Our R-X25 strategy is a refined evolution of our foundational R-series systems. It achieves exceptional resilience—surpassing our other FX-only portfolios—through active diversification and advanced exposure management.
R-X25 operates with a focused base of 12 highly vetted subsystems, trading a balanced mix of both FX and commodities. At its core, a sophisticated trading system optimizes strategies using advanced correlation analysis, genetic algorithms, and ensembled filtering with Machine Learning.
This system, the latest in the R-series from Ridge, features an NSGA-II genetic algorithm-based allocation module. It dynamically allocates capital, maintaining an average risk per subsystem of 3%. Optimal allocations are determined by analyzing risk-adjusted return metrics like Smart Sharpe and Sortino, alongside portfolio variance and advanced correlation data. R-X25 further enhances diversification and risk stability by employing a proprietary scoring framework to evaluate subsystem performance. On average, it holds trades for 48 hours and takes approximately 700 positions per month.