BLANC

STUDIO

Systematic trading. Without opinion. Every decision reduced to rules, data, and probability.

Overview

No Bias is a systematic trading research practice. We design, test, and operate rule-based trading systems intended to function without discretion, prediction, or narrative bias. Decisions are governed by predefined conditions and executed within real-world constraints.


All systems are developed under explicit limits on risk, drawdown, time windows, and trade frequency. Evaluation prioritises repeatability and robustness over isolated outcomes. The objective is not to be right.
It is to be consistent.

NB Systems

This section provides a transparent view of the trading systems currently developed, evaluated, or operated within No Bias.


Systems are grouped by market structure and execution environment, including futures, FX, and equities. Each entry reflects a defined set of rules, constraints, and execution logic, along with its current operational status.


Inclusion in this inventory does not imply recommendation, availability, or expected performance. Systems may be active, under research, operationally supporting execution, or dormant. Status changes reflect robustness, constraint fit, and real world behaviour not short-term outcomes.

London Open Range

Index futures · time-window breakout · fixed risk

Active

London Open Range

Index futures · time-window breakout · fixed risk

Active

London Open Range

Active

Asia Session Mean Reversion

FX futures · volatility compression · rule-based exits

Active

Asia Session Mean Reversion

FX futures · volatility compression · rule-based exits

Active

Asia Session Mean Reversion

Active

NY Session Continuation

Equity indices · momentum alignment · constrained entries

Research

NY Session Continuation

Equity indices · momentum alignment · constrained entries

Research

NY Session Continuation

Research

Prop Firm Risk Framework

Multi-account execution · drawdown-aware sizing

Operational

Prop Firm Risk Framework

Multi-account execution · drawdown-aware sizing

Operational

Prop Firm Risk Framework

Operational

Execution Timing Model

Session selection · trade frequency limits

Dormant

Execution Timing Model

Session selection · trade frequency limits

Dormant

Execution Timing Model

Dormant

Correlation Regime Filter

Cross-asset signals · regime detection

Research

Correlation Regime Filter

Cross-asset signals · regime detection

Research

Correlation Regime Filter

Research

Execution

Markets exhibit continuous motion with intermittent structure.
No Bias systems are designed to operate only within that structure.


Access provides visibility into how systems are evaluated, gated, and executed under real world constraints. This includes live market notes, rule-based hypotheses, and post-execution reviews where trades are invalidated as often as they are confirmed.


Participation requires acceptance of predefined rules, limited discretion, and the absence of predictive narrative.