Grenzen + Convex — Pushing boundaries with convex returns
Systematic FX Strategy · Track Record Verified by Darwinex Zero
Frank Chen
B.A. Philosophy — The University of Hong Kong
Applying rigorous analytical frameworks from a philosophy background to systematic FX trading. The fund employs a signal-based methodology: macro sentiment analysis generates directional signals across G8 currency pairs, and trades are selectively executed from the highest-conviction setups.
1 — Sentiment & Ranking: Daily macro risk sentiment assessment (Risk-On / Risk-Off / Mixed) with G8 currency relative-strength rankings.
2 — Signal Generation: Directional signals for eligible cross pairs derived from currency rankings. All signals are logged regardless of whether they are traded.
3 — Trade Selection: Highest-conviction signals selected for live execution with defined stop-loss and take-profit levels. Intraday holding only — all positions closed by end of day.
Verification: All trades executed and verified through Darwinex Zero.
| Month | Trades | Wins | Losses | Win Rate | P&L | Return |
|---|
Full transparency — every trade executed, win or lose.
| # | Open | Close | Pair | Dir | Lots | Entry | Exit Price | SL | TP | Exit Reason | Result | Balance |
|---|
All signals generated — not just the ones traded.
| Date | Sentiment | Currency Rankings | Pair | Signal | Movement | Correct |
|---|
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