What happened when you tradedDonchian Breakout 20onARMthe last 30 sessions?
Result
+$1,831.00
Return
+1.83%
Trades
30
Replay ResultMay 18 – Jun 30 Eastern
Historical research only. Not investment advice, not a promise of future returns, and not a broker order.
A shorter path from idea to evidence.
Start with a trading idea. Replay it. Compare it. Add context. Then let the model decide whether it still deserves attention.
The point is knowing which ideas survived contact with the data.
01
Replay one rule.
Ask the clean question first: what would this strategy have done on this ticker over this window?
Signals
1 Active
VWAP
Bollinger
Donchian
Opening Range
Research Engine
Inputs are scored, compared, and resolved into evidence.
Step 01
Replay
Measure
Ledger
Result Evidence
Return
+1.83%
Drawdown
−0.42%
Trades
30
The output stays tied to replayable results: return, risk, trade count, and ledger evidence.
02
Combine signals.
Then measure whether two or more strategies agreeing actually improves the outcome.
Signals
2 Active
VWAP
RSI
MACD
Volume
Research Engine
Inputs are scored, compared, and resolved into evidence.
Step 02
Collect
Compare
Validate
Result Evidence
Lift
+0.31%
Win Rate
52%
Trades
68
The output stays tied to replayable results: return, risk, trade count, and ledger evidence.
03
Add context.
The same signal means different things in different markets. The lab measures the conditions around it.
Signals
2 Active
Trend
Volume
Volatility
Benchmark
Context Layer
Inputs are scored, compared, and resolved into evidence.
Step 03
Signal
Regime
Evidence
Result Evidence
Matches
915
Hit Rate
49.8%
Edge
0bps
The output stays tied to replayable results: return, risk, trade count, and ledger evidence.
04
Let the model filter.
Finally, the model scores what survived and separates trades worth attention from trades to block or shadow-track.
Signals
2 Active
Replay
Combo
Context
Model
Model Router
Inputs are scored, compared, and resolved into evidence.
Step 04
Context
Score
Route
Result Evidence
Approved
42
Blocked
512
Shadow
−0.18%
The output stays tied to replayable results: return, risk, trade count, and ledger evidence.
So what happened when the model made the decision today?
ClosedUpdated 11:59:41 PM Eastern
How’d the model do today?
Approved paper fills are −0.08% today. At this strictness, 426 blocked candidates would have fired and marked +2.29% after 15 minutes.
Model Protectiveness
Lower = more signals. Higher = more protection.
34%
Would Fire
426
Wins / Losses
244/175
15m Mark
+$2,285.07
Approved Model
−0.08%
−$81.67
Blocked What-If
+2.29%
426 Would Fire
SPY Today
+0.48%
$747.42
VTI Today
+0.27%
Benchmark Proxy
ModelSPYVTI10:05 AM – 3:57 PM Eastern
Latest model actions
Recent paper fills behind the model line.
No paper model fills have been recorded in the current visible session yet.
Research Center
The value is not one magic chart. It is the evidence system behind it.
The paid research center turns the archive into searchable replays, model comparisons, and proof ledgers. Subscribers see the exact strategy names, scores, decision paths, and trade-by-trade results.
Market Archive
Terabyte-Class
Cleaned, stored, indexed, and turned into repeatable simulations.