Bulenox CME Crypto Futures Bot

Futures Trading System

Built the full system: Rithmic client, Binance feed, execution engine, quant factory, and risk controls.

Project Overview

A systematic trading bot targeting CME Micro Bitcoin Futures through a prop firm account. Connects to Rithmic for market data and order execution, implements a fade (mean-reversion) strategy validated through 606 backtest configurations.

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Challenge

Build a profitable trading system within prop firm constraints where break-even WR is 80.5% due to fee structure.

Key Features

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Rithmic Connectivity

Direct market data and order execution through Rithmic protocol.

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Quant Factory

606 backtest configurations tested. Fade strategy validated at 60.7% WR.

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Prop Firm Compliance

Built within Bulenox prop firm rules: position limits, daily loss caps, contract restrictions.

Lessons Learned

school Domain-entry audit before building saved hours. Break-even analysis revealed the strategy was viable only with fade, not momentum.