GPSI.EU — Algorithmic Futures Platform

Why Systematic

Markets reward discipline, speed and precision

Global futures markets offer deep liquidity and broad opportunity across indices, commodities, currencies and fixed income. GPSI is built to capture structural pressure signals in that opportunity set — systematically, without emotion or discretion.

Data Advantage

Institutional tick-level market data captures microstructure behaviour far beyond ordinary chart analysis — the same data quality used by banks and proprietary trading desks.

Execution Advantage

Automated orders apply the same rules every time, dispatched in milliseconds through a direct broker connection. Calm, consistent, fully systematic execution — around the clock.

Diversification Advantage

Capital follows the strongest validated signals across multiple asset classes and 15+ markets, reducing dependence on any single market, sector or trend.

The GPSI Engine

Three phases. One seamless, disciplined cycle.

Every trade follows the same precise protocol: data in, signal confirmed, risk controlled, execution automated. The cycle runs continuously across all covered markets, 23 hours per trading day.

PHASE 01

Monitor & Ingest

Institutional tick data streams in continuously across 15+ futures markets. A custom Python engine aggregates, normalises and structures the raw data in real time — all 23 trading hours, no gaps.

Data · Signal · Structure

PHASE 02

Detect Pressure

Proprietary models identify structural buying and selling pressure directly from order flow. A signal must exceed thresholds across multiple confirmation layers before it is flagged; false positives are filtered by multi-factor validation.

Rules · Filters · Confirmation

PHASE 03

Execute & Protect

The execution module fires confirmed orders in milliseconds via a direct broker connection. Predefined risk layers activate instantly and manage the position autonomously — targets, stops and exits, without manual intervention.

Broker · Automation · Controls

Technology & Infrastructure

An industrial system, engineered for precision.

Every component is selected or purpose-built for precision — data ingestion, signal detection, execution, risk and reporting operate as five integrated layers of one system.

Data IngestionInstitutional tick streams · normalisation · timestamp alignment

Analytics EnginePressure detection · signal scoring · multi-factor validation

Signal RouterMarket-specific thresholds · cross-market correlation filters

Execution ModuleSierra Chart + custom C++ · millisecond order dispatch · position sizing

Risk ManagementEight-layer protection · live P&L monitoring · circuit breakers

Python Data Engine

A custom-built analytics core processes and normalises raw tick data in real time, tracking all covered markets simultaneously through one unified multi-market tracker.

Institutional Tick Data

Millisecond-resolution futures data across every covered market — the data standard used for research, validation and live monitoring alike.

Sierra Chart + Custom C++

A low-latency execution module built on Sierra Chart with custom C++ linkage — professional-grade trading infrastructure, purpose-configured for automated futures execution.

Direct Broker Connection

Confirmed signals are routed straight from the execution module to the futures broker — order placement, bracket protection (targets and stops) and position management are handled automatically at the broker level, in milliseconds. Signal and market are directly connected: fast, consistent and fully automated.

GPSI execution environment — automated order management on Nasdaq 100 futures — **Automated position management — Nasdaq 100 futures** Entries, scale-ins and the trailing stop are placed and adjusted automatically as the position develops. Every order line visible in the chart lives at the broker — not just on screen.

GPSI execution environment — bracket order protection on S&P 500 futures — **Bracket protection — S&P 500 futures** From the moment of entry, a profit target and a protective trailing stop bracket the position at broker level, so protection remains active independently of the trading workstation.

Illustrative screenshots from GPSI's execution environment. They demonstrate order handling and risk automation — they are not a representation of trading results.

Market Universe

Deep diversification across global futures

One unified system trades a broad universe of liquid, exchange-listed futures across four asset sectors — long and short, wherever validated signals appear.

Indices

S&P 500 ES
Nasdaq 100 NQ
Dow Jones YM
Russell 2000 RTY
DAX 40 FDAX

Commodities

Gold GC
Silver SI
Copper HG
WTI Crude Oil CL
Natural Gas NG
Wheat · Corn ZW · ZC

Currencies

EUR/USD 6E
JPY/USD 6J

Fixed Income

US 10Y T-Note ZN
US 30Y T-Bond ZB
Euro Bund FGBL
Euro Schatz FGBS

Coverage is expanded selectively as new markets pass the full research and validation cycle.

Risk Discipline

Eight layers of protection. Every trade. Every time.

Capital preservation is non-negotiable. Every position is governed by predefined risk rules before capital enters the market — built into the execution layer itself, not applied as an afterthought.

01Hard Stop-Loss

Fixed maximum loss per position — no exceptions, no overrides.

02Trailing Stop

Locks in profit as a position moves in favour; never widens.

03Daily Drawdown Limit

Trading halts automatically if the daily loss limit is reached.

04Position Sizing Engine

Risk per trade calibrated to capital — never fixed lot sizes.

05Correlation Filter

Reduces exposure when multiple correlated markets signal at once.

06Volatility Circuit Breaker

Suppresses new entries during extreme volatility events.

07Time-of-Day Filter

Avoids thin-liquidity windows and scheduled news releases.

08Max Open Positions

Hard cap on concurrent positions across all markets.

The layers are concurrent and independent — a failure of one does not disable the others. A rules-based system can only scale when risk control is built into execution itself.

Development Journey

A decade of focused refinement

Ten-plus years of market microstructure research, thousands of hours of development and continuous stress-testing against real market conditions — under Timo's strategic leadership, with a specialist team across technology, risk and operations.

2017 – 2018

Market microstructure research begins

Deep study of tick-level behaviour in global futures. First models of structural buying and selling pressure developed.

2019 – 2021

First algorithmic prototypes

Core algorithm developed. Python data engine built and integrated with institutional tick data feeds; early pattern recognition validated against historical data.

2022 – 2024

Risk framework architected

The eight-layer protection system designed, backtested and refined. Sierra Chart execution module with custom C++ linkage and direct broker connection developed.

2025

Multi-market expansion

The system extended to 15+ futures markets under one unified tracking model. Institutional tick data adopted as the platform-wide standard.

2026 — Now

Operational scale-up

GPSI professionalises its operating structure and selectively opens a private working-capital round to a small circle of invited investors.

Contact

Get in touch with GPSI

GPSI works with a small, invited circle of investors and shares detailed information through its private investor area.

Detailed investor information is available in our private information area. Because the founding round is private and by invitation, we share the access code personally — request it in a single message by e-mail or WhatsApp, and we will respond promptly.

Contact GPSI Investor Info

Institutional-grade algorithmic futures trading, refined over a decade.