Spectral Sweep Institutional

Meridius Quant: XAUUSD Liquidity Sweep Model (M5)

Meridius Quant has developed a systematic, mean-reversion algorithmic architecture focused entirely on transient liquidity imbalances in the XAUUSD market.

Unlike trend-following models that suffer performance degradation in choppy environments, our architecture utilizes a proprietary regime-switching engine. It identifies institutional liquidity sweeps (stop-loss hunting) across micro-structures (M5) and executes only when mathematical wick-rejection thresholds are met.

Core Alpha Drivers & Risk Management:

• Adaptive Regime Recognition: Integrates macro EMA filtering with dynamic ATR multipliers to distinguish between trending and ranging environments, adapting the Reward/Risk ratio in real-time.

• Margin-Based Sizing (Anti-Stop Out): Position sizing is decoupled from fixed equity models and directly bound to real-time free margin limits, hard-capping exposure and eliminating leverage overextension.

• Strict DD Containment: Hard-coded daily loss limit (max 4.5%), specifically engineered to comply with Tier-1 proprietary trading firm mandates and stringent institutional risk protocols.

Verified Forward-Testing Metrics (March 2025 - Present):

• Profit Factor: 4.09

• Sharpe Ratio: 22.68

• Max Equity Drawdown: 6.28%

• Win Rate: 71.58% (Over 95 executions)

The system relies strictly on real tick data execution and absolute price action anomalies. No grid. No martingale. No compounding risk. We are currently opening channels for B2B licensing, infrastructure integration, and dedicated PAMM allocations.