US Main — How this book trades
Every book runs the same signal engine, but a walk-forward tuner learns each book's own pillar emphasis and exit distances from its own universe. These are the live parameters.
Pillar weights · tuned 2026-05-29
Conviction factors
ema stack0.134 · multitf agreement0.227 · rsi regime0.087 · momentum trajectory0.233 · volume ratio0.156 · atr regime0.163
Exit parameters per signal family
| Family | Stop ATR | Target ATR | Entry offset | Time stop |
|---|---|---|---|---|
| anticipation | 2.1044 | — | 0.2283 | 21 bars |
| breakout | 3.1102 | 3.9163 | 0.0191 | — |
| continuation lite | — | 1.9801 | 0.1123 | — |
| failed | — | 1.4569 | — | — |
| failed up | — | — | — | 8 bars |
| mean reversion | 0.7173 | 2.3876 | 0.4124 | 11 bars |
| momentum continuation | — | — | 0.2429 | — |
| oversold bounce | 2.0236 | — | 0.2562 | 2 bars |
| pullback | 1.1799 | 2.267 | 0.0978 | — |
| pullback vwap | — | 2.3201 | 0.1584 | — |
| rally sell bear | — | — | 0.232 | 4 bars |
| reversal | 1.1472 | — | 0.0411 | 14 bars |
What is deliberately not shown
Position sizing (how much of the book each trade takes) is private, and the tuner's in-sample backtest numbers are omitted on purpose — the live Track Record is the only performance claim this site makes.