Research
Drop raw strategy notes, links, or loose market observations here before formalization.
Draft idea extracted from source text matching engines: range_break.
Research source suggests a strategy worth structuring and testing: Is the ORB strategy working in any market consistently, during this volatility? We'll utilize the Opening Range Breakout Backtester to compare and contrast 3...
heikin ashi
simply buy at daily lower, and sell at daily highs
Research source suggests a strategy worth structuring and testing: No fetched result text was available; use the query as the research lead.
Test whether ES and NQ preserve the documented equity close-to-open drift when EUR/USD confirms risk-on conditions, then exit near the US cash open and require more than 20 trades with PF above 2.
The London open often tests or breaks the Asia range. Test continuation and failed-break variants on FX and currency futures.
Crude oil intraday returns can show announcement/session-specific predictability. Test Wednesday late-morning continuation and fade windows.
FX intraday momentum may appear around major trading-hour transitions. Test London first-30-minute move into pre-NY/NY handoff.
The NY opening range can define intraday continuation or failed-break behavior; test both directions with fixed risk multiples.
An asset's own recent return can predict the next session. Test short lookbacks across futures and forex.
The first half-hour return predicts the last half-hour return; test both continuation and reversal by asset.
Left side keeps the raw discovery queue; right side shows structured, editable research plans.
Left side collects formalized research plans; right side shows coded strategy specs that are ready to backtest.
Left side collects coded strategy folders; right side shows detailed backtest results.
Automatically splits deterministic backtest results into passed and failed groups; no processing stage or LLM is needed.
Research stages now run once a day in separated windows and record last run, completed jobs, and duration.
Uses You.com and LLM research to discover new trading ideas online.
Uses the idea LLM to organize raw research into formalized, testable strategy plans.
Uses the coding LLM to turn formalized ideas into executable strategy specs.
Runs coded strategies through the deterministic backtest engine and records detailed statistics.