Ivan Pichugin Systematic Trader
ivanpichugin@outlook.com · LinkedIn ↗
About

Developing and running systematic trading systems across US Equities, Futures, Options, and Crypto. Started with discretionary execution — yet always rule-based, always structured. Full systematic was the natural next step. My focus: strategies that work across market phases, built on price mechanics, volume, and repeatable edge. Full cycle — from research and backtesting to implementation and live execution.

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Developing and running systematic trading systems across US Equities, Futures, Options, and Crypto. Started with discretionary execution — yet always rule-based, always structured. Full systematic was the natural next step.

Systematic Strategies
In Development

Strategies that already exist in concept or early form — pending further testing, live validation, or full implementation in code.

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2026-06-17 For years, I traded manually. I had rules, protocols, strategies — everything was defined. But execution was still on me. At some point I realized something uncomfortable: my strategies were already systematic. Every condition, every variable — written down. I was just the one pressing buttons. The problem wasn't discipline. It was leverage.
2026-06-12 Building a strategy is not about finding the "right idea". It's about having a process that turns any idea into something testable. Fast. My approach is simple: get to a working base as quickly as possible. Not perfect. Not optimized. Just functional enough to see if the core logic holds. Perfection doesn't exist — and waiting for it is just another way to avoid shipping.
About

Developing and running systematic trading systems across US Equities, Futures, Options, and Crypto. Started with discretionary execution — yet always rule-based, always structured. Full systematic was the natural next step. My focus: strategies that work across market phases, built on price mechanics, volume, and repeatable edge. Full cycle — from research and backtesting to implementation and live execution.

Every strategy I build starts with two questions: why should this work mechanically, and can I recognize and reproduce this situation consistently.

I work primarily with mid-frequency and swing timeframes — trend-following, mean-reversion momentum, and inplay setups. Each approach has its phase and context; the job is knowing which regime you're in. Signal architecture is always top-down: higher timeframes define structure and levels of interest, lower timeframes define entry.

Risk is fixed at 1R per trade — no exceptions. Every strategy is evaluated through one lens: expected value, reward-to-risk, and probability. If that equation doesn't hold, the strategy doesn't exist.

2026-06-17

For years, I traded manually. I had rules, protocols, strategies — everything was defined. But execution was still on me.

At some point I realized something uncomfortable: my strategies were already systematic. Every condition, every variable — written down. I was just the one pressing buttons.

The problem wasn't discipline. It was leverage.

When you execute manually across multiple strategies, you hit a ceiling fast — not because of skill, but because of physics. You can only watch so many things at once. I missed good signals not because I didn't see them coming, but because I physically couldn't be everywhere.

But the bigger shift was mental. When you're in execution mode all day — processing signals, managing positions, making real-time decisions — you lose the ability to observe. You're too close to the process to actually manage it.

Moving to systems changed that. I stopped thinking about individual trades and started thinking about the architecture that produces them. The analysis happens after the session. The decisions are made before it starts.

The difference in output isn't 2x. It's closer to 200x — not in returns, but in what you can actually cover, monitor, and improve simultaneously.