What we build
A working lab for systematic trading research: ideas go in, evidence comes out, and most ideas do not survive.
Current research
What is running on our charts right now, and how far each one has been tested.
Forward testMarketCoach V3.4.1
Signal fired on a Sim account: long 2 at 30,944.75, first target filled at 31,005.75, stop moved to breakeven. Still zero track record, and its backtest edge halved once roll gaps were removed.
Read the dev log →
Context toolLiquidity Heatmap
Marks sweeps of highs and lows as they happen, with the session's point of control. A mechanical sweep-reclaim rule showed no standalone edge in backtest; on the chart it is used as context and read the trader's own way.
Read the dev log →
TestingFlowEdge
Order flow read at a glance: delta heatmap, session VWAP bands, pressure bubbles and cumulative delta, drawn bar by bar on the candles. An indicator only; it places no orders.
Read the dev log →
Forward testEMA50 Chandelier
An automated strategy on a Sim account: EMA50 trend, pullback group, chandelier stop, 2R target. Watching for its next EMA cross. No results claimed until it passes our audit.
Read the dev log →Built on real charts
Signals firing live on NQ, winners and failures alike. No theory, no mock-ups.
A signal firing shows the machinery works; it does not show an edge.
The MGE research pipeline
Most ideas don't survive the pipeline. That is the point of it.
- Idea
- Hypothesis
- Prototype
- Backtest
- Forward test
- Break / refine
- Document
Every step is checked against a random-entry control and out-of-sample data, and we correct our own numbers in public when we find a mistake.
Where the work is now
- Exhaustion Coil04 Backtest
- EMA50 Chandelier05 Forward test
- MarketCoach V3.4.105 Forward test
- CSC / Attrition Break05 By hand, Sim
- NYLowSweep05 Checking fills
- FlowEdge06 Refined Sep 23
What passing means
Backtest vs. forward test
A mechanical backtest tests one fixed version of a rule. It can find no edge while the same tool stays useful in a trader's hands, read their own way. We publish both sides.
| Model | Mechanical backtest | Now | Date |
|---|---|---|---|
| Liquidity Heatmapsweep-reclaim rule | No standalone edge | In use as context | Sep 18 |
| CSC + Attrition Breakas coded rules | Didn't beat its mirror | Traded by hand, forward test | Sep 15 |
| IB 25/75retracement rule | 22 signals in ~7 yrs | Indicator in use as a map | Sep 15 |
| MarketCoachrelaxed config | Pass rested on roll gaps | Original config, forward test | Sep 12 |
| Kraken VolSqueezebreakout bot | Negative over 109 trades | Paper bot stopped | Sep 2 |
No live results are claimed for anything still in use; forward tests are how we find out. Read the write-ups →
Prop-firm calculator
Check an account against its drawdown, consistency, payout and trading-day rules before you take the trade.
Latest research
Why we build in public
Research should be documented, not marketed. We show the process: the experiments, the failures and the lessons.
Our mission →Educational and research content only. Not investment advice. No trade signals are sold or given. Trading futures involves substantial risk of loss. Backtested and simulated results are hypothetical and do not represent actual trading.