Leviathan

Quantitative trading indicators and strategies for TradingView. Data-driven signals built for systematic traders.
Taipei, TW
โ€ขCreated byProfile pictureVillain
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VillainProfile picture@sorxxxยทJul 23
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Leviathan is a rules-based swing-trading indicator built for TradingView, monitored on the daily candle timeframe. Signals trigger off the daily closing price โ€” when a new signal prints, you enter, exit, or add to your position the next trading day based on the label shown on the chart.

๐Ÿ“Š Track Record
โ€ข Peak ARR: +380%
โ€ข Stabilized, highly disciplined ARR: +145.42%

Every signal is generated by strictly rule-based risk management, driven by volume-supported price discovery and institutional liquidity pool analysis. No discretion. No emotional bias. Just the process.

๐ŸŒ Going international โ€” we're currently integrating our backend into Interactive Brokers (IBKR). More details soon.

โš ๏ธ Before you buy:
โ€ข After checkout, submit your TradingView account email at the required field โ€” access is authorized automatically within 48 hours of payment.
โ€ข This is a recurring subscription. Your card will be charged automatically every billing period until you cancel.

"Not the bull side or the bear side โ€” but the right side."

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VillainProfile picture@sorxxxยทJul 6

Why most retail traders lose to quant signals across TW/US/JP markets

I spent the last few years building indicator systems across three very different markets โ€” Taiwan, US, and Japan โ€” and the biggest lesson wasn't about the indicators themselves. It was about why discretionary traders keep losing to systematic ones.


Three things I noticed:


1. Session overlap kills discretionary timing. TW and JP markets open/close at hours that barely overlap with US sessions. If you're manually watching charts across time zones, you're always reacting late. A signal system doesn't sleep โ€” it flags entries the second conditions align, regardless of which market is open.


2. Volatility regimes differ by market, but most indicators don't adjust. A momentum indicator tuned for US large caps will whipsaw you constantly on TWSE names with thinner liquidity. Quant systems that adapt thresholds per-market (not one-size-fits-all) perform dramatically better out of sample.


3. The edge isn't the indicator โ€” it's the exit discipline. Anyone can build an entry signal. The traders who actually compound are the ones with mechanical exit rules that remove emotion. If your system doesn't tell you when to get out, it's not a complete system.


If you trade across multiple markets, I'd genuinely recommend backtesting your indicators separately per exchange before assuming they generalize. It's the single biggest mistake I see.


Happy to share more on how we approach this if anyone's curious.