AureusAI Synthetic Drift Sentinel
- Experts
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Abdullah Uygar Tuna
IT professional focused on algorithmic trading, quantitative analysis and practical MetaTrader 5 tools. I publish what I test, including what does not work. - Version: 3.10
- Activations: 5
Live signal: the author runs this EA on a real Deriv account (500 EUR, started 3 Nov 2026). Follow every trade, including the losses: https://www.mql5.com/en/signals/2398340
AureusAI Synthetic Drift Sentinel v3.10
A multi-symbol Expert Advisor for Deriv Drift Switch Indices (DSI10, DSI20, DSI30). These synthetic indices switch between up-drift, down-drift and flat regimes. The EA detects a regime switch on M1 bars and follows it. It only sends orders while its built-in edge gate confirms that the edge is still there after spread.
This strategy is the one survivor of a research project that tested 1,578 strategy variants on Deriv synthetics with walk-forward validation and a Holm multiple-testing correction (t ≥ 4.0). Every other family failed and was not shipped.
How it trades
- Drift z-score = 40-bar M1 return divided by the 1,440-bar volatility. Entry when |z| ≥ 2.0, in the direction of the drift.
- Exit when the drift flips or after 160 bars. Protective stop at 4 sigma. Max 1 position per symbol.
- Edge gate: every signal is measured in "shadow" mode. Real trades are only allowed while the 99.5% lower confidence bound of the recent net edge (after spread) is above zero. The gate needs a warm-up of 10,080 M1 bars (7 days). The terminal history usually covers this at start.
- Position size from risk %, using the real symbol specification (tick value, minimum lot 0.1, lot step).
Research results (real numbers, not a promise)
Walk-forward out-of-sample, Deriv M1 data, costs from Deriv contract specifications:
| Symbol | Trades | Net bp/trade | t | PF | Win rate | t (×1.5 costs) |
|---|---|---|---|---|---|---|
| DSI10 | 3546 | 8.24 | 12.4 | 1.84 | 43.4% | 6.3 |
| DSI20 | 2789 | 10.23 | 15.5 | 2.37 | 49.9% | 8.6 |
| DSI30 | 2067 | 9.05 | 14.6 | 2.56 | 50.6% | 8.1 |
MT5 Strategy Tester holdout (2026-10-13 to 2026-11-03, data never used for design), $10,000, risk 0.25%, one symbol per test, custom symbols built from Deriv M1 data:
| Symbol | Net profit $ | PF | Max equity DD | Trades | Win rate |
|---|---|---|---|---|---|
| DSI10 | +434.27 | 2.30 | 0.50% | 130 | 43.85% |
| DSI20 | +1201.71 | 2.36 | 0.86% | 330 | 50.91% |
| DSI30 | +567.98 | 1.92 | 0.63% | 289 | 43.94% |
Stress tests: with costs ×1.5 the DSI20 holdout stays positive (+433.55, PF 1.62). DSI30 turns slightly negative (−63.03, 18 trades). On DSI10 the gate stays closed (0 trades), which is the gate doing its job. An execution delay of 1–5 ticks reduces the average move only from 7.60 to 7.40 bp. 33 parameter perturbations per symbol were all positive. Overall ranking: DSI20 strongest, then DSI10, then DSI30.
Dashboard
A dark/gold on-chart panel, collapsible and draggable, with 3 themes and adjustable scale:
- Account: balance, equity, today/week P/L, drawdown and daily loss vs. limits, trades today, win rate.
- Per symbol: drift-z gauge with threshold marks and sparkline, regime (UP / DOWN / FLAT), gate status (OPEN / WARMING UP % / CLOSED + reason), open position with entry, P/L and bars held vs. max, spread vs. limit.
- Status line: connection, Algo Trading, market closed, stale quotes, last trade error.
Risk controls
Risk per trade 0.25% (default) · max open risk 2% · daily loss limit 4% · max drawdown 8% (static or trailing) · max trades per day · spread filter (2× normal spread) · feed-stall and slippage pauses · optional profit lock / target (prop-firm style).
Recommended settings
- Broker: a Deriv MT5 account (demo or real) with Drift Switch Index 10, 20 and 30 visible in Market Watch.
- Attach once to any chart (e.g. Drift Switch Index 20, M1). The EA trades all three symbols from one chart.
- Set file "Multi_DSI10-20-30_risk0.25" (standard) or "Conservative_risk0.15". Single-symbol sets are also included.
- Tests used a $10,000 balance. With a small balance, trades whose minimum lot (0.1) would exceed the risk cap are skipped.
- Run 24/7 on a VPS; synthetic indices trade around the clock.
Limitations, please read
- There is no live or forward-test track record yet. All results are backtests and research.
- Costs were modelled from Deriv's published contract specifications (spread, swap −7.5). Your real spreads can differ.
- When spreads are wide, or the recent edge is not statistically confirmed, the gate stays closed and the EA may not trade for days. This is intended.
- A warm-up of history is needed before the first trade.
- Past results are not a guarantee of future results. Trade only with money you can afford to lose.
- Requires a Deriv MT5 account with Drift Switch symbols. On other symbols only a generic fallback module runs, which is not part of the validated strategy.
Full research, backtest reports and set files: https://www.mql5.com/en/blogs/post/779132
