Stock Trading Software
Pax Americana is an algorithmic trading software product offered for research, educational, and informational purposes only. It does not provide investment advice, portfolio management, brokerage services, or recommendations to buy or sell any financial instruments.
The provider of this software is not registered as an investment advisor with the U.S. Securities and Exchange Commission (SEC), the Financial Industry Regulatory Authority (FINRA), or any other federal or state regulatory authority. This software and the services around it are not insured or guaranteed by the Federal Deposit Insurance Corporation (FDIC) or any government agency.
All users are solely responsible for their own trading and financial decisions. Any results, performance examples, or historical data referenced are hypothetical, simulated, or backtested — they should not be interpreted as indicative of future performance. Live trading involves significant risk, including the potential loss of principal. You should never invest more than you can afford to lose.
Use of the software in a live or real-money environment is entirely at the user's discretion and risk. No guarantees are made regarding accuracy, performance, or financial outcomes. Users are strongly encouraged to consult with a licensed financial advisor or legal professional before engaging in any trading activity based on signals or tools provided by this software.
By using this software, you agree to the Terms of Use, Licensing Agreement, and all disclaimers as presented.
Most investors rely on gut feeling, news headlines, and fragmented strategies — then wonder why their portfolio underperforms a simple index fund after a decade of effort.
The S&P 500 returned ~388% over the last 19 years. Sounds great — until a single bear market erases 3 years of gains in weeks, and you're left watching your retirement evaporate while algorithms at hedge funds profit from the chaos.
You sell at the bottom out of fear. You buy at the top out of greed. The cycle repeats — and the market takes your money each time.
2008: –38%. 2020: –34% in weeks. 2022: –19%. Most portfolios have zero systematic protection against catastrophic market events.
You didn't build your career to spend evenings analyzing charts. You need a system that works while you live your life.
$500,000 starting capital · 2007–2026 fully out-of-sample (trained on 1995–2006) · Net of estimated commissions & slippage on IBKR tiered pricing · Logarithmic scale · Hover for details
All metrics based on out-of-sample results from January 2007 – present, net of estimated commissions and slippage on Interactive Brokers tiered pricing. Past performance is not indicative of future results.
How Pax performed across radically different market environments — from the Great Recession to the post-pandemic recovery.
All figures are net of estimated commissions and slippage on IBKR tiered pricing. Pax has generated positive alpha in every market era tested — bull, bear, crisis, and recovery. Past performance is not indicative of future results.
252-day rolling Pearson correlation of daily returns. Shaded bands mark periods where the portfolio decouples from the benchmark — exactly when traditional diversification fails.
Each strategy family is engineered for a specific market regime. Together they ensure the portfolio always has at least one engine in its element — and a hedge ready when none of them are.
| LTTF | MR-Long | MR-Short | Catastrophe | Panic | Inflation | |
|---|---|---|---|---|---|---|
| Sustained Bull TrendPersistent directional moves | ||||||
| Range / ChoppySideways, mean-reverting price action | ||||||
| Bear / DeclineSustained downtrend & risk-off | ||||||
| Volatility SpikeVol regime shifts, fat tails | ||||||
| Inflation ShockRising rates, monetary stress | ||||||
| Liquidity CrisisTail events, systemic shock |
Trend & mean-reversion are mathematically opposed. Combining them removes the regime-dependence that wrecks single-strategy portfolios.
The three hedge engines are designed to gain when correlations across asset classes spike to 1 — exactly when traditional diversification fails.
The objective isn't to maximize a single year — it's to compound through every regime with controlled drawdowns and a stable equity curve.
In 2008 — when the S&P 500 fell −38.49% — Pax delivered +78.69%. The hedge layer earns its cost in the years it matters most.
Each curve is the combined equity of every system in its family. Log scale · toggle families on or off.
Pairwise correlation of daily returns (×100 scale). Green = aligned · Red = offsetting · Neutral = independent. The off-diagonal cells should be near zero — that's how the portfolio survives when any single edge fails.
A six-stage pipeline from raw market data to live execution — every stage is auditable and independent.
Each strategy family is pre-sized to balance return contribution with diversification. Long, short, and hedge sleeves overlap to reach 280% gross notional while keeping net market exposure tightly controlled.
Allocations shown reflect the production configuration. Click any family in the legend to filter.
Risk is engineered into every position long before it's taken. No single failure mode can compromise the portfolio.
~29% of gross notional is permanently allocated to Catastrophe, Panic, and Inflation hedges — convex protection that activates during regime breaks, not after losses.
28 uncorrelated systems across 6 families means no single edge, signal, or market regime drives the portfolio. Trend losses are offset by mean-reversion gains, and vice versa.
Mean-reversion shorts and inflation-hedge shorts naturally offset trend & mean-reversion longs, keeping net delta low even at 280% gross exposure.
Each system caps positions at 10 simultaneously, with per-trade sizing governed by allocation weight. No single name can dominate the book.
No system trades any asset with less than 100K shares average daily volume. Several strategies — particularly shorts and long-term holds — require 1M+ shares ADV. The result: the portfolio is always positioned in names liquid enough to enter, exit, or be borrowed when it matters most.
Fills, positions, and PnL reconcile against the model on every tick. Any divergence triggers an alert and a halt-new-orders state until resolved.
Position concurrency, margin usage, and concentration — every metric below is reconstructed directly from the 60K+ trade log across 19+ years of out-of-sample data.
All figures are out-of-sample (post-2006), net of estimated commissions and slippage on IBKR tiered pricing. Notional uses original entry quantities; equity is daily Pax NAV. Concentration excludes hedge ETF positions for clarity on per-name risk.
Streamed directly from the Interactive Brokers account in production. NAV, P&L, positions, executions, and performance metrics update every 30 seconds.
Pax Americana runs exclusively on Interactive Brokers — the world's most trusted electronic brokerage for sophisticated investors and institutions.
Your algorithm runs on your own secure virtual machine connected to your Interactive Brokers account. Your funds never leave your brokerage.
Live results may differ slightly from the backtested track record over the same calendar period. This is expected and temporary.
The reason: the live account launched mid-cycle. Many long-term portfolio components — trend-following positions, inflation hedges, multi-month mean-reversion trades — were already active in the backtest simulation at the time of launch but were not yet established in the live account.
As these positions naturally rotate in through normal signal generation over the coming months, live portfolio composition will converge toward the backtested portfolio.
Expected convergence timeline: approximately 6 months from inception.
All figures are net of estimated commissions and slippage on IBKR tiered pricing. Past performance is not indicative of future results.
Before proceeding, please read and acknowledge each of the following statements carefully. This presentation contains information about an algorithmic trading software product for educational and informational purposes only.
Select every CSV from a QuantumX results folder (multi-select enabled). Files are matched by filename — full_equity.csv, SPY.csv, monthlySummary.csv, suiteResults.csv, systemsResults.csv, correlationMatrix.csv, trades.csv, and every *_equity.csv per strategy.
Upload either:
Option A — A simple date,nav CSV (scraped from the Garwood/IB dashboard — provides the daily NAV equity curve).
Option B — The full IB Flex Query CSV (provides monthly returns, risk measures, and per-symbol trade data in addition to NAV).
Both populate the Live Trading Dashboard slide with the full inception-to-now equity curve.
Push the currently-loaded data to the live site so every visitor sees it immediately, on every device, with no redeploy. Stored on Vercel Blob and served via /api/data.
Single self-contained pax-live.exe (~31 MB) with the live ingest token baked in. Copy to your Windows VPS (where TWS or IB Gateway is running) and double-click — no Python install, no config files, no setup. The dashboard's Live Trading slide populates within ~30s of TWS accepting the connection.
VPS quick-start:
1. Make sure TWS or IB Gateway is running, API enabled, 127.0.0.1 in Trusted IPs, socket port 7496 (TWS Live default)
2. Copy pax-live.exe anywhere on the VPS and double-click
3. (optional) For non-default IB port or to set inception NAV, drop a file named pax-live.conf next to the .exe with lines like IB_PORT=7497, INCEPTION_NAV=500000
Uploaded data is auto-cached to this browser (survives refresh). Download Updated HTML bakes the current data directly into a new index.html — useful for offline copies or when you don't want to publish live.