Why We Built SAF2

April 5, 20254 min
#system#origin#edge

Because most trading systems out there are either soft, stupid — or straight-up scams.

We got tired of:

  • Overfit backtests that disintegrate on real volatility
  • “90% win rate” clowns hiding –10R bombs in the corner
  • Discord influencers selling vibes instead of logic
  • Signal groups that vanish on red days and reappear after green screenshots

So we built SAF2 — a system that doesn’t flinch.
Built for math.
Backed by real trades.
Driven by real asymmetric edge.

If you want the full backstory — how we survived SAF1, nearly blew up, and came out sharper — read this:
September 14th: The Day We Turned the System Loose


WTF IS “SAF2”?

SAF = Systematic Asymmetric Framework
Because edge lives in imbalance — not prediction.

We’re not trying to be right all the time.
We’re trying to get paid when we are.

Let the math speak:

  • Minimum RR: 2.0
  • Average RR: 3.01
  • Win Rate: 35.12%
  • Max Drawdown: –6.42%
  • Total Trades: 410
  • PnL: +12,428.96 USDT
  • PnL (%): +82.86%

We lose more than we win — and still walk away with profit.

The “2” isn’t branding.
It’s the version that earned a new name.
Read the origin story if you want to know what came before.


HOW THIS IS DIFFERENT

You already know what the other side looks like:

  • Charts that only "worked" in hindsight
  • Signals with no stop-loss and no logic
  • Groups that quietly delete losing trades
  • Paid reviews masking broken systems

SAF2 doesn’t care about clout. It cares about survival.

We:

  • Log every trade — win, loss, draw
  • Define risk before entry
  • Never front-run subscribers
  • Never override rules mid-trade
  • Never chase after price like a degenerate

THE MATH THEY NEVER SHOW YOU

Forget win rate. Focus on R.

Out of 10 trades:
  - 3.5 winners × 3.01R = +10.53R
  - 6.5 losers × -1R   = -6.5R
  = Net: +4.03R

Read something you liked? Then maybe stop lurking and subscribe for signals.