Performance Disclaimer

Dieses Dokument wird zur besseren Verständlichkeit in deiner Sprache bereitgestellt. Rechtlich verbindlich ist die englische Fassung.

⚠ Hypothetical Performance Notice

Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.

1. Scope of This Disclaimer

This disclaimer applies to every quantitative metric displayed inside PipSync — including but not limited to:

Backtest results, walk-forward validation aggregates and drawdown statistics produced by the PipSync ML pipeline (codename "v15 VIPER").
Per-cluster, per-horizon profit-factor / win-rate / Sharpe numbers.
Paper-trading aggregates and forward-test reports.
Third-party signal-provider performance leaderboards.
Monte-Carlo distributions and 95th-percentile drawdown estimates.
Conviction-tier capacity tables.
Marketing-page badges, ribbons or comparison tables.

2. Why Past Results Are Not Predictive

Foreign exchange, CFD, futures and crypto markets are non-stationary. Volatility regimes, liquidity, spread behaviour, broker execution policy, regulatory regime, correlation structure and the macro environment all evolve over time. A strategy that printed money on the previous regime can lose money on the next, even with no change to its parameters. PipSync includes regime-aware risk controls (drift-monitor, circuit-breakers, conviction-tier sizing) to dampen but not eliminate this effect.

3. Specific Limitations of Backtests

Survivorship bias — instruments that were delisted, brokers that lost their licence and signal providers that quit are not in the training set.
Look-ahead bias — while we apply embargo gaps and walk-forward folding, no pipeline is guaranteed bias-free.
Idealised execution — fills assume the requested price; real execution incurs slippage, requotes, partial fills and venue rejection.
Spread assumption — backtests use a representative average spread; live spread widens around news and rollovers.
Funding cost / swap — approximated; real swap rates differ per broker and per weekday.
Latency — live routing speed depends on broker location, account setup, internet routing, service health and weekend MT5 history-load gaps. Public latency figures are shown only where the underlying measurement period and environment are identified.
Curve-fitting — even with adversarial validation and cluster-tier graduation rules, hyper-parameter overfitting cannot be ruled out.

4. Forward-Test & Live Disclosure

Where PipSync displays a metric labelled "forward" or "live", the underlying period and account universe are described directly next to the figure. Live metrics published before the 4-week post-launch paper-trading window completes are flagged as preliminary; the frozen baselines that production drift-alerts compare against are tagged with a baseline_v<N> version per release.

5. Third-Party Provider Statistics

Statistics shown for third-party signal providers (Telegram, Discord, email channels, ML clusters generated by external feeds) are computed from the trades PipSync was able to execute on connected accounts. They are not audited by PipSync and may differ from the provider's own published numbers.

6. No Guarantee & Your Responsibility

Nothing on this platform is a representation, warranty or guarantee that any future trade, signal or strategy will be profitable. You alone decide whether to enable, disable, amplify or attenuate any signal source on your account. See the full Risk Disclaimer.

7. Contact

[email protected] for questions about how a specific metric was computed.