Research
The work behind
every verdict.
Every verdict the screener gives is judged against thousands of earlier tests, and every one of those tests is on the record. That count is what makes a pass mean something, and the whole record is here for you to check.
- Trade ResultsSession by session, each strategy's hypothetical trades beside the day's market news.
- The LedgerEvery specification ever screened, searchable, with its verdict. Free.
- Research InsightsWhat the screening record taught us, and what would make each idea work.
- MethodologyThe gate stack, the ledger, and how an idea earns its place on a chart.
- BlogLong-form notes on screening, execution and market structure.
- A sample reportOne real screen
What a screening run
actually looks like
Candidates enter at the left. Each gate asks one question, and the ideas that answer it move on to the next. What reaches the right is a short list you can trust, because every idea on it has earned its place seven times over.
Read the methodology for what each gate tests, or the research insights for what each one taught us.
Candidates that pass, per 1,000
The shape of a screening run. Illustrative.
- 00Candidates1000
Ideas entering the screen
- 01Causality−18982
Could the signal have read a bar it could not have seen live?
- 02Edge vs. noise−872110
Is the average trade clearly above zero: over enough trades, not carried by a handful of sessions, and after counting every idea screened here?
- 03Drift null−5852
Does it beat random entries with the same trade count, hold and long/short mix?
- 04Walk-forward−3121
Does it hold on sessions the selection never saw?
- 05Mirror test−1011
Does the opposite trade, taken on the same bars, do clearly worse?
- 06Cost−65
Does the edge clear real per-fill commission and slippage, with room to spare?
- 07Era split5
Did it also pay in the years before the sample it was judged on? Reported on survivors; it never decides a verdict.