About Sentinel Algo
Independent quantitative trading research lab. We build, test, and publish regime-aware algorithmic strategies — including every failure along the way.
Who We Are
Sentinel Algo is a solo quantitative research project building the infrastructure and discipline to trade algorithmically at a professional level — without institutional backing.
We are not a hedge fund. We are not a signal service. We are researchers who document the real process: the dead-ends, the overfitting traps, the strategies that looked great in backtests and failed immediately live.
Over 10 months of systematic research, we tested 23,520+ strategy configurations, discovered that 96.7% of them lost money, and used every failure to build something that didn't.
The Numbers
What We Built
Our flagship MES futures strategy. Sharpe ratio of 4.29 across a 5.5-year walk-forward validation window. Two-layer adaptive architecture: a macro drawdown-from-peak stress controller sitting above a pyramidal coherence micro-regime detector.
Currently live on Sim101. First live trades placed February 16, 2026.
A 3-tier AI trade manager that turned PCS from a -$2.68/trade average into a profit engine. Intelligent exit management via trailing stops, partial targets, and volatility-aware profit booking.
Read the full story →AI-powered audit system that analyzes backtest results for look-ahead bias, overfitting, and selection bias. Detected $300K+ in phantom profits from backtests with data leakage issues.
See all tools →The Philosophy
Most algo traders hide their losses. We publish ours. Not because we enjoy documenting failure, but because the failure modes are exactly what make the eventual edge real.
We believe markets are not one game — they are multiple games running concurrently, switching without warning. Strategies that don't account for regime are not strategies; they are luck dressed up as edge.
“Radical transparency is the only honest path to edge-finding.”
Follow the Journey
Weekly strategy testing results, regime research, and live trading updates. Free newsletter, every Sunday at 7 PM CT.