A rule-based execution framework targeting intraday liquidity imbalances and volatility structure. Non-correlated returns. Capital efficiency. Drawdown control above all else.
Allocations typically start from $25,000. The majority of current capital is deployed in the $50k–$100k range. Capital remains under full investor control at all times.
5-Year Backtest · MT5 Strategy Tester · XAUUSD,M1 · $100k Initial
All figures reflect live prop firm accounts (FTMO, Atlas Funded). Unaudited. The FTMO public profile is independently accessible. No drawdown threshold has been breached since inception.
| Month | Return | Trades | Win Rate | Max DD |
|---|---|---|---|---|
| Dec 2024 | +2.4% | 38 | 71% | −1.2% |
| Jan 2025 | +1.8% | 44 | 65% | −1.6% |
| Feb 2025 | +2.9% | 51 | 70% | −0.9% |
| Mar 2025 | +1.6% | 39 | 64% | −1.4% |
| Apr 2025 | +2.5% | 47 | 68% | −3.1% |
| Cumulative | +11.2% | 219 | 67% | −3.1% |
All figures are unaudited. Returns are gross of performance fees. Actual investor returns will vary by fee structure. Past performance is not indicative of future results.
The figures below are extracted directly from the MetaTrader 5 Strategy Tester report. Instrument: XAUUSD,M1. Period: 5 years. Initial deposit: $100,000. History quality: 9% tick data (note: lower quality inflates apparent performance — results should be treated as directionally indicative, not as a precise forecast of live performance).
BACKTEST DISCLOSURE — The above results are generated by the MetaTrader 5 Strategy Tester using 9% history quality tick data on XAUUSD,M1. Backtest results are subject to significant limitations including: look-ahead bias, data snooping, spread assumptions, and the absence of real market conditions such as slippage, partial fills, and liquidity gaps. The 65.92% balance drawdown maximal reflects compounding behavior under backtested conditions and should not be interpreted as a projection of live account behavior. Recovery factor and Sharpe ratio are model outputs, not independently audited. Past simulated performance is not indicative of future live results. These figures are provided solely to demonstrate the historical behavioral characteristics of the underlying algorithm — not to make performance projections.
The strategy does not rely on prediction. It identifies recurring structural conditions in liquidity and volatility across XAUUSD and BTCUSD, then executes predefined rules with no discretionary override.
The strategy identifies recurring periods of structural liquidity imbalance within intraday sessions. Entry conditions are derived from quantified market structure signals — not discretionary interpretation. No position is initiated without a defined setup satisfying all rule conditions simultaneously.
Gold (XAUUSD) is the primary instrument due to its intraday volatility profile, liquidity depth, and well-defined session behavior. Bitcoin (BTCUSD) is traded as a secondary instrument under a separate parameter set. Both instruments are traded intraday with no overnight carry.
All entries, exits, stop placements, and position sizing are determined algorithmically by Expert Advisors built in MQL5. There is no human intervention at the trade level. This eliminates execution bias and ensures consistency across market conditions.
Entry logic is conditioned on volatility regime filters. The system scales activity to current realized volatility — entering when structure is cleanest and reducing exposure when market conditions are outside historical norms for the setup.
The strategy's return stream is derived from intraday price dynamics, not directional equity market exposure. Estimated correlation to S&P 500 is near zero over the 5-month live sample. This profile is consistent across the 5-year backtest period. Figures are indicative — sample period is limited.
It does not hold overnight positions. It does not deploy during low-conviction conditions. It does not override rules based on news, sentiment, or external signals. It does not guarantee returns. The emphasis is on consistency and capital preservation — not maximizing gross performance figures.
Risk parameters are defined before deployment and cannot be overridden at the trade level. The system is designed to operate within strict loss boundaries at all times — protecting capital is prioritized over maximizing return in any given period.
A hard drawdown ceiling is encoded into the execution system. If cumulative losses on an account approach the pre-defined threshold, the Risk Manager EA triggers an automated stop on all activity. This circuit breaker operates independently and cannot be overridden by the trade-execution logic.
Position sizing is not fixed. The system reduces exposure when market conditions do not meet the full setup criteria. In low-conviction environments — defined by insufficient volatility or fragmented structure — the system reduces lot size or abstains from trading entirely. Return consistency is prioritized over trade frequency.
Every rule is codified and executed algorithmically. Stop-loss placement, take-profit logic, and position exit are all pre-defined at entry. There is no "moving the stop" behavior. There is no average-down logic. Once an order is placed, the system manages the trade according to its original rules.
BotIQ Capital does not take custody of investor funds at any stage. The strategy is replicated onto accounts controlled exclusively by the investor. This structure eliminates counterparty risk to BotIQ Capital by design.
The investor opens a trading account with an approved broker — typically a prop firm or a standard FX/CFD broker. Capital is deposited directly by the investor. BotIQ Capital has no access to this account.
The investor's account is linked to the BotIQ Capital master execution system via copy-trading API or sub-account connection. The technical setup takes 24–48 hours after account approval.
Trades executed on the master account are replicated to the investor account in real time with proportional sizing. The investor retains full visibility of all positions and can disconnect at any time.
Monthly performance summaries are provided. Fees are performance-based only — no management fee is charged. The fee arrangement is agreed upon bilaterally prior to going live.
Investor capital is never transferred to or held by BotIQ Capital. No commingling of funds. The investor's account is their own legal property at all times.
Real-time account access for all investors. Trade-level visibility is always available. Monthly summary reports provided. FTMO public profile available for independent verification.
There are no redemption gates, lock-up periods, or withdrawal restrictions. Capital remains fully liquid and under the investor's control. Disconnection from the system can be done at any point.
BotIQ Capital is in an early institutional phase. A limited number of allocation partnerships are being considered. The priority is establishing long-term, transparent relationships with allocators who understand algorithmic trading risk.
Allocations are structured on a bilateral basis. There are no fixed tiers or mandatory minimums beyond the practical threshold for meaningful risk-adjusted positioning. Typical arrangements currently range from $25,000 on the lower end to $100,000+.
The strategy has been validated at the $100,000 institutional scale via FTMO with verified payouts. All new allocations are evaluated individually based on capital size, timeline expectations, and operational fit.
BotIQ Capital is not currently registered as an investment advisor or fund manager. This material is intended for sophisticated investors conducting their own due diligence. All terms are subject to bilateral agreement.
The FTMO public profile is accessible to any party. Source code is published on GitHub. Trade history is available on request. Independent audit is in progress.
Félicien Diouf designs, backtests, and deploys automated trading systems for intraday institutional-grade execution. His framework integrates market structure analysis with algorithmic enforcement — removing human behavioral risk from the execution layer.
The operational emphasis is on execution quality, position sizing discipline, and drawdown management — not return maximization. A 5-month uninterrupted live track record with no drawdown threshold breach and $8,000+ in verified payouts reflects this approach.
Strategy code is open-source. The FTMO performance profile is publicly accessible. The methodology is transparent by design — intended to facilitate due diligence, not obscure it.
BotIQ Capital is onboarding a limited number of allocation partners during this early phase. No commitment is required to initiate a conversation. All inquiries are handled directly by the founder.
Initiate Inquiryfeliciien@gmail.com · All inquiries responded to directly
This material is provided for informational purposes only and does not constitute an offer, solicitation, or inducement to invest, nor does it constitute investment advice, financial advice, or any form of regulated financial communication.
BotIQ Capital is an early-stage systematic trading operation. It is not a registered investment advisor, fund manager, or regulated financial entity. All performance figures reflect live prop firm accounts (FTMO, Atlas Funded) and are unaudited. Past performance is not indicative of future results.
Trading financial instruments including gold, cryptocurrencies, and foreign exchange involves substantial risk of loss, including the possible loss of principal. Returns shown are gross of all fees. Actual investor returns will differ. Correlation estimates are indicative and based on a limited 5-month sample period. All figures are subject to revision without notice.
Prospective investors should conduct their own due diligence and consult qualified legal, tax, and financial advisors before making any allocation decision. This material is intended for sophisticated and qualified investors only.