Methodology
How our research is produced, validated, and presented.
Data Sources
We use our own stored OHLCV datasets and internal research ledgers. The chart data is served through a custom UDF-compatible API. No third-party broker feeds are redistributed.
Backtest Rules
Backtests include estimated round-trip costs where applicable. Results are research outputs and may differ from live execution due to slippage, liquidity, latency, and broker-specific behavior. Walk-forward, multi-seed, and Monte-Carlo permutation tests are applied to qualifying strategies before publication.
Paper Trading
Paper-trading examples are simulated records used for visual inspection and operational testing. They are not proof of live profitability. Paper traces are clearly labelled and never mixed with realized live results.
Risk
Futures trading involves substantial risk. Research results can fail out-of-sample and should not be interpreted as investment advice. The site publishes both positive and failed-strategy records to maintain research transparency.
Limitations
- Sample data shown publicly may be smoothed or downsampled for clarity.
- Strategy parameters and live execution details remain internal.
- Public marker layers do not reveal account-level information.
- Past performance does not guarantee future results.