Reconciliation
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.
Not 'it lost'. What went wrong, and whether it was the rule or the market.
Every change arrives with the evidence behind it. You approve it.
A fix has to survive the same grading as a new strategy.
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 how failures are classified or how repairs are generated and tested.
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.
- 01Every live fill matched to its intended trade
What the strategy asked for is compared against what the broker actually did — price, timing, size. Slippage and rejections are measured rather than assumed away.
- 02Differences are classified, not just counted
A fill that came late is a different problem from one that came at a worse price, which is different again from one that never came. Each is named so the fix is obvious.
- 03The gap feeds back into expectations
Persistent execution cost is what separates a backtest that looked good from a live account that doesn't. Measuring it is the only way to know which one you have.
Reconciliation compared intended entries against filled entries and found trades filling at prices the entry candle never traded through.
- Cost of the defect, measured
- −$5.9k / week
- Visible in the strategy's own results?
- it looked like a losing weekno
- Found by
- matching fills to intent
An execution bug does not announce itself — it arrives disguised as a strategy that stopped working. The only way to tell the two apart is to reconcile every fill against what was asked for.
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.
Execution differences are surfaced, not averaged into the result.
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.
The same learning system that runs our own research desk, pointed at your strategies. You choose which folders it may learn from. Improved copies must beat the original on forward paper trades before promotion is even offered — and a promotion that stops holding up is demoted back to testing by the evidence, never quietly kept.
Why does reconciliation matter if my backtest already models costs?
Because a model is an estimate and your broker is a fact. Reconciliation measures the real gap between the trade your strategy intended and the fill you received, which is the difference between a backtest that looked good and an account that agrees with it.
What counts as an execution problem rather than a strategy problem?
A fill at a price the market did not offer, a fill that arrived late enough to change the outcome, or an order that never filled at all. Each is named separately, because the fix for slippage is different from the fix for rejection and both are different from a strategy that has simply stopped working.
Will this tell me my broker is bad?
It will tell you what your fills cost you, measured against your own intended trades. What you conclude about your broker from that is your call — we report the gap, we do not rank venues.
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 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.
Edges decay. A strategy exported six months ago is quietly rotting on someone's terminal, and nothing tells them. This does.
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