The Zirdle Five
Five proprietary AI models trained from scratch on 5 billion market data points
Each model is a purpose-built multivariate transformer designed for a specific trading regime — intraday scalping, mean-reversion, momentum swing, growth breakouts, and conservative index tracking. Not a fine-tune of any foundation model.
Meet the Five
HELIOS
5-minute intraday scalping on liquid large-caps
Sun god — always on, day-cycle, fastest light
ECHO
15-minute mean-reversion on ETFs and volatility products
Mountain nymph whose voice returns — price reverts to fair value
ORION
24-channel indicator-rich daily momentum swing
The hunter constellation that tracks across the sky
NOVA
Deep specialist for high-beta growth equities
Exploding star — sudden bright growth
ATLAS
OHLCV-only baseline for indices and mega-caps
Titan carrying the world — stable foundation
How we built them
The Zirdle Five share a common architecture family but differ in universe, input channels, and capacity. They are trained from scratch — not fine-tuned from any open-weight foundation model — because financial time-series require domain-specific inductive biases that generic pretraining destroys.
Factorised attention
A ViViT-inspired factorised transformer attends first over input channels within each time-patch, then over time-patches within each channel. Quadratic cost stays manageable at 24 channels.
Quantile loss
Every model predicts 7 quantiles (0.05, 0.10, 0.25, 0.50, 0.75, 0.90, 0.95) using the pinball loss — a proper scoring rule for probabilistic forecasts. This joint location + uncertainty training is critical for risk-aware analysis.
Regime-aware training window
Daily models train on 2010–2022. Pre-decimalisation (2001) + pre-HFT (≤2007) + GFC (2007–2009) are deliberately excluded — at our parameter budget, old-regime data is noise that steals capacity from the current market structure.
Training setup
Head-to-head
| Model | Role | Interval | Channels | Params | Universe | 1:1 WR | OOS /wk |
|---|---|---|---|---|---|---|---|
| HELIOS | Intraday momentum + microstructure dislocations | 5 min | 12 | 4.4 M | 148 | 49.9% | +1.47% |
| ECHO | Short-horizon mean reversion in choppy/ranging regimes | 15 min | 12 | 3.3 M | 37 | 51.5% | +1.48% |
| ORION | Multi-indicator confluence, swing-horizon trend following | 1 day | 24 | 14.5 M | 148 | 52.6% | +4.09% |
| NOVA | High-beta growth momentum, breakout amplification | 1 day | 24 | 34.1 M | 71 | 55.0% | +4.38% |
| ATLAS | Broad-market trend following, conservative R/R | 1 day | 5 | 2.4 M | 120 | 51.8% | +2.21% |
Out-of-sample returns reflect 1:5 R/R barrier simulation over the held-out test window. Past performance does not guarantee future results.