🪦 RETIRED 2026-09-27 — Futbot (IBKR Futures) no longer trades or updates; this page is frozen as a record. Why: It was ~0.85 correlated with the Ark — the same Nasdaq bet in futures form — while adding contract rolls and futures-margin complexity. HOUSE v2.9 covers the same ground more simply, and BOCA flagged it in the bull-vs-bear bot race. (All code, history and logs are kept.)

Desk The Ark Atlas Map IBKR Futures Desk Blend R&D

Live desk · IBKR futures · paper

The Futures Desk — Balanced 45/30/25

⚠ Moved to R&D. Superseded by The Ark — its vol-breaker is now The Ark's crash overlay. Kept for reference/comparison, not a core bot.

Diversified futures beta — Nasdaq + gold + BTC, each vol-targeted to ~1× and trend-gated so the three uncorrelated sleeves smooth the ride. Should make ~15–20%/yr; a beta bet, not a proven edge (the 2020–26 backtest ran hotter in the gold/crypto boom).

Retired · was one bot · auto-rolling

45/30/25

MNQ · Gold · BTC (risk wt)

~+18%

Target CAGR (full cycle)

−23%

Worst drawdown (backtest)

≈1×

Gross exposure (vol-targeted 22%)

✓ Backtest-confirmed — EODHD, full 2010–2026 (BTC from 2010, not just the recent window): Sharpe 1.34, +18%/yr, −23% max drawdown, avg 1.12× gross. Holds over 16 years; beats QQQ (0.81).

At retirement — the account as last updated

Trend gates — each market vs its line

Price above its trend line = that sleeve is ON (invested). Red bands = below the line → sleeve moves to cash.

Futbot vs QQQ vs Gold vs our estimate — profit since launch

$— start. Dashed = the +13%/yr plan. Fills in daily as the desk records each close.

Futbot QQQ Gold Estimate (+13%/yr)

Positions — what it's in

Allocation vs 45/30/25 target

Contract roll status

What it does

Target book — on $200k

Sleeve	Weight	Instrument	Gate
Nasdaq engine	45%	MNQ futures	200-day
Gold ballast	30%	GLD	200-day
Bitcoin	25%	MBT futures	44-day
Cash / collateral	rest	SGOV	—

The idea

One bot runs three low-correlation engines — Nasdaq for growth, gold as the crash ballast (0.10 correlation), and a disciplined slice of Bitcoin. Each is vol-targeted to 22% (≈1×) and only held while it's above its trend line — otherwise that sleeve sits in cash.

Gold does the heavy lifting on drawdown; Nasdaq makes the money; Bitcoin adds a little upside without wrecking the risk. Backtest: +42.8%/yr, −32% drawdown, $200k → ~$2.0M over the 2020–26 window (runs lower full-cycle).

The rules — one bot, three speeds

Trend gate

🚪 Per-market speed

MNQ & Gold gate on the 200-day (slow, for equities/metals). Bitcoin gates on the 44-day (fast — crypto moves in weeks). Below the line → that sleeve to cash.

Vol target

📏 22% vol each

Every sleeve is sized to 22% annualized volatility (cap 3×), for ~1× gross. When a market gets choppy, the bot automatically de-levers it — that's why gross floats around 0.8–1.0×. (v3 2026-08-23: cut from 40% — the decider showed leverage adds no Sharpe, only drawdown.)

Auto roll

🔄 No expiry gaps

Futures roll ~4 days before expiry — closes the old contract, opens the next, matched by contract ID. No settlement gap, fully automatic.

IBKR paper account paper acct · one bot (/root/futbot), rebalances 13:50 UTC weekdays, health-checked 3×/day. Balanced 45/30/25 chosen over the aggressive tilt as the version that survives a full cycle and is actually holdable. Backtest figures 2020–2026 (gold-friendly window; plan for less full-cycle) — a probability, not a promise. Paper / advisory — not investment advice.