TMD

23 October 2026

Operational Snapshot

An overview of TMD's quantitative operations, system performance, and risk metrics during the reporting period. The figures reflect actual system activity.

Operational overview

12

Quantitative systems

6,984

Total executions

49.80%

Average win rate

+3.50%

Average performance outcome

8 / 12

Systems with a positive outcome

0.77%

Average risk per position

Fig. 1

Performance distribution

-10%0%+10%+20%
CRBDHDG
+20.58%
CRMTGSN
+19.29%
CRBIHDG
+8.30%
CRBIPFX
+4.01%
CRALTSW
+3.78%
CRREWCK
+2.92%
CR30WCK
+2.75%
CR5MSWT
+2.74%
CRSCALT
-1.01%
CR30SWK
-2.19%
CRALRSW
-6.91%
CRSCWCK
-12.23%

Performance outcome by algorithm, reporting period to 23 October 2026. Past performance is not indicative of future results.

Fig. 2

Execution analysis

01,0002,0003,000
CRALTSW
3,375
CRALRSW
1,800
CR30SWK
452
CRSCWCK
447
CRBDHDG
340
CR30WCK
219
CRSCALT
89
CRREWCK
83
CRBIHDG
80
CRMTGSN
53
CR5MSWT
27
CRBIPFX
19

Executions by algorithm. Activity varies with market conditions, deployment frequency, and model design.

Fig. 3

Performance dynamics

0%20%40%60%80%-20%-10%0%+10%+20%Win ratePerformance outcomeCRBDHDG: Win rate 37.13% · Outcome +20.58%CRMTGSN: Win rate 50.10% · Outcome +19.29%CRBIHDG: Win rate 62.11% · Outcome +8.30%CRBIPFX: Win rate 49.31% · Outcome +4.01%CRALTSW: Win rate 63.63% · Outcome +3.78%CRREWCK: Win rate 53.11% · Outcome +2.92%CR30WCK: Win rate 69.13% · Outcome +2.75%CR5MSWT: Win rate 50.13% · Outcome +2.74%CRSCALT: Win rate 54.21% · Outcome -1.01%CR30SWK: Win rate 40.13% · Outcome -2.19%CRALRSW: Win rate 21.62% · Outcome -6.91%CRSCWCK: Win rate 47.00% · Outcome -12.23%

Tap, hover or focus a point to see its values.

Quantitative performance is not measured by win rate alone, but by the relationship between risk, reward, and capital efficiency.

Fig. 4

Risk framework

0.0%0.5%1.0%1.5%2.0%2.5%-20%-10%0%+10%+20%Low risk / higher outcomeHigher risk / higher outcomeLow risk / lower outcomeHigher risk / lower outcomeRisk per positionPerformance outcomeCRBDHDG: Risk 1.92% · Outcome +20.58%CRMTGSN: Risk 1.00% · Outcome +19.29%CRBIHDG: Risk 2.16% · Outcome +8.30%CRBIPFX: Risk 0.40% · Outcome +4.01%CRALTSW: Risk 0.10% · Outcome +3.78%CRREWCK: Risk 2.00% · Outcome +2.92%CR30WCK: Risk 0.10% · Outcome +2.75%CR5MSWT: Risk 0.10% · Outcome +2.74%CRSCALT: Risk 0.10% · Outcome -1.01%CR30SWK: Risk 1.00% · Outcome -2.19%CRALRSW: Risk 0.20% · Outcome -6.91%CRSCWCK: Risk 0.20% · Outcome -12.23%

Tap, hover or focus a point to see its values.

Capital allocation across the 12 deployed algorithms balances position-level risk against performance outcome.

Quantitative characteristics

Key system metrics

Highest performance outcome

+20.58%

CRBDHDG

340 executions · 37.13% win rate

Highest win rate

69.13%

CR30WCK

219 executions · +2.75% outcome

Largest system activity

3,375

CRALTSW

48.3% of total volume · +3.78% outcome

Average win rate

49.80%

Across all systems

Balanced statistical distribution

Risk per position range

0.10–2.16%

Average 0.77%

Minimum to maximum allocation

System coverage

12

Independent quantitative algorithms

Multi-asset, multi-timeframe

Operational lifecycle

From research to reporting

  1. 01

    Quantitative Research

  2. 02

    Model Development

  3. 03

    Validation

  4. 04

    Deployment

  5. 05

    Monitoring

  6. 06

    Capital Allocation

  7. 07

    Reporting

Institutional summary

At a glance

  • 12 quantitative systems currently deployed within the live TMD infrastructure.
  • 6,984 recorded executions during the reporting window.
  • 8 systems produced positive outcomes.
  • Average system performance outcome of +3.50% recorded across all operating models.
  • Performance distribution remains diversified across multiple independent models.
  • Operational activity continues to be monitored through TMD's quantitative oversight framework.

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