Quantitative and macroeconomic FX research findings on EUR/USD price dynamics—demonstrated through transparent, reproducible backtests using the single model–EMM Quinta Medulla Invariance (M5 EMM core quant engine)—supported by a cryptographic audit trail and unedited, single-take live backtest runs.
A single fixed build of the M5 EMM engine (code and signal parameters) is applied uniformly across the entire backtest; no re-optimization or curve fitting is performed. The only variables are the cost model (commission, spread, slippage), the initial balance, and per-trade risk. GBP/USD cross-asset test is conducted with no parameter adjustments, covering 2008–August 2025, including Brexit 2016, to illustrate model robustness and absence of overfitting.
The backtest spans nearly the entire lifetime of the euro as the EU’s single currency (the euro was officially introduced in January 1999; euro banknotes and coins entered circulation in January 2002; retail FX brokers began offering EUR/USD in 2001).
Core Baseline — 17 years 8 months
Jan 1, 2008–Aug 31, 2025 (UTC+0, inclusive)
Extended Baseline — 5 years
Jan 1, 2003–Dec 31, 2007 (UTC+0, inclusive)
Composite Baseline (Extended+Core) — 22 years 8 months
Jan 1, 2003–Aug 31, 2025 (UTC+0, inclusive)
Stress — 2 years
Jan 1, 2001–Dec 31, 2002 (UTC+0, inclusive)
GBP/USD Cross Asset Test — 17 years 8 months Jan 1, 2008–Aug 31, 2025 (UTC+0, inclusive)
Euro Macromechanica (EMM) Research https://emmresearch.github.io
‼️ MUST READ — Euro Macromechanica (EMM) Backtest — Overview & Methodology: main results/README.md · ru: results/README.ru.md
Euro Macromechanica (EMM) Backtest — Overview & Methodology — web page version: https://euro-macromechanica-backtest.github.io
- 🔎 Audit guide:
AUDIT.md· ru:AUDIT.ru.md - 🧾 Integrity guide (SHA-256, GPG, OTS):
INTEGRITY.md· ru:INTEGRITY.ru.md - 📈 Results and metrics for each track and mode:
results/ - 🎥 Live backtest runs: see the Overview & Methodology.
For input ↔ result pinning and provenance, see:
- 📊 Results:
INPUTS-PIN.md· ru:INPUTS-PIN.ru.md - 🗄️ Data Hub:
INPUTS-PROVENANCE.md· ru:INPUTS-PROVENANCE.ru.md
- 📊 Results: https://github.com/euro-macromechanica-backtest/results
- 📦 Data Hub: https://github.com/euro-macromechanica-backtest/data-hub
- 🧪 Data Preparation Toolkit: https://github.com/euro-macromechanica-backtest/data-preparation-toolkit
- 📈 Metrics Toolkit: https://github.com/euro-macromechanica-backtest/metrics-toolkit
- The M5 EMM engine is proprietary and not published in this ecosystem.
- No fundamental algorithmic details/raw parameter dumps are publicly disclosed.
- Strategy proof of existence is provided via SHA-256 hash, GPG signature, and OTS anchor for the exact engine build used across all backtests (see
results/strategy_existence_evidence). - Reproducibility is demonstrated through:
- Live backtest runs (unedited videos) with matching integrity artifacts.
- Input ↔ result pinning (see the Quick links section above).
Public key in the results repo: keys/emm_pub_key.asc (ASCII-armored)
GPG key fingerprint (rleydev — thelaziestcat): 4E53 DA03 D1A1 644E 6479 3C47 EEEC 0AFA 4D8A F0A7
See the individual repositories.
This material is provided for informational and research purposes only and does not constitute investment advice, an offer, or a solicitation. Backtested results are hypothetical and subject to limitations; past performance is not indicative of future results. Assumptions (cost models, risk, etc.) are illustrative and may not align with the reader’s objectives or constraints.
