Strategies
One canonical inventory of every strategy TradeRep has tested, across both campaign engines, plus the prospective live-shadow candidates and the pre-registered AV2 items that have not run. Every row carries its mechanism family, market, timeframe, research gate, Phase A/B/C state, metrics, exact stop reason and integrity signals — and links to a record page with its full history. Nothing here re-decides a verdict: stage labels are the campaign runner’s own, quoted.
DashboardResearch Status (card view)Live AuditResearch History
Current
13
Completed
58
Passed
0
Failed
51
Nominal tests
59
Unique strategies
59
Effective independent
—
The Strategy Factory artifact tree (
research-output/strategy-factory/) is not in this checkout, so A6+ campaigns are not listed below. That is a missing-artifact condition, not a finding: those campaigns are produced by the multi-market research lane and appear here as soon as their artifacts are present.MarketMNQ
Mechanism familyVolatility expansion / contraction 13Order flow / aggressor imbalance 11Unclassified 11Overnight / prior-day structure 7Regime-conditioned 6Breakout / failed breakout 5Momentum / trend 5Market structure / FVG / liquidity 5Session / time-of-day 4Mean reversion 2Auction / value profile 2“inf” = classified by the flagged keyword heuristic rather than a curated mapping.
Completed strategies
19 of 19 shown| Strategy | Family | Campaign | Market · TF · side | Phase | Gate | Outcome | Screen n | Screen exp | Val exp | Holdout | Stop reason |
|---|---|---|---|---|---|---|---|---|---|---|---|
| a5-01-volatility-acceleration-continuation a5-01-volatility-acceleration-continuation | Volatility expansion / contraction a5-01-volatility-acceleration-continuation | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 102 | +0.118R | — | — | Lightning Screen: Aggregate expectancy is positive (0.1176R) but the top 10 winning trades alone account for 166.7% of total R -- the apparent edge is fragile. |
| a5-02-price-per-volume-vacuum-continuation a5-02-price-per-volume-vacuum-continuation | Order flow / aggressor imbalance a5-02-price-per-volume-vacuum-continuation | a5 strategy lab | MNQ MNQ 1-minute OHLCV · BOTH | Phase A | LIGHTNING | fail | 5,259 | -0.006R | — | — | Lightning Screen: Aggregate expectancy -0.0057R over 5259 resolved trades is negative/flat (PF=0.991), with 2/4 qualifying years (n>=15) agree with the aggregate sign. |
| a5-03-price-per-volume-vacuum-reversal a5-03-price-per-volume-vacuum-reversal | Order flow / aggressor imbalance a5-03-price-per-volume-vacuum-reversal | a5 strategy lab | MNQ MNQ 1-minute OHLCV · BOTH | Phase A | LIGHTNING | fail | 138 | -0.174R | — | — | Lightning Screen: Aggregate expectancy -0.1739R over 138 resolved trades is negative/flat (PF=0.760), with 4/4 qualifying years (n>=15) agree with the aggregate sign. |
| a5-04-opening-inventory-rejection a5-04-opening-inventory-rejection | Session / time-of-day a5-04-opening-inventory-rejection | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 58 | -0.184R | — | — | Lightning Screen: Aggregate expectancy -0.1845R over 58 resolved trades is negative/flat (PF=0.742), with 2/3 qualifying years (n>=15) agree with the aggregate sign. |
| a5-05-overnight-reversion-failure a5-05-overnight-reversion-failure | Overnight / prior-day structure a5-05-overnight-reversion-failure | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 32 | +0.084R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0843R) but the top 10 winning trades alone account for 1100.9% of total R -- the apparent edge is fragile. |
| a5-06-vwap-displacement-regime-switch a5-06-vwap-displacement-regime-switch | Auction / value profile a5-06-vwap-displacement-regime-switch | a5 strategy lab | MNQ MNQ 1-minute OHLCV · BOTH | Phase A | LIGHTNING | fail | 458 | -0.096R | — | — | Lightning Screen: Aggregate expectancy -0.0959R over 458 resolved trades is negative/flat (PF=0.874), with 3/4 qualifying years (n>=15) agree with the aggregate sign. |
| a5-07-compression-break-false-failure a5-07-compression-break-false-failure | Breakout / failed breakout a5-07-compression-break-false-failure | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 2,004 | -0.021R | — | — | Lightning Screen: Aggregate expectancy -0.0210R over 2004 resolved trades is negative/flat (PF=0.969), with 3/4 qualifying years (n>=15) agree with the aggregate sign. |
| a5-08-session-handoff-continuation a5-08-session-handoff-continuation | Session / time-of-day a5-08-session-handoff-continuation | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | ROBUSTNESS | fail | 169 | +0.239R | — | — | Robustness Gauntlet: Removing the top 20 winning trades collapses expectancy from 0.2393R to 0.0029R (>70% reduction) -- the edge depends on a small number of outsized winners. |
| a5-09-premarket-or-confluence-break a5-09-premarket-or-confluence-break | Breakout / failed breakout a5-09-premarket-or-confluence-break | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 75 | +0.080R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0800R) but the top 10 winning trades alone account for 333.3% of total R -- the apparent edge is fragile. |
| a5-10-expansion-staircase a5-10-expansion-staircase | Volatility expansion / contraction a5-10-expansion-staircase | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 45 | -0.200R | — | — | Lightning Screen: Aggregate expectancy -0.2000R over 45 resolved trades is negative/flat (PF=0.727), with no individual year reached the minimum sample to assess consistency. |
| a5-11-failed-mean-reversion-continuation a5-11-failed-mean-reversion-continuation | Mean reversion a5-11-failed-mean-reversion-continuation | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | VALIDATION | fail | 6,900 | +0.058R | +0.007R | — | Validation Gate: Validation expectancy 0.0074R is less than 30% of Discovery's 0.0715R -- severe degradation. |
| a5-12-prior-day-extreme-acceptance a5-12-prior-day-extreme-acceptance | Overnight / prior-day structure a5-12-prior-day-extreme-acceptance | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 796 | +0.016R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0160R) but the top 10 winning trades alone account for 156.7% of total R -- the apparent edge is fragile. |
| a5-13-prior-day-extreme-failed-acceptance a5-13-prior-day-extreme-failed-acceptance | Overnight / prior-day structure a5-13-prior-day-extreme-failed-acceptance | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 621 | +0.185R | — | — | Lightning Screen: Aggregate expectancy is positive (0.1854R) but the top 10 winning trades alone account for 121.4% of total R -- the apparent edge is fragile. |
| a5-14-impulse-pullback-velocity-asymmetry a5-14-impulse-pullback-velocity-asymmetry | Momentum / trend a5-14-impulse-pullback-velocity-asymmetry | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 3,105 | +0.005R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0050R) but the top 10 winning trades alone account for 127.7% of total R -- the apparent edge is fragile. |
| a5-15-trend-embedded-compression a5-15-trend-embedded-compression | Volatility expansion / contraction a5-15-trend-embedded-compression | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | fail | 1,606 | +0.037R | — | — | Execution+Statistical Gate: Bootstrap 95% CI [-0.0353, 0.1113]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size. |
| a5-16-round-number-magnetism a5-16-round-number-magnetism | Market structure / FVG / liquidity a5-16-round-number-magnetism | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 59 | +0.220R | — | — | Lightning Screen: Aggregate expectancy is positive (0.2203R) but the top 10 winning trades alone account for 153.8% of total R -- the apparent edge is fragile. |
| a5-17-run-length-vs-expectation a5-17-run-length-vs-expectation | Regime-conditioned a5-17-run-length-vs-expectation | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 6,946 | -0.053R | — | — | Lightning Screen: Aggregate expectancy -0.0533R over 6946 resolved trades is negative/flat (PF=0.922), with 4/4 qualifying years (n>=15) agree with the aggregate sign. |
| a5-18-level-revisit-count a5-18-level-revisit-count | Market structure / FVG / liquidity a5-18-level-revisit-count | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 24,941 | -0.036R | — | — | Lightning Screen: Aggregate expectancy -0.0356R over 24941 resolved trades is negative/flat (PF=0.947), with 4/4 qualifying years (n>=15) agree with the aggregate sign. |
| a5-19-inter-extreme-spacing a5-19-inter-extreme-spacing | Market structure / FVG / liquidity a5-19-inter-extreme-spacing | a5 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | VALIDATION | fail | 866 | +0.094R | -0.022R | — | Validation Gate: Discovery expectancy 0.1243R flips sign to -0.0225R on the untouched Validation split. |
Read from research-output/strategy-lab/campaigns/*/campaign_state.json · research-output/strategy-factory/campaigns/*/report.json · research-output/registry/mechanism-families.json · lib/liveStatus/strategyRoster.ts
Campaigns
Both engines, newest lastResearch rules in force
Roadmap Part 0 — quoted, not restated- ✕Merge strategy/research branches into main without explicit approval.
- ✕Alter approved/frozen V1 strategy semantics without explicit approval.
- ✕Promote any research result into V1 automatically.
- ✕Change live READY behavior based on unvalidated research.
- ✕Change risk sizing in production.
- ✕Rewrite historical results.
- ✕Reuse discovery data and later present it as unseen validation.
- ✕Quietly discard failed/negative experiments.
- ✕Optimize only for win rate.
- ✕Invent new strategy mechanics because a test performed poorly.
- ✕Skip, disable, or hide a failed replication.
Any strategy-affecting proposal stops at CANDIDATE RULE — HUMAN REVIEW REQUIRED. Research may continue around it; the candidate itself is never promoted automatically.
Read from docs/TRADE_RESEARCH_ROADMAP.md
Holdout policy
One-shot, sealed, chronological, never retried1,079,881 sealed MNQ candles (2019-05-05..2022-06-02), handed out one chronological slice at a time and frozen before evaluation. 4 Holdout(s) spent. 0 strategies are Holdout-eligible and awaiting explicit human authorisation — nothing in this UI can grant it. Full state on the Monitor.
Read from research-output/strategy-lab/sealed-holdout-bank/SEALED_holdout_bank_manifest.json