The Strat
30 independent instances — 6 symbols x 1m / 5m / 15m / 30m / 60m. Underlying price only, no options.
Window
Trades closed since 2026-08-18 09:22:00 — when scaling out at the first target went live. Everything below covers this window only, except the counters and the live rows, which the engine keeps per instance rather than per trade.
Does continuity back the trade? Since scale-out
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
+0.037R
expectancy per trade
n
13,894
Win rate
67.8%
Total
+520.2R
Everything else
+0.042R
expectancy per trade
n
58,150
Win rate
67.4%
Total
+2464.7R
Edge of supported
-0.005R
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 | +0.064R | 4,582 | +0.087R | 19,453 | -0.023R |
| NQ | +0.038R | 4,530 | +0.049R | 18,866 | -0.012R |
| IWM | +0.046R | 1,317 | -0.003R | 5,320 | +0.049R |
| SPY | +0.011R | 1,166 | +0.007R | 5,237 | +0.004R |
| QQQ | -0.031R | 1,209 | -0.026R | 5,056 | -0.005R |
| ES | +0.018R | 1,090 | -0.010R | 4,218 | +0.028R |
By timeframe
| Timeframe | Supported | n | Other | n | Edge |
|---|---|---|---|---|---|
| 1m | +0.043R | 10,182 | +0.055R | 42,366 | -0.012R |
| 5m | +0.027R | 2,299 | +0.008R | 10,500 | +0.020R |
| 15m | +0.039R | 749 | +0.013R | 3,257 | +0.026R |
| 30m | -0.000R | 450 | +0.013R | 1,393 | -0.013R |
| 60m | -0.028R | 214 | +0.020R | 634 | -0.048R |
By reversal vs continuation
| Reversal vs continuation | Supported | n | Other | n | Edge |
|---|---|---|---|---|---|
| reversal | +0.028R | 7,787 | +0.042R | 47,188 | -0.014R |
| continuation | +0.050R | 6,107 | +0.044R | 10,962 | +0.006R |
By combo
| Combo | Supported | n | Other | n | Edge |
|---|---|---|---|---|---|
| 2-2_bull_reversal | +0.038R | 1,474 | +0.029R | 13,811 | +0.008R |
| 2-2_bear_reversal | +0.027R | 1,587 | +0.040R | 13,383 | -0.013R |
| 2-1-2_bull_reversal | +0.028R | 1,550 | +0.052R | 7,738 | -0.025R |
| 2-1-2_bear_reversal | +0.008R | 1,512 | +0.058R | 7,615 | -0.050R |
| 2-1-2_bear_continuation | +0.052R | 3,062 | +0.050R | 5,584 | +0.001R |
| 2-1-2_bull_continuation | +0.048R | 3,045 | +0.037R | 5,378 | +0.011R |
| 3-1-2_bear_reversal | +0.035R | 902 | +0.047R | 2,307 | -0.012R |
| 3-1-2_bull_reversal | +0.041R | 762 | +0.036R | 2,334 | +0.004R |
By session
| Session | Supported | n | Other | n | Edge |
|---|---|---|---|---|---|
| globex | +0.058R | 7,742 | +0.072R | 30,911 | -0.014R |
| rth | +0.011R | 6,152 | +0.008R | 27,239 | +0.003R |
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 | 41,952 | 68.2% | +0.040R | +1661.5R | 0.0% |
| aligned_short | 15,360 | 65.9% | +0.043R | +659.4R | 46.0% |
| aligned_long | 14,727 | 67.3% | +0.045R | +661.1R | 46.4% |
| unknown | 5 | 100.0% | +0.547R | +2.7R | 0.0% |
All instances Since scale-out
29 of 30 have traded in this windowTrades
53,275
Win rate
62.3%
Expectancy
-0.027R
Total R
-1459.1R
Total P&L
$-536,234.11
Open
3
Armed
2
Skipped in position
5,183
Stale brackets
915
Ambiguous OCO
1
Expired brackets
46,505
Worst instance DD
$152,535.00
Best / worst
NQ_60m / QQQ_1m
The four counters above are lifetime — the engine keeps them per instance, not per trade, so they cannot be windowed. Everything else on this row covers since scale-out.
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 Since scale-out
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 | 0 | 0 / 0 / 0 | 0.0% | +0.000R | +0.0R | $+0.00 | $0.00 | 355 | 2026-08-18 09:20:00 |
| ES_5m | flat | 2,816 | 1161 / 527 / 1128 | 68.8% | -0.059R | -165.3R | $-78,272.50 | $78,585.00 | 248 | 2026-10-16 16:50:00 |
| ES_15m | flat | 901 | 392 / 159 / 350 | 71.1% | -0.043R | -39.0R | $-29,110.00 | $29,700.00 | 62 | 2026-10-16 16:30:00 |
| ES_30m | LONG — | 424 | 184 / 71 / 169 | 72.2% | -0.038R | -15.9R | $-18,740.00 | $23,585.00 | 14 | 2026-10-16 16:00:00 |
| ES_60m | LONG — | 186 | 81 / 31 / 74 | 72.3% | -0.061R | -11.4R | $-11,160.00 | $12,380.00 | 4 | 2026-10-16 15:00:00 |
| NQ_1m | flat | 13,375 | 6988 / 4206 / 2181 | 62.4% | -0.003R | -43.8R | $-147,260.00 | $152,535.00 | 1,116 | 2026-10-16 16:58:00 |
| NQ_5m | flat | 2,528 | 1252 / 725 / 551 | 63.3% | -0.013R | -32.2R | $-61,045.00 | $66,735.00 | 131 | 2026-10-16 16:50:00 |
| NQ_15m | flat | 849 | 401 / 238 / 210 | 62.8% | -0.021R | -17.5R | $-19,405.00 | $27,580.00 | 25 | 2026-10-16 16:30:00 |
| NQ_30m | LONG — | 398 | 189 / 101 / 108 | 65.2% | +0.018R | +7.0R | $+2,865.00 | $16,385.00 | 10 | 2026-10-16 16:00:00 |
| NQ_60m | 1 armed | 202 | 108 / 42 / 52 | 72.0% | +0.051R | +10.3R | $+27,935.00 | $5,290.00 | 5 | 2026-10-16 15:00:00 |
| RTY_1m | flat | 13,010 | 6358 / 3928 / 2724 | 61.8% | -0.004R | -50.6R | $-136,075.00 | $136,110.00 | 1,721 | 2026-10-16 16:58:00 |
| RTY_5m | flat | 2,684 | 1300 / 720 / 664 | 64.4% | -0.040R | -108.0R | $-43,045.00 | $43,285.00 | 302 | 2026-10-16 16:50:00 |
| RTY_15m | 1 armed | 863 | 450 / 189 / 224 | 70.4% | +0.010R | +9.0R | $-8,450.00 | $8,490.00 | 48 | 2026-10-16 16:30:00 |
| RTY_30m | flat | 411 | 196 / 87 / 128 | 69.3% | -0.010R | -3.9R | $-5,685.00 | $6,160.00 | 20 | 2026-10-16 16:00:00 |
| RTY_60m | flat | 198 | 100 / 41 / 57 | 70.9% | -0.037R | -7.4R | $-6,260.00 | $6,800.00 | 9 | 2026-10-16 15:00:00 |
| SPY_1m | flat | 3,736 | 1728 / 1161 / 847 | 59.8% | -0.049R | -183.6R | $-168.55 | $171.81 | 294 | 2026-10-16 15:58:00 |
| SPY_5m | flat | 696 | 315 / 192 / 189 | 62.1% | -0.014R | -10.0R | $-174.26 | $181.05 | 31 | 2026-10-16 15:50:00 |
| SPY_15m | flat | 240 | 102 / 77 / 61 | 57.0% | -0.092R | -22.1R | $-220.07 | $234.46 | 9 | 2026-10-16 15:30:00 |
| SPY_30m | flat | 112 | 53 / 33 / 26 | 61.6% | -0.077R | -8.6R | $-68.21 | $73.32 | 5 | 2026-10-16 15:00:00 |
| SPY_60m | flat | 43 | 16 / 12 / 15 | 57.1% | -0.049R | -2.1R | $-50.36 | $62.61 | 2 | 2026-10-16 14:00:00 |
| QQQ_1m | flat | 3,638 | 1764 / 1314 / 560 | 57.3% | -0.092R | -336.3R | $-443.81 | $470.80 | 270 | 2026-10-16 15:58:00 |
| QQQ_5m | flat | 694 | 310 / 241 / 143 | 56.3% | -0.118R | -81.9R | $-530.75 | $532.07 | 45 | 2026-10-16 15:50:00 |
| QQQ_15m | flat | 225 | 109 / 77 / 39 | 58.6% | -0.077R | -17.4R | $-198.52 | $198.52 | 8 | 2026-10-16 15:30:00 |
| QQQ_30m | flat | 109 | 43 / 39 / 27 | 52.4% | -0.099R | -10.8R | $-136.62 | $162.98 | 1 | 2026-10-16 15:00:00 |
| QQQ_60m | flat | 49 | 17 / 22 / 10 | 43.6% | -0.213R | -10.4R | $-183.21 | $183.21 | 3 | 2026-10-16 14:00:00 |
| IWM_1m | flat | 3,811 | 1817 / 1124 / 870 | 61.8% | -0.049R | -187.9R | $-82.23 | $88.33 | 383 | 2026-10-16 15:58:00 |
| IWM_5m | flat | 666 | 300 / 177 / 189 | 62.9% | -0.126R | -84.2R | $-106.06 | $106.47 | 43 | 2026-10-16 15:50:00 |
| IWM_15m | flat | 238 | 97 / 72 / 69 | 57.4% | -0.092R | -21.8R | $-78.22 | $79.66 | 8 | 2026-10-16 15:30:00 |
| IWM_30m | flat | 111 | 45 / 32 / 34 | 58.4% | -0.095R | -10.6R | $-49.68 | $54.72 | 9 | 2026-10-16 15:00:00 |
| IWM_60m | flat | 62 | 22 / 15 / 25 | 59.5% | -0.045R | -2.8R | $-36.05 | $46.88 | 2 | 2026-10-16 14:00:00 |
Edge table Since scale-out
29 buckets on symbol 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 |
|---|---|---|---|---|---|---|---|---|---|
| NQ · 1m | 18,624 | 67.2% | +0.052R | +973.2R | $-147,260.00 | +0.043R | 3,635 | +0.055R | -0.012R |
| RTY · 1m | 18,543 | 68.2% | +0.093R | +1729.9R | $-136,075.00 | +0.069R | 3,557 | +0.099R | -0.030R |
| IWM · 1m | 5,297 | 66.9% | +0.022R | +114.1R | $-82.23 | +0.054R | 1,072 | +0.013R | +0.041R |
| SPY · 1m | 5,111 | 64.3% | +0.007R | +36.0R | $-168.55 | -0.001R | 952 | +0.009R | -0.010R |
| QQQ · 1m | 4,973 | 62.1% | -0.022R | -107.6R | $-443.81 | -0.026R | 966 | -0.021R | -0.005R |
| RTY · 5m | 3,628 | 70.4% | +0.041R | +149.0R | $-43,045.00 | +0.032R | 631 | +0.043R | -0.011R |
| ES · 5m | 3,516 | 74.3% | -0.006R | -22.2R | $-78,272.50 | +0.017R | 686 | -0.012R | +0.028R |
| NQ · 5m | 3,116 | 67.3% | +0.026R | +79.9R | $-61,045.00 | +0.038R | 549 | +0.023R | +0.015R |
| RTY · 15m | 1,125 | 75.3% | +0.080R | +90.1R | $-8,450.00 | +0.114R | 210 | +0.072R | +0.042R |
| ES · 15m | 1,089 | 75.7% | +0.003R | +2.8R | $-29,110.00 | +0.044R | 228 | -0.008R | +0.053R |
| NQ · 15m | 969 | 66.0% | +0.005R | +5.3R | $-19,405.00 | -0.040R | 176 | +0.016R | -0.056R |
| QQQ · 5m | 851 | 61.5% | -0.042R | -35.5R | $-530.75 | -0.003R | 152 | -0.050R | +0.047R |
| IWM · 5m | 849 | 67.7% | -0.066R | -56.1R | $-106.06 | +0.033R | 143 | -0.086R | +0.119R |
| SPY · 5m | 839 | 67.6% | +0.033R | +27.4R | $-174.26 | +0.043R | 138 | +0.031R | +0.012R |
| RTY · 30m | 504 | 73.7% | +0.036R | +18.1R | $-5,685.00 | +0.031R | 120 | +0.038R | -0.007R |
| ES · 30m | 492 | 76.5% | +0.007R | +3.4R | $-18,740.00 | +0.033R | 118 | -0.001R | +0.034R |
| NQ · 30m | 460 | 69.5% | +0.042R | +19.3R | $+2,865.00 | +0.002R | 120 | +0.056R | -0.053R |
| IWM · 15m | 283 | 63.2% | -0.040R | -11.4R | $-78.22 | -0.094R | 52 | -0.028R | -0.066R |
| SPY · 15m | 274 | 60.0% | -0.035R | -9.6R | $-220.07 | +0.124R | 35 | -0.058R | +0.182R |
| QQQ · 15m | 266 | 62.4% | -0.019R | -5.0R | $-198.52 | +0.060R | 48 | -0.036R | +0.097R |
| RTY · 60m | 235 | 74.3% | +0.007R | +1.6R | $-6,260.00 | +0.006R | 64 | +0.007R | -0.002R |
| NQ · 60m | 227 | 73.4% | +0.076R | +17.3R | $+27,935.00 | +0.006R | 50 | +0.096R | -0.090R |
| ES · 60m | 211 | 75.6% | -0.030R | -6.2R | $-11,160.00 | -0.098R | 58 | -0.004R | -0.094R |
| IWM · 30m | 136 | 64.9% | -0.049R | -6.6R | $-49.68 | -0.052R | 27 | -0.048R | -0.004R |
| SPY · 30m | 128 | 65.6% | -0.048R | -6.1R | $-68.21 | +0.100R | 32 | -0.097R | +0.198R |
| QQQ · 30m | 123 | 57.6% | -0.085R | -10.4R | $-136.62 | -0.293R | 33 | -0.008R | -0.285R |
| IWM · 60m | 72 | 65.9% | +0.044R | +3.2R | $-36.05 | +0.171R | 23 | -0.016R | +0.186R |
| QQQ · 60m | 52 | 46.3% | -0.210R | -10.9R | $-183.21 | -0.520R | 10 | -0.136R | -0.384R |
| SPY · 60m | 51 | 61.8% | +0.042R | +2.1R | $-50.36 | +0.037R | 9 | +0.043R | -0.006R |
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.