Strategy Health
Edges decay. A strategy exported six months ago is quietly rotting on someone's terminal, and nothing tells them. This does.
The comparison is to the result that sold you the strategy — never a fresh re-run, which would move the goalposts every time we add history.
A drift alert fires on the transition, not on every check. A warning repeated daily stops being a warning.
Under a meaningful number of forward trades it says so rather than grading. A handful of paper trades cannot tell decay from variance.
When the evolution loop seals an improvement it runs as a paper challenger on the desk, and you see it in the app under Strategy Performance → Evolved. You promote it from the desk. Nothing changes a strategy you are running without you.
Whatever you build here is tested against real market conditions and graded out-of-sample, so you always know whether it's working — on your own strategy, not a marketing figure. How the proof engine grades.
We don't publish the health score, its threshold, or how the drift comparison is constructed.
We publish what a module does and what it's for. We don't publish how it works. The method is the product — and anyone holding the method holds the product.
Evaluating this for a desk? Talk to sales and we'll go as deep as an NDA allows.
Health is a signal to look, not a verdict. Markets change, edges decay — that is the job, not a failure.
- 01Compare live against the tested baseline
A deployed strategy's realised behaviour is measured against what the backtest said it should do — not against whether it made money last week, which is noise at small sample sizes.
- 02Drift is a signal, not an alarm bell
Divergence is reported with its sample size and its size relative to normal variation, so a bad fortnight inside expectations does not read as a broken system.
- 03It tells you; it does not act
Health reporting never disables, resizes or retires anything. The decision stays with you, because the cost of a wrong automatic retirement is paid by you.
The evidence bar a strategy must clear before its live record is treated as saying anything.
- Trades before a promotion is judged
- 25 minimum
- What a 6-trade drawdown proves
- inside normal variationnothing yet
- What the radar does at trade 6
- reports, with the sample size
Small samples produce dramatic-looking numbers in both directions. Stating divergence alongside the evidence behind it is what separates an early warning from a false alarm.
Every one of these is a thing we could ship and choose not to. They are here because the limits are the part of a research tool you actually have to trust.
Drift is reported. Acting on it is your call.
Divergence is stated with the evidence behind it.
One pipeline, one strategy shape end to end. What you backtest is byte-for-byte what papers and what exports — there is no re-implementation step where drift can hide.
What is decay, in plain terms?
A strategy behaving differently live than it did in testing. Markets change, and an edge that was real can stop being real — the radar's job is to tell you early and with enough context to judge, rather than after a drawdown has made it obvious.
Does the platform stop a strategy that is decaying?
No. It reports the divergence and the evidence behind it. Nothing here switches your trading off or on for you.
How is drift different from a normal losing streak?
A losing streak sits inside the variation the backtest already predicted; drift is behaviour outside it, sustained, on enough trades to mean something. The radar reports both the divergence and the sample behind it so you can tell which one you are looking at.
How soon will I know?
As soon as there is enough evidence to say anything — which is deliberately not the same as immediately. An alert fired on three trades would be noise, and noise is how real warnings get ignored.
Draw your rules on a canvas, or just describe them in plain English. Either way you end up with a strategy the platform can test, trade and grade like any other.
Bring a strategy you already run. An MT5 expert or a Pine script comes in and gets held to the same standard as everything else here.
It reads the chart the way you do — structure, swings, ranges, compression, the shape of the candles — and it reads it as of that bar, never with hindsight.
Most strategies aren't good or bad — they're good somewhere and bad somewhere else. This finds which conditions carry yours, and which quietly bleed it.
Every losing trade is evidence. This reads all of them, finds what they had in common, proposes a change to the rule — and proves the change before it ships.
Every module has an opinion. This turns them into one call, with the reasoning attached — and it will only act on an edge that has actually proved out.
A backtest tells you what a strategy would have made. This tells you whether its decisions were actually any good — against history it was never shown.
It goes to paper the moment it earns it. Live stays off until you turn it on — and you're the only one who can.
A decade of minute-resolution history across thirty instruments — the thing that decides whether a backtest is evidence or an opinion with a chart attached.
Bring a strategy you already trade.
Test it yourself — or bring your desk's questions to us.
No card required · sales is for desks and teams