Mean-reversion · Key level analysis · Probability engine · Live monitoring
InstrumentDate
📐
Select an instrument and click Load Levels
📍 Level Confluences— multiple levels stacked within 0.15% of each other (stronger zones)
🚨 Intraday Breaks— levels actually crossed during today's session (click Scan Breaks to detect)
Price Chart — Key Levels
Historical Level Statistics
Date
PDH
PDL
Broke PDH?
PDH Result
Broke PDL?
PDL Result
Day Range%
Strategy Watchlist
📋
No instruments in strategy watchlist yet.
InstrumentHistory
🧠 Markov Params
Params used for regime classification (walk-forward, no lookahead).
Change = cache busted, full recompute.
📡 Live Session Context
📈 PDH — Previous Day High (resistance)
📉 PDL — Previous Day Low (support)
🧠 Markov-Regime Conditional RatesPrior-day regime → today's break/reversal probability
Regime
N days
PDH Break
PDH Reversal
PDH→PDL
PDL Break
PDL Reversal
PDL→PDH
🔢 Conditional Probability Matrix — Regime × Open ContextAll cells: P(event | regime, how the day opened)
Regime
Open Context
N
PDH Break%
PDH Rev%
PDH→PDL%
PDL Break%
PDL Rev%
PDL→PDH%
🌅 Open Context (Gap vs Flat)
Context
N
PDH Brk%
PDH Rev%
PDL Brk%
PDL Rev%
📊 Volatility Quartile (Day Range)
Quartile
N
PDH Brk%
PDH Rev%
PDL Brk%
PDL Rev%
InstrumentClassHistory
Setup
Last Sharpe
N Trades
Optimal Params
Stop%
R:R / Trail
Swept
Load
Strategy Type
Drives which params and sweeps are shown below
🧠 Signal (Markov)
⚙ Execution (MR)
📈 Execution (TC)
📝 Notes ▼
Setup toggles (● / ○ above) control which setups run — only enabled setups matching the selected Strategy Type are included. Mean Reversion (A/B/C): fixed stop + R:R · ▶ Run Backtest = your exact params · 🔬 Sweep All = Markov × Stop × R:R grid. Trend Continuation (D/E): trailing stop · 🔬 Sweep All = Markov × Trail Activate × Trail Dist (hard stop fixed). [Load] fills params from saved optimal. Disabling a setup preserves its saved results.
🔬 Sweep Results▲
Best Config — Highest Combined Sharpe
Stop% × R:R Heatmap — Best Combined Sharpe per Cell
(Green = high · Red = low · ★ = your params)
Trail Activate% × Trail Dist% Heatmap
🏆 Best Combo
🎯 Your Params
📈 Equity Curve━━ Strategy╌╌ Buy & Hold
📅 Yearly Breakdown vs Buy & Hold
Click a year to diagnose
Year
Trades
Win%
Total P&L%
Avg P&L%
B&H Return%
📓 Trade Log (last 50)▼
Entry
Exit
Dir
Entry $
Exit $
Exit Type
P&L%
Hold
Setup
Regime
ATR Q
InstrumentLevelRef Time
🕯 Previous Session
Hourly regime at prior session close · available before open ·
use to decide which instruments to watch
Click Load to fetch
⚡ Live 5-min Signal
5-min opening bars regime · use at 09:35–09:50 to confirm entry
Bars
Click Load to activate
📊 Hourly Regime at Break — PDH Reversal History
Daily Regime
Regime at Open
N Events
Reversal%
Avg Persist (bars)
Recommendation
Previous session (hourly):
Regime from the prior day's closing hour — available before market open. 5-min opening bar:
Regime from the first 1 or 3 bars of the session (09:30–09:35 / 09:30–09:50)
— confirms whether opening momentum aligns with the setup direction.
Walk-forward: training uses only prior session bars; signal uses only the first N bars. How to use:
Compare previous-session vs 5-min regime for your target bucket.
If BEAR+BULL is 71% on previous session, check whether BEAR daily +
5-min BULL also shows elevated reversal rate — that combination is your
highest-conviction entry filter.
Each mode is cached separately — switching is instant after first load.
📋 Individual Break Events▼
Date
Daily Regime
Hourly @ Open
PDH Break
PDL Break
PDH Reversed
PDL Reversed
Persist (bars)
MR Watchlist
—
⚠ Click anywhere on this tab to enable audio alerts for setup signals.
📈 Swing Signals — Trend Continuation
Evaluated at 16:05 ET daily
—
Loading swing signals…
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TF:
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↩ Mean-Reversion Signals — DIA / GLD
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Only BEAR daily regime triggers MR setups (A+C validated edge).
Alerts fire at 3 levels: approach (1% from level) · signal (5-min SIDE) · avoid.
Persistence data must be loaded in the Markov tab for full recommendations.