Aegis
Aegis brings together two strategy sleeves. It lets us examine concentration within a smaller combination; fewer components do not establish that a…
Explore →Volume-led trend system
VWAP Trend Expert Advisor
A volume-aware Expert Advisor designed to follow the confirmed market trend while keeping the risk of every position clearly defined.
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The core idea
Volume matters
At POLARIS, we believe that price alone leaves the market one-dimensional. Volume adds a second dimension to the analysis. It shows the participation behind a move, gives the picture more depth, and helps filter many weak or misleading movements before they become trading decisions.
This clearer view is the foundation of the VWAP Trend Expert Advisor. Price tells us where the market has moved; volume helps us understand the strength and quality behind that movement.
Directional logic
With the trend
The Expert Advisor is designed to trade in the direction of the volume-confirmed trend. It does not try to fight the market or predict every turning point. When direction is established and supported by the VWAP and volume context, the system follows that path.
System documentation explains design choices and their limitations. It is not an invitation to connect an account or allocate capital. Risk limits can fail under gaps, slippage or technical faults.
Capital management
Risk first
We define intended exit levels before calculating position size. Those calculations rely on execution assumptions: a stop is not a guaranteed loss ceiling.
Daily and weekly limits are controls we study and implement, not protection against every market or operational event. Gaps, spreads, slippage and faults can cause losses beyond the intended budget.
We do not publish a monthly return target. The purpose of reviewing risk allocation is to examine exposure and failure modes, not to promise a multiple of the risk budget.
Research path
Built over time
The system grew from several years of work, including more than 16 months of focused research, observation under real market conditions, and varied tests using more than ten years of historical data.
The main research phase was completed in December 2025. Live testing and the final refinement phase were completed successfully in April 2026. The system has continued to be monitored and used within the broader POLARIS portfolio.
System evidence
Test records
The first chart was rebuilt directly from the closed-deal history to present the long backtest clearly. The second image is the original MT5 record from a six-month live-market forward test and is shown without visual alteration.
Long historical test
Six-month live test
This is a standalone forward test of the EA, shown separately because the production portfolio account can include several Expert Advisors. It documents the system’s live-market behaviour without presenting the combined account result as if it belonged to this EA alone.
Portfolio role
Steady direction
Different algorithms can still hold the same market direction at the same time. We examine position timing and common sources of loss.
Inside a portfolio, it adds a volume-aware directional component that can sit beside systems built for ranges, mean reversion, arbitrage, or other market conditions.
Quick answers
About the system
What does VWAP add to the strategy?
VWAP combines price with volume context. The system uses that context to judge market direction and filter weaker movements.
How is position risk controlled?
We define intended exit levels before calculating position size. Those calculations rely on execution assumptions: a stop is not a guaranteed loss ceiling.
Is the system used live?
Yes. The original MT5 image documents its standalone six-month live forward test. The historical backtest is presented separately.
Enquiries
A research question or an engineering brief?
Questions about the design or the software specification are welcome. No account-management or portfolio-access offer is made here.
Ask about the research →