Where we make our living. Only trades committed to with real capital appear here — the exact live-mark + Take-It take/cut card flow, with a bold money-book header (positions, avg P&L, committed exposure). Everything else on the platform is modeling, signals, or waiting to go live. Promote a trade with python promote.py <id>.

The live money book's cumulative dollar P&L, marked every build off a $500k capital base and running from each position's entry. Per-position contribution, best/worst day, max drawdown. Options are proxied off the underlying (flagged); closed positions fold into realized as they exit.

Naming is not understanding. The intellectual-honesty core beneath the whole model, through Feynman's lens — you can name why a stock moved ('momentum', 'mean reversion') and still know nothing about whether it repeats. Real edge means saying why from the mechanism up and naming what would break it. Includes the free BBC Feynman film.

One landing page that unions every extreme reading the scanners emit — Trigger Portal, Large Movers, High/Low Breaks and 65d Touch — de-duped to one line per instrument (rewarding multi-scanner confluence), scored by STORM, gated by the TEF thesis, and sorted into buckets. Bucket 1 = high-conviction, thesis-cleared; momentum earns a seat only when its own study clears win ≥60% & n ≥8 (the Soybean rule).

The 50 best ideas across every research feed each close, each graded on the full STORM rigor — Setup (multi-scanner confluence), Timing (momentum aligned & not over-extended vs the 50-day), Odds (forward win-rate & sample), Risk (reward-to-risk from typical 21-day adverse excursion), Magnitude (expected move vs the name's own vol) — ranked by a composite STORM score and tagged PASS / CONDITIONAL / CUT so you see exactly where the edge thins.

An event study re-derived on our own data (HG=F weekly, 2000–present) behind the copper WATCH: every record weekly close whose week-high stayed below the prior record intraday high, and the forward 1–26 week path. Confirms the deck's direction — a 2–8 week drawdown (as deep as −24%) before a 26-week resolution — but shows the modern tariff-era cohort resolving barely above flat, arguing for small size and a tail hedge.

The modeling & on-deck layer — every published trade dossier converted into a tracked position and re-marked against price each build: entry, direction-adjusted P&L, sessions-in-trade, targets, stops, time-stops, invalidation, and each trade's Take-It scaled-exit ladder. These are signals running, waiting, or being evaluated; commit capital to one and promote it to Production.

Every open position marked to the latest price, with the size remaining after any scaled exits, the next armed Take-It rung to take profit into, and each trade's own hard stop — plus a signal-based execution log that timestamps every 20/30/30/20 take-profit or loss rung as a daily close crosses its level. The realized record of the mechanical exit plan.

The weighted top-10 model portfolio — every Trading-Ideas signal scored by outcome potential (its own 21-day edge × sample × win-conviction, boosted on multi-scanner confluence), the best 10 conviction-weighted into a book with entries, Take-It ladders and stops. Re-ranks each build.

A dedicated execution book for the STORM top-10 — $125,000 account, 2× margin ($250,000 buying power), each name pre-sized to its STORM weight. Full fills ledger, execution timeline and Live/Library archive, independent of the main blotter.

The same scaled-exit strategy applied to every live position: enter 100%, scale out 20/30/30/20 into strength at rising profit deviations, with a mirror loss-taker at the same distances on the downside — capped by each dossier's hard stop. Levels recompute from the locked entry each build.

Your working positions spreadsheet — log the fills you actually got (price paid, sold, size) and it computes cost, proceeds and P&L $/% (sign-adjusted for shorts), Open vs Closed. Editable, saves in your browser, seeded with the live-book trades, with CSV import/export.

The MA-stretch lens on the advisor's toolkit — the 11 GICS sectors, key sub-sectors, factor/style tilts and fixed income. Each ETF's distance from its 21/65/200-day trend, its 2023-window stretch percentile, and the forward-return read from that location, distilled into a tilt verdict (add / trim / trending). The diversification companion to the concentration picture.

A standardized signal scanner across every product & ratio spread — 2σ shocks, MA-distance Z-extremes, decile extremes, and 21-day crosses — each with its own historical forward-return edge, an edge-ranked score, and a New-today filter, one click from the deep research.

A multi-horizon, volatility-adjusted move scanner — any product or spread ≥2σ over 1/2/3/5/10/15 sessions (21-day vol × √h), shown as a z-score matrix so you read the shape (acute spike vs sustained thrust), each with the forward-return edge after the same move.

Where every top-250 stock & top-75 ETF closed inside its daily range — off-high / up-from-low as a fraction of range, plus % from the low/high in return space — surfacing intraday exhaustion reversals (🔨 hammers & ⭐ shooting stars). Click any name for a forward-return analog study from its own history.

A synthetic equal-weight index of SMH's 25 semiconductor holdings vs cap-weighted SMH — the concentration premium (mega-cap vs the average semi), a full constituent scorecard with relative strength, and basket breadth. SMHEW is a first-class symbol: usable in the Spread Lab & MA-Query like an ETF.

Every product & ratio spread that broke to a new 21-day or 500-day high/low today on a session move of at least ±3% — momentum breakouts (🚀 500-day = ~2-year highs) and breakdowns (💥 500-day lows) — each with that instrument's own forward-return edge after prior same-type breaks. Click for the forward-return paths; the trade takes its direction from the edge (some breakouts historically fade).

Strong names (65d rising & above the 200d) that just pulled back to their 65-day MA — a defended touch, or a 1-2 day break & reclaim — each with the forward-return edge after prior touch-and-go setups. Click for the forward-return paths.

Every research name whose latest weekly bar engulfs the prior week's range (higher high + lower low) and closes decisively — bullish above / bearish below the prior close. Each carries its own forward-return edge over the next 1–20 sessions after prior occurrences, with the trade taken from the edge (these are often bought even when they look bearish). Click for the paths + the live occurrence.

A ≥4% intraday reversal (traded down ≥2%, closed up ≥2% — or the mirror) on day or week bars, read through the 200-day trend: a bullish reversal in a downtrend is short-covering, a bearish reversal in an uptrend is exhaustion. The forward-return edge is conditioned on the same direction AND trend, so the read is tested, not assumed — a name whose exhaustion weeks historically bounced reads ▲ Long. Click for the trend-conditioned forward-return paths.

Every research name whose latest daily bar is an outside reversal (engulfs the prior day's range) that also closes at a fresh 65-day high (bullish) or 65-day low (bearish) — a violent reversal bar plus a ~3-month breakout. Each carries its own forward-return edge over the next 1–20 sessions after prior identical signals, with the trade taken from the edge (some breakouts exhaust). Click for the forward-return paths + the live occurrence.

A live low-volatility regime tracker: how many consecutive days the Russell 2000 vol index (RVX) has held below 20, counting down to the day-11 'crystallized signal' for small-cap (IWM) longs. Includes the regime matrix and an honest validation of the >92% headline (it's a survivorship-conditioned over-the-streak number; the tradeable forward edge is more muted).

A STORM decision note on the July 2026 soybean rally: a ≥4% 3-day thrust reclaiming the 65-day MA out of a prolonged summer range, below the 200-day high. Every prior analog, the front-loaded forward-return distribution with its MFE/MAE profile, and a defined-risk execute verdict — now tracked in the live book.

When PLTR is >30% below its 200-day high and prints a −2/+2 reversal day (down ≥2% intraday, closed up ≥2%) — a short-covering setup. Every occurrence since the 2020 IPO, the forward-return distribution, and the honest regime split: dead-cat bounces in the 2021–22 bear vs the +80–99% launches at the 2023/2025 washout bottoms. The near-term pop is real and tradeable; past ~3 weeks it fades. Live signal auto-updates.

A quantitative signal study: IWD prints a new 200-day high, closes weak (bottom of range), and confirms with a ≥1% down day — the island-top analog. Every one of the 10 events since 2000, the forward-return distribution, and the honest read (a weak, fat-left-tailed signal — tail insurance, not a clean reversal). The live 2026-07-07 event auto-updates.

MA readings on relative-value ratios across ETFs, single stocks & commodities — spread-Z screener, ratio-vs-MA charter with ±2σ bands, forward-return spaghetti after stretch extremes, and a fresh ratio-cross screener.

Two rare technical signals fired on RL's May-2026 earnings gap — an Outside Reversal Week and a 'Double Cross' of the 65/200d MAs. Live trade vs every historical precedent.

Cap-weight vs equal-weight S&P 500. A ≥2% weekly drop is a short-term snapback signal and a long-term allocation warning — the 0%-win-rate Time-Horizon Pivot.

Forward returns after QQQ rips +2% while META closes lower — a mean-reversion spread study.

Two ideas — the breadth-poke beta signal and the relative-thrust momentum signal. Point vs path.

Small-cap-energy relative-strength washouts: a continuation signal, not a reversion one.

Momentum vs value — is the parabolic run a top or more of the same? The 2024 analog and regime dependence.

Eli Lilly's reclaim-breakout pattern: 72 analogs, the chop-then-drift structure, and a defined-risk options expression.

A STORM-lens distillation of J.P. Morgan's European Momentum Fusion framework (Hanif, Summer & Chaudhry, Jun 2026) — refactored through our protocol, stress-tested against the AQI stack, and mined for what to adopt (the drawdown-first scorecard, net-cashflow-revisions confirm, transcript-over-news NLP, the volatility-paradox fragility flag) vs. where the two houses genuinely diverge (unconditional harvesting vs. event studies, fixed vol targets vs. Kelly-Thorp, the stoploss verdict vs. counterfactual symmetry).

A searchable library of the trading studies you've built in PDF form. Drop any PDF into web/studies/ and it appears here on the next build — title, date and page-count read from the file, searchable by text, filterable by category. Enrich titles / categories / blurbs via web/studies/_manifest.json.

Distance from the 21/65/130/200-day moving averages across 7 indexes, the top 100 stocks and top 50 ETFs — Z-scored vs 3-year history. Click any ticker for its stretch-history chart and a forward-return spaghetti; plus a snapback lab and forward-return engine.

The empirical backbone for the live Macro Divergence trade: is the rate–equity decoupling a tradeable rubber band or a trend artifact? We reproduce the study's −0.76 correlation, show it's a levels artifact (the honest daily-change correlation is ~+0.10), build a divergence-Z oscillator from a 3-year rolling regression, and event-study what actually happened after prior decouplings. The honest finding: the gap does revert (~78% of the time by 63d) — but through equity underperformance, not the yield-normalization the source leans on.

A composite strong-dollar signal (DXY>100 + momentum + trend) drives sector rotation — Energy & Financials in, rate-sensitive defensives out. Live regime dashboard.

The G7 moves to cut China dependence in critical minerals — the investable Western-producer universe, a policy-shock event study, and the boom-bust risk.

A complexity graph of the SpaceX supply chain and the publicly-traded opportunities around its IPO.

The Cboe S&P 500 Dispersion Index sits near record highs at the same time as the index — a pairing that essentially never occurred before 2024. Rolling return correlations, the post-2024 regime break (0 joint-high days in 2014–19 → 66% of 2026), and the structural drivers: single-stock leverage, the AI complex, and a now-crowded dispersion trade.

Rolling cross-asset correlation heatmaps and anomaly scores (20-day & 60-day).

Short-squeeze candidates by short interest, borrow rate and options flow.

J.P. Morgan's 3Q26 high-conviction short ideas run through our MA-stretch (composite 21/65/200-day Z), RSI, trend and STORM forward-return read — bucketed into valid shorts (extended fades / downtrends with a negative edge) vs bounce/squeeze risks (washed-out or uptrending). A technical timing overlay on the fundamental calls.

Portfolio hedge construction across volatility, rates and credit.

Curated public X feeds for macro, technology and options research.