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What each family actually does

These are descriptions of the generating processes, not predictions. Knowing that Flux jumps tells you which contracts suit it; it does not tell you which way the next jump goes, and nothing can.

Read this first

A synthetic index is generated by a program whose parameters we publish in behaviour, not in numbers you can solve against. There is no hidden state to discover and no pattern that pays. What there is, is a match or a mismatch between a contract’s condition and a process’s shape, and that is worth understanding because the mismatches lose money reliably.

Everything below is about that fit. None of it is a signal.

Vortex

Brownian motion with mean reversion
How it behaves
Continuous, symmetric, no jumps. Direction at any tick is close to a coin flip, and the mean reversion means long excursions get pulled back rather than continuing.
Fits
Rise / Fall and digit contracts, where you want the plainest possible series and no jump risk in the middle of a short duration.
Fights
Touch contracts with distant barriers. Without jumps, reaching a far level inside a short window is genuinely unlikely, and the payout reflects that honestly.

Pulse

Drifting diffusion with one-sided jumps
How it behaves
Pulse Rise drifts upward and jumps upward; Pulse Drop does the reverse. The asymmetry is the defining property and it does not switch.
Fits
Directional contracts over longer durations, where the drift has room to express itself rather than being drowned by tick noise.
Fights
Assuming the drift protects you on a short contract. Over five ticks the noise dominates the drift by a wide margin.

Flux

Symmetric jump-diffusion
How it behaves
Quiet stretches punctuated by sudden moves in either direction. A jump carries no information about the next one, and there is no directional bias to lean on.
Fits
Multipliers with a wider stop loss and a lower multiplier, and Rise / Fall over short windows. Higher / Lower and Touch / No Touch are offered on Vortex only.
Fights
Accumulators. A process built around sudden range exits is the worst possible pairing for a contract that pays for staying inside a range.

Grid

Discrete stepping
How it behaves
The price moves in fixed increments rather than continuously, so levels are exact and the series is naturally quantised.
Fits
Rise / Fall over an odd number of ticks, since an even count can finish level and a level finish loses both sides, and Multipliers. Digit and barrier contracts are not offered on Grid.
Fights
Strategies that assume a continuous price. Anything depending on the price passing smoothly through a level behaves differently here.

The thing that catches people out

Every family switches regimes occasionally. A stretch that has been calm for twenty minutes is not evidence that it will stay calm, and a strategy tuned on one regime will behave differently in the next one without anything having gone wrong. If your approach depends on conditions persisting, test it across several hours on the demo rather than several minutes.

On win rate

A strategy that wins more often than it loses can still lose money, because payouts and stakes are not symmetric. Before concluding that something works, multiply it out: win rate times payout against loss rate times stake. Most approaches that feel like they work fail that arithmetic, and the demo will show you over a few hundred trades what an afternoon cannot.

Risk. Synthetic indices are volatile by design. It is possible to lose your whole stake on any single contract, and losses can accumulate quickly at short durations. Trade the demo account until you can explain, before you buy, exactly how a contract settles and what it pays.

Test it where it costs nothing

Same engine, same tick stream, same settlement. A few hundred demo trades is the cheapest research available.

Open the terminal →Glossary

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