn't in one system, it's in what the systems do at the same time. VEEMAN measures the whole book — correlations, tails, contracts.

Correlations

Systems that agree too often

The Pearson matrix on daily P&L exposes systems that are the same bet under different names. In the demo session trend and momentum read ρ +0.81 — concentration wearing a diversification costume.

ρ max +0.81 · same betdemo session datum · $100,000 · 15 monthshow it works, in the docs →

Weekday filter

Calendar effects get verified, not narrated

The filter rebuilds daily P&L at the source without one weekday: equity, drawdown and every metric respond together. In the demo, removing Thursday improves Max DD by 3.5 percentage points.

no Thursday: Max DD −12.4% → −8.9%demo session datum · $100,000 · 15 monthshow it works, in the docs →

Per-strategy sizing

Contracts, exactly

Capital and per-strategy risk caps → contract counts per system, additive or compound growth, with a dedicated Monte Carlo on the sized result before real size is touched.

92% capture · MC on the resultdemo session datum · $100,000 · 15 monthshow it works, in the docs →

Import CSV and Excel from TradeStation · NinjaTrader · MetaTrader 5 · Interactive Brokers all formats →

Load it and see it on YOUR portfolio.

Free access during the launch window: create an account, upload your CSVs, and the first analysis is minutes away.

2-minute setup · email or Google · no card

← The whole platform, on the home page