What a 0rbit quant is
A frozen spec. A fill model. A seat.
The 0rbit quant represents a complete trading ecosystem where logic meets execution. Every seat is built on a validated fill model and a fixed specification that ensures reproducibility and institutional stability.
Day
Low frequency intraday systems built for high-precision entry and exit within single sessions.
Swing
Multi-day capture models that leverage structural market shifts and volatility cycles.
Lease
Access to managed quantitative seats with dedicated risk parameters and logic execution.
The books
Three contracts. Three jobs.
Each 0rbit quant targets a specific edge within the futures markets and is built on honest 1-minute fills.
All systems can also be traded as micro contracts at one-tenth of the usual capital and risk.
Risk disclosure & how 0rbit numbers are built
RISK DISCLOSURE
Futures trading involves substantial risk of loss and is not suitable for every investor. The high degree of leverage that is often obtainable in futures trading can work against you as well as for you. The use of leverage can lead to large losses as well as gains. You should carefully consider whether trading is suitable for you in light of your financial condition. You may lose all or more of your initial investment.
HYPOTHETICAL PERFORMANCE
Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown. Past performance is not indicative of future results.
HOW 0RBIT NUMBERS ARE BUILT
All 0rbit systematic seats are built on verified fill models. We use institutional-grade walk-forward analysis and backtesting engines to validate every logic before it reaches the desk. Our performance metrics include slippage estimates, commission loads, and execution latency models based on live market conditions of the primary liquid contracts. The 'numbers' shown represent the logical output of the spec under these conditions, aiming for a reproduceable industrial trading environment.
ES
Recoil
PF: 2.29 • Max DD: $6,978 • Trades: 132
Mean reversion logic targeting intraday price displacement on the S&P 500.
RTY • M2K
Russell Swing
PF: 2.15 • Win: 54% • Trades: 185
Multi-day swing model capturing trend expansion in small-cap futures.
NQ • MNQ
Nasdaq Swing
PF: 1.95 • Win: 52% • Trades: 210
Volatile expansion play designed for the high-beta Nasdaq-100 index.
Side by side
Pick by seat, not by the biggest P&L.
We design each contract to serve a specific capital role. Choose the environment that matches your risk profile and operational bandwidth rather than chasing historical volatility peaks.
RECOIL
Intraday
RUSSELL SWING
Portfolio Diversifier
NASDAQ SWING
Alpha Maximizer
Pure mean reversion. High frequency logic targeting micro-inefficiencies in liquid futures.
Trend following logic on small-cap dynamics. Designed for lower turnover and wider stops.
High volatility capture. Momentum-based intraday to multi-day transitions for maximum expansion.
$50k - $150k Min Liquidity
$100k - $250k Portfolio Allocation
Do not rank 1 NQ dollars against 1 RTY dollars. Russell is the smaller overnight ticket. Nasdaq needs overnight just to sit. Recoil is the day book — flat before the afternoon, no overnight.
All systems can also be traded as micro contracts at one-tenth of the usual capital and risk.
How to choose
Start from the seat you can fund.
Trading is a business of logistics. Align your quantitative choice with your current depth of capital and data access. We provide the systems; you provide the discipline.