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.
All strategies
11 of 11 shown| Strategy | Family | Campaign | Market · TF · side | Phase | Gate | Outcome | Screen n | Screen exp | Val exp | Holdout | Stop reason |
|---|---|---|---|---|---|---|---|---|---|---|---|
| a1-volume-climax-exhaustion a1-volume-climax-exhaustion | Order flow / aggressor imbalance a1-volume-climax-exhaustion | a1 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | PREREGISTRATION | parked | — | — | — | — | dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available. |
| a1-volume-price-divergence-failure a1-volume-price-divergence-failure | Order flow / aggressor imbalance a1-volume-price-divergence-failure | a1 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | PREREGISTRATION | parked | — | — | — | — | dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available. |
| a1-volume-shock-follow-through a1-volume-shock-follow-through | Order flow / aggressor imbalance a1-volume-shock-follow-through | a1 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | PREREGISTRATION | parked | — | — | — | — | dataAvailability="NOT_AVAILABLE" -- required data (MNQ 1-minute OHLC, MNQ 1-minute volume (NOT AVAILABLE in this dataset)) is not confirmed available. |
| a2-volume-climax-exhaustion a2-volume-climax-exhaustion | Order flow / aggressor imbalance a1-volume-climax-exhaustion | a2 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 1,201 | +0.027R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0266R) but the top 10 winning trades alone account for 62.5% of total R -- the apparent edge is fragile. |
| a2-volume-price-divergence-failure a2-volume-price-divergence-failure | Order flow / aggressor imbalance a1-volume-price-divergence-failure | a2 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 12,064 | +0.002R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0021R) but the top 10 winning trades alone account for 77.3% of total R -- the apparent edge is fragile. |
| a2-volume-shock-follow-through a2-volume-shock-follow-through | Order flow / aggressor imbalance a1-volume-shock-follow-through | a2 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 3,456 | +0.049R | — | — | Lightning Screen: Aggregate expectancy is positive (0.0487R) but 2/4 qualifying years (n>=15) agree with the aggregate sign, below the 60% bar for a reasonably consistent result. |
| A3.3 — Volume Acceleration Momentum a3-volume-acceleration-momentum | Order flow / aggressor imbalance a3-volume-acceleration-momentum | a3 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | HOLDOUT | fail | 4,817 | +0.061R | +0.065R | -0.110R · n=100 | Holdout: n=100, expectancy=-0.1100R -- did not confirm the prior evidence. |
| a4-close-location-pressure-persistence a4-close-location-pressure-persistence | Order flow / aggressor imbalance a4-close-location-pressure-persistence | a4 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | LIGHTNING | fail | 22 | +0.227R | — | — | Lightning Screen: Only 22 resolved trades (< 30) -- expectancy/PF/drawdown figures are real but not statistically interpretable at this sample size. |
| a4-signed-volume-persistence a4-signed-volume-persistence | Order flow / aggressor imbalance a4-signed-volume-persistence | a4 strategy lab | MNQ MNQ 1-minute OHLC · BOTH | Phase A | EXECUTION_STAT | fail | 24,805 | +0.018R | — | — | Execution+Statistical Gate: Bootstrap 95% CI [-0.0021, 0.0374]R includes zero -- the raw edge is not statistically distinguishable from noise at this sample size. |
| 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. |
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