The Strat
30 independent instances — 6 symbols x 1m / 5m / 15m / 30m / 60m. Underlying price only, no options.
Window
Every trade ever logged, including the pre-scale-out era — those outnumber the scaled trades heavily, so a lifetime expectancy is mostly a statement about the old exit rule.
Does continuity back the trade?
Split on whether Full Time Frame Continuity supports this trade's own direction
(FtfcAlignment.supports(direction)) — not on the raw alignment tag.
The tag says what the higher timeframes are doing; it lumps shorts taken into all-green
tape together with the longs, which is why bucketing on it alone reads negative.
This split is the hypothesis Phase 10 exists to confirm forward.
Continuity supports the trade
+0.026R
expectancy per trade
n
17,463
Win rate
67.3%
Total
+459.0R
Everything else
+0.030R
expectancy per trade
n
72,667
Win rate
66.6%
Total
+2150.3R
Edge of supported
-0.003R
per trade, vs everything else
One tick round-trip, in R at median risk — no costs are modelled in any number on this page:
ES 0.056 · RTY 0.040 · IWM 0.022 · SPY 0.013 · QQQ 0.011 · NQ 0.010
By symbol
| Symbol | Supported | n | Other | n | Edge |
|---|---|---|---|---|---|
| RTY | +0.054R | 5,435 | +0.071R | 22,998 | -0.017R |
| NQ | +0.030R | 5,397 | +0.041R | 22,561 | -0.011R |
| ES | -0.019R | 2,220 | -0.032R | 8,558 | +0.013R |
| IWM | +0.042R | 1,555 | -0.002R | 6,330 | +0.044R |
| SPY | +0.010R | 1,421 | +0.001R | 6,188 | +0.009R |
| QQQ | -0.023R | 1,435 | -0.018R | 6,032 | -0.005R |
By timeframe
| Timeframe | Supported | n | Other | n | Edge |
|---|---|---|---|---|---|
| 1m | +0.030R | 12,929 | +0.039R | 53,367 | -0.008R |
| 5m | +0.019R | 2,829 | +0.004R | 12,769 | +0.015R |
| 15m | +0.027R | 907 | +0.008R | 4,024 | +0.020R |
| 30m | -0.001R | 542 | +0.003R | 1,717 | -0.004R |
| 60m | -0.035R | 256 | -0.000R | 790 | -0.035R |
By reversal vs continuation
| Reversal vs continuation | Supported | n | Other | n | Edge |
|---|---|---|---|---|---|
| reversal | +0.023R | 9,731 | +0.029R | 58,741 | -0.007R |
| continuation | +0.031R | 7,732 | +0.030R | 13,926 | +0.001R |
By combo
| Combo | Supported | n | Other | n | Edge |
|---|---|---|---|---|---|
| 2-2_bull_reversal | +0.034R | 1,935 | +0.024R | 16,830 | +0.010R |
| 2-2_bear_reversal | +0.031R | 1,825 | +0.026R | 16,900 | +0.005R |
| 2-1-2_bull_reversal | +0.013R | 2,119 | +0.040R | 9,599 | -0.027R |
| 2-1-2_bear_reversal | +0.007R | 1,776 | +0.036R | 9,688 | -0.029R |
| 2-1-2_bull_continuation | +0.025R | 4,103 | +0.026R | 6,777 | -0.001R |
| 2-1-2_bear_continuation | +0.038R | 3,629 | +0.034R | 7,149 | +0.004R |
| 3-1-2_bear_reversal | +0.027R | 1,052 | +0.024R | 2,908 | +0.003R |
| 3-1-2_bull_reversal | +0.028R | 1,024 | +0.030R | 2,816 | -0.002R |
By session
| Session | Supported | n | Other | n | Edge |
|---|---|---|---|---|---|
| globex | +0.040R | 9,859 | +0.051R | 39,325 | -0.011R |
| rth | +0.009R | 7,604 | +0.004R | 33,342 | +0.004R |
The raw alignment tag — the wrong cut
Shown for contrast, not for decisions. aligned_long reads negative because
only some of the trades in it are longs — the rest are shorts taken against green tape.
"Supported share" is how much of each tag is trades the tag actually backs.
| FTFC tag | n | Win rate | Expectancy | Total | Supported share |
|---|---|---|---|---|---|
| mixed | 52,112 | 67.4% | +0.029R | +1511.5R | 0.0% |
| aligned_long | 19,850 | 66.2% | +0.024R | +467.6R | 46.3% |
| aligned_short | 18,142 | 65.6% | +0.035R | +626.7R | 45.7% |
| unknown | 26 | 73.7% | +0.136R | +3.5R | 0.0% |
All instances
30 of 30 have tradedTrades
71,364
Win rate
62.6%
Expectancy
-0.026R
Total R
-1834.4R
Total P&L
$-747,753.11
Open
3
Armed
2
Skipped in position
5,183
Stale brackets
915
Ambiguous OCO
1
Expired brackets
46,505
Worst instance DD
$175,210.00
Best / worst
NQ_60m / QQQ_1m
Open positions
Levels and excursions as the engine last recorded them. There is no live mark — the bot owns the tape.
| Instance | Setup | Entry | Stop | Target | MFE / MAE |
|---|---|---|---|---|---|
| ES_30m | LONG — 2-1-2 Bullish Continuation | 7,703.75 | 7,693.75 | 7,708.75 | +0.10R / -0.38R |
| ES_60m | LONG — 2-2 Bullish Reversal | 7,705.00 | 7,678.75 | 7,731.25 | +0.14R / -0.64R |
| NQ_30m | LONG — 2-1-2 Bullish Continuation | 29,390.25 | 29,344.75 | 29,430.75 | +0.20R / -0.41R |
Armed brackets
Stop orders waiting on the break. R:R is against the first target (the prior opposing extreme); the replay found a median of 0.435, which is structural, not a bug.
| Instance | Setup | Trigger | Stop | R:R |
|---|---|---|---|---|
| NQ_60m | LONG — 2-2 Bullish Reversal | 29,430.75 | 29,268.75 | 0.19 |
| RTY_15m | SHORT — 2-2 Bearish Reversal | 2,734.30 | 2,736.40 | 1.00 |
Instance grid
6 symbols x 5 timeframes
Each (symbol, timeframe) is an independent tracked instance with its own P&L —
separating them is how the edge table learns which deserve size.
Click an instance name for its full analysis.
No percentage columns: starting_equity is unset by design, so R and dollars are what is real.
| Instance | State | Trades | W / L / S | Win rate | Expectancy | Total R | P&L | Max DD | Skipped | Last bar |
|---|---|---|---|---|---|---|---|---|---|---|
| ES_1m | flat | 4,245 | 1539 / 1054 / 1652 | 59.4% | -0.062R | -264.3R | $-66,850.00 | $66,890.00 | 355 | 2026-08-18 09:20:00 |
| ES_5m | flat | 3,614 | 1504 / 652 / 1458 | 69.8% | -0.050R | -181.5R | $-86,802.50 | $87,330.00 | 248 | 2026-10-16 16:50:00 |
| ES_15m | flat | 1,158 | 499 / 196 / 463 | 71.8% | -0.040R | -46.8R | $-36,005.00 | $36,245.00 | 62 | 2026-10-16 16:30:00 |
| ES_30m | LONG — | 537 | 228 / 86 / 223 | 72.6% | -0.033R | -18.0R | $-20,820.00 | $23,632.50 | 14 | 2026-10-16 16:00:00 |
| ES_60m | LONG — | 243 | 104 / 39 / 100 | 72.7% | -0.052R | -12.7R | $-11,830.00 | $13,005.00 | 4 | 2026-10-16 15:00:00 |
| NQ_1m | flat | 16,844 | 8836 / 5273 / 2735 | 62.6% | -0.003R | -44.4R | $-169,539.00 | $175,210.00 | 1,116 | 2026-10-16 16:58:00 |
| NQ_5m | flat | 3,221 | 1589 / 939 / 693 | 62.9% | -0.012R | -39.8R | $-79,067.50 | $81,942.50 | 131 | 2026-10-16 16:50:00 |
| NQ_15m | flat | 1,085 | 522 / 307 / 256 | 63.0% | -0.021R | -22.3R | $-30,945.00 | $35,645.00 | 25 | 2026-10-16 16:30:00 |
| NQ_30m | LONG — | 507 | 231 / 137 / 139 | 62.8% | +0.012R | +6.3R | $-2,975.00 | $16,385.00 | 10 | 2026-10-16 16:00:00 |
| NQ_60m | 1 armed | 259 | 143 / 58 / 58 | 71.1% | +0.027R | +7.0R | $+13,155.00 | $16,920.00 | 5 | 2026-10-16 15:00:00 |
| RTY_1m | flat | 16,277 | 7859 / 4871 / 3547 | 61.7% | -0.006R | -96.1R | $-170,515.00 | $170,515.00 | 1,721 | 2026-10-16 16:58:00 |
| RTY_5m | flat | 3,407 | 1671 / 894 / 842 | 65.1% | -0.034R | -115.0R | $-50,305.00 | $51,255.00 | 302 | 2026-10-16 16:50:00 |
| RTY_15m | 1 armed | 1,110 | 568 / 245 / 297 | 69.9% | -0.001R | -1.2R | $-13,300.00 | $14,270.00 | 48 | 2026-10-16 16:30:00 |
| RTY_30m | flat | 524 | 246 / 117 / 161 | 67.8% | -0.023R | -11.8R | $-9,095.00 | $9,710.00 | 20 | 2026-10-16 16:00:00 |
| RTY_60m | flat | 247 | 124 / 57 / 66 | 68.5% | -0.047R | -11.7R | $-10,320.00 | $11,060.00 | 9 | 2026-10-16 15:00:00 |
| SPY_1m | flat | 4,646 | 2143 / 1392 / 1111 | 60.6% | -0.046R | -211.9R | $-178.67 | $179.66 | 294 | 2026-10-16 15:58:00 |
| SPY_5m | flat | 893 | 410 / 231 / 252 | 64.0% | -0.013R | -12.0R | $-173.72 | $181.05 | 31 | 2026-10-16 15:50:00 |
| SPY_15m | flat | 301 | 135 / 87 / 79 | 60.8% | -0.066R | -19.8R | $-217.48 | $234.46 | 9 | 2026-10-16 15:30:00 |
| SPY_30m | flat | 139 | 64 / 42 / 33 | 60.4% | -0.073R | -10.1R | $-70.13 | $73.32 | 5 | 2026-10-16 15:00:00 |
| SPY_60m | flat | 54 | 21 / 17 / 16 | 55.3% | -0.040R | -2.2R | $-49.46 | $62.61 | 2 | 2026-10-16 14:00:00 |
| QQQ_1m | flat | 4,540 | 2230 / 1541 / 769 | 59.1% | -0.066R | -301.3R | $-427.57 | $470.80 | 270 | 2026-10-16 15:58:00 |
| QQQ_5m | flat | 893 | 401 / 297 / 195 | 57.4% | -0.098R | -87.9R | $-541.74 | $541.89 | 45 | 2026-10-16 15:50:00 |
| QQQ_15m | flat | 285 | 144 / 88 / 53 | 62.1% | -0.042R | -12.0R | $-184.08 | $198.52 | 8 | 2026-10-16 15:30:00 |
| QQQ_30m | flat | 138 | 58 / 47 / 33 | 55.2% | -0.072R | -9.9R | $-135.40 | $162.98 | 1 | 2026-10-16 15:00:00 |
| QQQ_60m | flat | 61 | 21 / 28 / 12 | 42.9% | -0.264R | -16.1R | $-208.91 | $211.51 | 3 | 2026-10-16 14:00:00 |
| IWM_1m | flat | 4,769 | 2259 / 1323 / 1187 | 63.1% | -0.037R | -176.5R | $-80.19 | $88.33 | 383 | 2026-10-16 15:58:00 |
| IWM_5m | flat | 855 | 402 / 218 / 235 | 64.8% | -0.098R | -84.2R | $-104.35 | $106.99 | 43 | 2026-10-16 15:50:00 |
| IWM_15m | flat | 302 | 128 / 82 / 92 | 61.0% | -0.074R | -22.5R | $-80.37 | $81.91 | 8 | 2026-10-16 15:30:00 |
| IWM_30m | flat | 136 | 54 / 38 / 44 | 58.7% | -0.084R | -11.4R | $-49.65 | $54.72 | 9 | 2026-10-16 15:00:00 |
| IWM_60m | flat | 74 | 27 / 17 / 30 | 61.4% | -0.058R | -4.3R | $-37.40 | $46.88 | 2 | 2026-10-16 14:00:00 |
Edge table
8 buckets on combo, folded from the stored combo x timeframe x symbol x ftfc x session key. Every row also carries its own supported/other split.
| Bucket | n | Win rate | Expectancy | Total R | P&L | FTFC ✓ | n | Other | Edge |
|---|---|---|---|---|---|---|---|---|---|
| 2-2_bull_reversal | 18,765 | 64.9% | +0.025R | +470.8R | $-194,695.85 | +0.034R | 1,935 | +0.024R | +0.010R |
| 2-2_bear_reversal | 18,725 | 66.2% | +0.026R | +487.9R | $-140,240.25 | +0.031R | 1,825 | +0.026R | +0.005R |
| 2-1-2_bull_reversal | 11,718 | 67.6% | +0.035R | +413.9R | $-84,030.57 | +0.013R | 2,119 | +0.040R | -0.027R |
| 2-1-2_bear_reversal | 11,464 | 67.8% | +0.032R | +365.5R | $-109,364.98 | +0.007R | 1,776 | +0.036R | -0.029R |
| 2-1-2_bull_continuation | 10,880 | 67.6% | +0.026R | +278.7R | $-80,672.75 | +0.025R | 4,103 | +0.026R | -0.001R |
| 2-1-2_bear_continuation | 10,778 | 67.8% | +0.035R | +380.4R | $-68,284.01 | +0.038R | 3,629 | +0.034R | +0.004R |
| 3-1-2_bear_reversal | 3,960 | 67.1% | +0.025R | +98.9R | $-32,377.45 | +0.027R | 1,052 | +0.024R | +0.003R |
| 3-1-2_bull_reversal | 3,840 | 68.1% | +0.029R | +113.2R | $-38,092.24 | +0.028R | 1,024 | +0.030R | -0.002R |
Recent closed trades
newest 25 from trades.jsonl| Closed | Instance | Setup | Entry | Exit | Why | R | P&L |
|---|---|---|---|---|---|---|---|
| 2026-10-16 16:58:27.925001 | RTY_1m | SHORT — 2-2_bear_reversal | 2,735.70 | 2,737.20 | stop | -1.00R | $-160.00 |
| 2026-10-16 16:56:29.316002 | NQ_1m | SHORT — 2-2_bear_reversal runner | 29,386.50 | 29,379.50 | target | +0.62R (+1.00R) | $+135.00 |
| 2026-10-16 16:56:28.651001 | NQ_1m | SHORT — 2-2_bear_reversal scale | 29,386.50 | 29,384.75 | target | +0.25R | $+30.00 |
| 2026-10-16 16:55:18.831001 | RTY_5m | SHORT — 2-1-2_bear_reversal | 2,735.30 | 2,736.40 | stop | -1.00R | $-120.00 |
| 2026-10-16 16:54:16.852001 | ES_5m | SHORT — 3-1-2_bear_reversal | 7,701.75 | 7,703.75 | stop | -1.00R | $-210.00 |
| 2026-10-16 16:54:15.911002 | RTY_1m | LONG — 2-2_bull_reversal runner | 2,735.80 | 2,736.00 | trail | +0.40R (+0.40R) | $+5.00 |
| 2026-10-16 16:53:59.499001 | RTY_1m | LONG — 2-2_bull_reversal scale | 2,735.80 | 2,736.00 | target | +0.40R | $+5.00 |
| 2026-10-16 16:51:29.110001 | RTY_1m | SHORT — 2-1-2_bear_reversal runner | 2,735.50 | 2,735.60 | trail | -0.08R (-0.17R) | $-10.00 |
| 2026-10-16 16:51:23.042002 | RTY_1m | SHORT — 2-1-2_bear_reversal scale | 2,735.50 | 2,735.50 | target | -0.00R | $-5.00 |
| 2026-10-16 16:49:45.228003 | NQ_1m | LONG — 2-2_bull_reversal | 29,382.00 | 29,382.00 | trail | +0.00R | $-10.00 |
| 2026-10-16 16:48:16.156001 | RTY_1m | SHORT — 2-1-2_bear_reversal | 2,735.50 | 2,735.50 | trail | -0.00R | $-10.00 |
| 2026-10-16 16:46:37.105001 | NQ_1m | SHORT — 2-2_bear_reversal | 29,385.75 | 29,385.75 | trail | -0.00R | $-10.00 |
| 2026-10-16 16:44:23.031002 | RTY_1m | LONG — 2-1-2_bull_reversal | 2,736.10 | 2,736.10 | target | +0.00R | $-10.00 |
| 2026-10-16 16:41:38.000001 | RTY_1m | LONG — 2-2_bull_reversal | 2,734.90 | 2,735.20 | trail | +0.50R | $+20.00 |
| 2026-10-16 16:40:13.774001 | RTY_1m | LONG — 2-2_bull_reversal | 2,734.90 | 2,734.40 | stop | -1.00R | $-60.00 |
| 2026-10-16 16:39:47.392001 | NQ_1m | LONG — 2-2_bull_reversal | 29,377.75 | 29,380.25 | trail | +0.40R | $+90.00 |
| 2026-10-16 16:39:23.990001 | NQ_5m | SHORT — 2-2_bear_reversal | 29,377.50 | 29,377.75 | trail | -0.01R | $-20.00 |
| 2026-10-16 16:39:08.608001 | ES_5m | SHORT — 2-2_bear_reversal | 7,701.00 | 7,701.00 | trail | -0.00R | $-10.00 |
| 2026-10-16 16:38:01.541001 | RTY_5m | SHORT — 2-2_bear_reversal | 2,735.20 | 2,734.90 | trail | +0.27R | $+20.00 |
| 2026-10-16 16:37:21.279003 | NQ_1m | SHORT — 2-1-2_bear_continuation runner | 29,379.50 | 29,379.75 | target | -0.03R (-0.03R) | $-10.00 |
| 2026-10-16 16:37:21.279002 | NQ_1m | SHORT — 2-1-2_bear_continuation scale | 29,379.50 | 29,379.75 | target | -0.03R | $-10.00 |
| 2026-10-16 16:36:47.337001 | RTY_1m | LONG — 2-1-2_bull_continuation | 2,736.10 | 2,735.50 | stop | -1.00R | $-70.00 |
| 2026-10-16 16:34:59.227001 | NQ_1m | LONG — 2-1-2_bull_continuation runner | 29,394.50 | 29,393.50 | trail | -0.07R (-0.18R) | $-25.00 |
| 2026-10-16 16:34:47.000001 | NQ_1m | LONG — 2-1-2_bull_continuation scale | 29,394.50 | 29,394.75 | target | +0.05R | $+0.00 |
| 2026-10-16 16:32:48.021002 | RTY_1m | SHORT — 3-1-2_bear_reversal | 2,735.50 | 2,735.80 | stop | -1.00R | $-40.00 |
Webhook stub
The payload v2 would POST to the execution server, recorded at arm time. v1 sends nothing — the delivery call does not exist yet, and the flag being on would only log louder.
| Emitted | Instance | Setup | Trigger | Exec contract | Status |
|---|---|---|---|---|---|
| 2026-10-16 16:58:20.000459 | NQ_1m | SHORT 3-1-2 Bearish Reversal | 29,380.00 | CME_MINI:NQZ2026 | stubbed |
| 2026-10-16 16:58:20.000459 | NQ_1m | LONG 3-1-2 Bullish Reversal | 29,391.75 | CME_MINI:NQZ2026 | stubbed |
| 2026-10-16 16:56:20.003434 | RTY_1m | SHORT 2-2 Bearish Reversal | 2,735.70 | CME_MINI:RTYZ2026 | stubbed |
| 2026-10-16 16:56:20.003434 | NQ_1m | SHORT 2-2 Bearish Reversal | 29,386.50 | CME_MINI:NQZ2026 | stubbed |
| 2026-10-16 16:53:20.003339 | RTY_1m | LONG 2-2 Bullish Reversal | 2,735.80 | CME_MINI:RTYZ2026 | stubbed |
| 2026-10-16 16:51:20.003368 | RTY_1m | SHORT 2-1-2 Bearish Reversal | 2,735.70 | CME_MINI:RTYZ2026 | stubbed |
| 2026-10-16 16:51:20.003368 | RTY_1m | LONG 2-1-2 Bullish Continuation | 2,736.10 | CME_MINI:RTYZ2026 | stubbed |
| 2026-10-16 16:50:20.003759 | RTY_5m | SHORT 2-1-2 Bearish Reversal | 2,735.30 | CME_MINI:RTYZ2026 | stubbed |
| 2026-10-16 16:50:20.003759 | RTY_5m | LONG 2-1-2 Bullish Continuation | 2,736.40 | CME_MINI:RTYZ2026 | stubbed |
| 2026-10-16 16:50:20.003759 | ES_5m | SHORT 3-1-2 Bearish Reversal | 7,701.75 | CME_MINI:ESZ2026 | stubbed |
Validation replay — baseline, not live
No replay baseline on disk. Generate one with
python scripts/strat_validate_replay.py --out data/strat/replay.
It writes to its own directory — do not point --out at
data/strat unless you intend to seed the live edge table.