Algorithmic trading strategies for every liquid asset class.
Nova Strategies runs algorithmic trading strategies across liquid markets — forex, indices, commodities, US equities, and crypto. We trade our own capital; clients follow via copy trading at regulated brokers. Every trade is visible in MT5. No conflict of interest with the venues we operate on.
We manage liquid assets only.
Liquidity is a design principle here, not a filter. We don't work with illiquid instruments — not as a class, not as an exception. Every strategy we run is built for a market where a position can be opened and closed at a fair price at any moment.
Forex
Majors and crosses
Stock indices
S&P 500 and comparable benchmarks
Commodities
Oil, gas, gold, silver
US equities
Top-liquidity tickers only
Crypto
On top-tier exchanges
Strategy-level details and per-class reports are shared in a direct conversation.
Three approaches, unified into a single trading logic.
In algorithmic trading, trend-following, market-neutral, and market-making usually exist as separate schools and separate products. We've combined them so that all three run on the same instrument in sync — complementary, not competing for positions.
Trend-following
We identify the dominant direction and ride it. The baseline layer — holds positions aligned with the prevailing move.
Market-neutral
We work both long and short. We don't depend on the market's overall direction — we capture the relative behaviour of instruments.
Market-making (grid)
A grid of orders around an equilibrium price. With one principled departure from the common recipe: we don't use martingale.
Why our market-making ≠ martingale.
Standard grid-based market-making averages into adverse moves, scales size up, and closes the entire cluster at once. This hides a real risk: in a prolonged trend, the account doesn't survive the averaging sequence.
Our approach is built differently. Every trade in the grid is handled individually — its own entry logic, its own risk, its own exit. Positions are not averaged. Drawdown stays bounded and predictable, and the strategy doesn't break under extended moves.
What we don't do — and why it matters for the venues we work with.
Strategy selection isn't only about what works. It's also about what does and doesn't create conflict of interest with the infrastructure we trade on. For us, that choice is deliberate.
No HFT.
We don't compete in the high-frequency race, and we don't compete with the broker's order flow.
No statistical arbitrage.
We don't hunt for micro-inefficiencies between venues.
No loophole exploitation.
We don't look for or use technical or regulatory gaps of specific platforms.
From this follows: no conflict of interest.
Our profit is the profit of a sound model — not the profit of spread exploitation, latency games, or platform quirks. For a broker, that means partnership instead of antagonism: we don't operate against the execution layer and we don't create hidden losses on the venue side. For an investor, it means the relationship with the broker is strategically stable and cannot be terminated over complaints from their side.
On top of that — we trade our own capital. We have no reason to look for "squeeze" tactics against the venue: those would hit us first.
We trade our own money.
Nova Strategies doesn't manage third-party portfolios. We operate our own master accounts at brokers and exchanges, and we trade them with our own capital. Clients follow our track record through copy trading — a standard platform feature.
What follows from this:
Every trade we place uses real, proprietary capital. There's no "demo mode" and "live mode" — there's one mode.
If a strategy draws down, we take the hit first and in full.
We only earn when the strategy actually makes money: our performance fee is calculated on P&L.
The client never transfers funds to us. The money stays on their account at the broker.
Our interests and our clients' interests align by construction — not by declaration.
For brokers and for investors.
For broker platforms
A differentiated product for client retention and new-client acquisition
Runs on your existing copy-trading infrastructure — no custom integrations, no dedicated APIs, no extra plumbing
No conflict of interest: we trade our own capital; we don't chase your spread or execution
Verifiable performance — fully visible in client statements
Scalable volume with no manipulation risk on your infrastructure
For investors
A portfolio approach: assemble a strategy set around your risk profile
Decorrelation across strategies reduces aggregate portfolio volatility
Full transparency — every trade appears in MT5 in real time
Not a black-box fund, not a signal service: the strategies are algorithmic, auditable, with a live track record, and traded with the team's own capital
Executed through top-tier brokers and exchanges (Primax, Vantage, OKX, KuCoin)
Your funds stay on your account at the broker. You don't transfer money to us.
Numbers you can verify.
Below — live results from two strategies in our AUD-based mean-reversion family. Period: August 2025 through April 2026 (~8 months). Source: MT5 statements, available on request.
AUDUSD strategy
- Period
- 2025-08-08 → 2026-04-05 (~8 months live)
- Max drawdown
- 16.55%
- Sharpe ratio
- 0.34
- Total trades
- 1,266
- Long / Short
- 88% / 12%
AUDCAD strategy
- Period
- 2025-08-08 → 2026-04-05 (~8 months live)
- Max drawdown
- 18.98%
- Sharpe ratio
- 1.07
- Total trades
- 2,320
- Long / Short
- 89% / 11%
Why a win rate above 95% isn't a mistake.
A very high win rate is characteristic of market-making without martingale. Most trades in that model are short mean-reverting moves around an equilibrium price, and most of them close in profit. The trade-off is a relatively small average P&L per trade. Trend-following, by contrast, runs win rates of 40–50% but monetizes rare large moves. Both models are mathematically valid — the key is not to mix their metrics.
The figures above are presented as period return over ~8 months live, not annualized. Actual performance in future periods will differ. Past performance is not indicative of future results (see disclaimers in the footer).
Other strategies — in commodities (gold, gas), stock indices (S&P 500), and crypto — are also live. Reports are shared in a direct conversation.
Not a black box. Every trade — visible.
We don't ask you to take anything on faith. We trade on MT5 — the industry standard, where every trade lands in a statement on the client's side. You see everything: entries, exits, volumes, commissions, swaps.
Real trades in real time.
Every master-account trade mirrors into copy-trading subscriptions instantly — no signal delay, no manual execution, no feeder in the middle.
Full journal.
The trade history on your MT5 terminal exports in full, at any time, without our involvement.
Independent verification.
The metrics we publish can be checked in your own terminal and in the broker's standard reports.
This isn't marketing. It's a protocol: we can't show numbers that can't be verified.
Getting started.
For a broker
First call.
We discuss compatibility: MT5 version, available copy-trading infrastructure, size limits, risk parameters.
Pilot.
We set up master accounts on your venue and monitor performance and execution metrics under live conditions.
Integration into the product line.
Our strategies become one of your platform's copy-trading offerings — clients subscribe directly from your client cabinet.
For an investor
Open an account at a supported broker.
Primax, Vantage, or another from the partner list.
Enable copy trading on our master account.
One click in the broker's interface, with your chosen allocation size and (optionally) personal risk limits.
The strategy runs automatically.
Our trades mirror onto your account in MT5 in real time. Disable copy trading in one click whenever you choose.
A portfolio beats a single strategy.
One strategy is one point on the risk map. A portfolio of decorrelated algorithmic strategies is a tool for managing aggregate volatility against a specific risk profile.
Any risk profile.
From conservative (capital preservation with moderate return) to aggressive (maximized return under controlled drawdown).
Decorrelation by design.
Asset classes and strategy types are selected so that their drawdowns don't coincide in time.
Personal configuration.
Portfolio composition is discussed individually after an initial knowledge call.
Different strategies perform in different market regimes. Combined into a portfolio, they produce a smoother return curve than any one of them alone. From our set of asset classes and strategy types, we build a personal portfolio — for any risk profile, from conservative to aggressive.
We operate through infrastructure you already trust.
Strategies execute on accounts at regulated brokers and top-tier crypto exchanges. We have no direct access to your funds.
- Primax Ltd.Broker, primary
- Vantage MarketsBroker
- OKXCrypto exchange
- KuCoinCrypto exchange
The partner list is expanding. New broker integrations on request, provided your platform supports copy trading.
The team behind this.
Nova Strategies is a team with over a decade of combined experience in quantitative trading and algorithmic system development. We design our own trading strategies and trade them with our own capital. Our focus: liquid markets and disciplined risk management.