Dual model tracks
Multiple core model lines run in parallel, including neuroevolution-trained and backpropagation-trained variants, all validated under the same out-of-sample protocol.
Independent quantitative trading firm
Systematic crypto trading built for risk discipline.
ENZO-TS is a research-driven team operating a proprietary trading stack for crypto markets. Model families are neural-network centered, with strict out-of-sample validation across multiple market phases.
Execution and monitoring run on a custom C++ runtime built for control and operational reliability. Capital preservation is the mandate: deployment and portfolio weighting are intentionally selective, prioritizing drawdown control over constant exposure.
Approach
Research-to-production discipline.
ENZO-TS operates across 10+ major markets with a layered process: per-market model selection at the signal layer, then portfolio-level capital allocation at the live trading layer.
Per-market model selection
The signal layer evaluates both model lines for each market and routes to the better suited one for current conditions using live and walk-forward diagnostics.
Continuous gating loop
Walk-forward tests, live telemetry, and drawdown diagnostics feed daily ranking decisions for model and market activation, with weak pairs de-emphasized or sidelined.
Technology
Custom runtime built for performance and control.
High-performance C++ stack
Core training, backtesting, and execution components are written in modern C++ for deterministic behavior and high-throughput multi-core research workloads.
Configurable internal framework
The system is designed for modular research and customization, enabling controlled rollout of strategy and risk logic updates without rebuilding process fundamentals.
Integrated diagnostics
Live signal inspection, portfolio-level analytics, and market diagnostics are integrated in the same runtime environment used for operational decisions.
About
Operated by NEWTYPE (Japan)
ENZO-TS operates as part of NEWTYPE K.K. in Japan, with research, engineering, and operations coordinated under the same organization.
Visit newtypekk.comRisk Framework
Capital preservation and drawdown control by design.
Risk mitigation is layered across model, market, and portfolio decisions, similar to a Swiss-cheese-style defense where each layer targets different failure modes.
Trade-level controls
Position sizing and per-trade risk are bounded by predefined limits and enforced stop logic.
Portfolio allocation
Live capital is assigned through a risk-budget process combining model confidence, realized volatility, and cross-market correlation, with concentration caps.
Market-level shutoff
Underperforming markets are de-emphasized or disabled, while stronger markets receive incremental budget within portfolio-level limits.
Public Track Record
90-day snapshot (Bybit public data).
30D return
--
90D return
--
Max retrace
--
90D closed trades
--
90D win rate
--
Data updated (UTC)
--
Loading 90-day snapshot...
Open full details on Bybit90D cumulative return trend
Trend data is currently unavailable.
Source: Bybit public copy-trading endpoints, cached as a static 90-day snapshot. Values are shown for transparency and may lag exchange UI updates.
Private Contact
For partner or firm-level discussions.
ENZO-TS operates an internal trading system and considers a limited number of partner or firm-level discussions.
Private Inquiry