The Strat

30 independent instances — 6 symbols x 1m / 5m / 15m / 30m / 60m. Underlying price only, no options.

STRAT_ENABLED ON PAPER ONLY WEBHOOK STUB

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 traded

Trades

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

40 buckets on combo x timeframe, 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_bear_reversal · 1m 13,695 65.5% +0.033R +447.0R $-78,880.80 +0.026R 1,467 +0.033R -0.007R
2-2_bull_reversal · 1m 13,544 64.4% +0.038R +516.0R $-86,346.93 +0.033R 1,444 +0.039R -0.006R
2-1-2_bull_reversal · 1m 8,780 66.7% +0.042R +364.4R $-62,523.68 +0.025R 1,575 +0.045R -0.020R
2-1-2_bear_reversal · 1m 8,483 67.1% +0.040R +337.1R $-53,276.52 +0.008R 1,326 +0.046R -0.038R
2-1-2_bull_continuation · 1m 8,091 66.3% +0.027R +219.8R $-54,154.56 +0.024R 2,999 +0.029R -0.005R
2-1-2_bear_continuation · 1m 8,010 66.3% +0.046R +364.7R $-37,202.80 +0.047R 2,672 +0.045R +0.002R
2-2_bull_reversal · 5m 3,453 65.9% -0.007R -25.2R $-63,553.78 +0.039R 254 -0.011R +0.050R
2-2_bear_reversal · 5m 3,210 68.3% +0.006R +19.4R $-45,941.12 +0.064R 198 +0.002R +0.062R
3-1-2_bear_reversal · 1m 2,875 65.2% +0.036R +103.5R $-16,457.95 +0.030R 743 +0.038R -0.009R
3-1-2_bull_reversal · 1m 2,818 68.3% +0.036R +100.3R $-18,752.18 +0.050R 703 +0.031R +0.020R
2-1-2_bear_reversal · 5m 1,954 69.7% +0.013R +24.9R $-27,004.33 +0.004R 275 +0.014R -0.010R
2-1-2_bull_reversal · 5m 1,897 69.4% +0.008R +15.9R $-24,896.17 -0.028R 313 +0.016R -0.043R
2-1-2_bear_continuation · 5m 1,881 71.9% +0.002R +3.3R $-29,922.25 +0.016R 640 -0.006R +0.022R
2-1-2_bull_continuation · 5m 1,840 72.1% +0.027R +49.4R $-10,052.85 +0.041R 740 +0.018R +0.023R
2-2_bear_reversal · 15m 1,101 69.1% +0.026R +28.7R $-7,471.50 +0.025R 97 +0.026R -0.001R
2-2_bull_reversal · 15m 1,052 67.1% -0.016R -17.0R $-25,045.79 +0.027R 123 -0.022R +0.049R
3-1-2_bear_reversal · 5m 696 71.0% -0.004R -2.6R $-10,456.36 +0.012R 205 -0.010R +0.023R
3-1-2_bull_reversal · 5m 667 67.2% +0.028R +18.7R $-5,167.95 -0.026R 204 +0.052R -0.078R
2-1-2_bear_reversal · 15m 624 68.4% -0.000R -0.2R $-20,135.97 +0.036R 99 -0.007R +0.043R
2-1-2_bull_reversal · 15m 613 73.9% +0.032R +19.6R $-4,633.39 +0.036R 111 +0.031R +0.005R
2-1-2_bull_continuation · 15m 572 72.4% +0.022R +12.5R $-9,606.59 +0.010R 207 +0.028R -0.018R
2-1-2_bear_continuation · 15m 481 69.5% +0.019R +8.9R $-5,445.36 +0.043R 134 +0.009R +0.034R
2-2_bear_reversal · 30m 473 65.0% -0.016R -7.5R $-6,012.99 -0.053R 42 -0.012R -0.040R
2-2_bull_reversal · 30m 468 70.0% +0.015R +6.8R $-6,363.06 +0.095R 82 -0.003R +0.097R
2-1-2_bull_reversal · 30m 318 71.9% +0.052R +16.5R $+2,344.40 +0.013R 93 +0.068R -0.055R
2-1-2_bear_continuation · 30m 300 76.0% -0.004R -1.3R $+1,315.53 -0.037R 136 +0.022R -0.059R
2-1-2_bear_reversal · 30m 281 70.1% +0.000R +0.1R $-9,192.06 -0.034R 48 +0.007R -0.041R
2-1-2_bull_continuation · 30m 253 67.8% +0.009R +2.2R $-5,246.15 +0.018R 86 +0.004R +0.013R
3-1-2_bear_reversal · 15m 250 74.9% -0.008R -2.1R $-2,133.97 +0.061R 55 -0.028R +0.089R
2-2_bull_reversal · 60m 248 62.1% -0.040R -9.9R $-13,386.30 -0.062R 32 -0.036R -0.026R
2-2_bear_reversal · 60m 246 68.3% +0.001R +0.3R $-1,933.83 +0.224R 21 -0.020R +0.244R
3-1-2_bull_reversal · 15m 238 72.0% +0.024R +5.8R $-6,259.35 +0.005R 81 +0.035R -0.030R
2-1-2_bull_continuation · 60m 124 70.6% -0.042R -5.2R $-1,612.61 -0.060R 71 -0.018R -0.041R
2-1-2_bear_reversal · 60m 122 80.0% +0.030R +3.7R $+243.91 -0.021R 28 +0.046R -0.067R
2-1-2_bull_reversal · 60m 110 63.2% -0.023R -2.5R $+5,678.27 -0.290R 27 +0.064R -0.354R
2-1-2_bear_continuation · 60m 106 80.5% +0.045R +4.8R $+2,970.86 +0.006R 47 +0.076R -0.070R
3-1-2_bull_reversal · 30m 84 54.5% -0.135R -11.3R $-6,689.31 -0.146R 23 -0.131R -0.015R
3-1-2_bear_reversal · 30m 82 73.1% +0.000R +0.0R $-3,301.54 +0.041R 32 -0.026R +0.068R
3-1-2_bear_reversal · 60m 57 77.1% -0.000R -0.0R $-27.63 -0.038R 17 +0.016R -0.054R
3-1-2_bull_reversal · 60m 33 63.6% -0.008R -0.3R $-1,223.45 +0.100R 13 -0.078R +0.178R

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.