Research · Quant Desk vault screen NEW

We re-measured all — strategies
so you don't trade the wrong ones.

Every strategy in the Quant Desk vault, run through our own engine rather than trusted on its sheet: — instruments, five styles, five timeframes, — trades. The verdict is blunt. Aggregate expectancy is —R, — of — scored configs clear PF 1.2, and exactly — clear both a real sample and a real edge. A further — produced no trades at all. No cherry-picking — here's the whole vault.

— strategies— trades— instrumentsSingle in-sample windowMeasured here, not imported
Mode × timeframe

Every style loses on aggregate.

Trade-weighted expectancy per bucket, and the share of configs that clear PF 1.2. Not one of the 24 populated buckets is positive. Mean reversion is the least bad style at −0.075R and breakout the worst at −0.110R, but that is a ranking of losses, not a shortlist of winners.

EXPECTANCY MATRIX— CONFIGS · — TRADES

Cell value is trade-weighted E[R] in R-multiples, derived as (1−win rate) × (PF − 1) from each strategy's measured win rate and profit factor; redder is worse. Even the best bucket — H4 breakout at −0.017R — sits below breakeven. The edges live in a handful of specific strategies, not in any bucket average.

The survivors

— credible edges out of —.

The only strategies with a real sample and a real edge: at least 60 trades, profit factor above 1.2, positive expectancy. Ranked by expectancy. Gold and the majors on H1 own most of the list — and the best of them still clears breakeven by less than a quarter of an R.

The sample-size trap

High profit factor, almost no trades.

Profit factor against trade count, for all — scored strategies. The vault's single most attractive-looking number is EURCAD on H1 at profit factor 86 — on six trades. Pick that and you are buying noise with a decimal point. The green band is the only zone worth trusting.

Read it as a screen, not a green light. This is a single in-sample window — no out-of-sample, no walk-forward. A strategy can look strong here and still fail forward. What this run reliably does is narrow the vault: — of the — strategies produce no trades at all, — of the — instruments carry negative trade-weighted expectancy, and only — configurations survive both a real sample and a real edge — those 14 are what a dedicated walk-forward should be spent on. These are our own measurements, not the figures the strategies shipped with; where the two disagree we publish ours. Every figure here is past performance and is not a promise of future results.
See how the Council decides → Browse the Strategy Library

Three platforms, one account

Trade X is three platforms sharing one login and one subscription. This site explains them; the platforms themselves run at the addresses below. What each one opens for you depends on the plan you hold.

Trade X Charts → trade-x.co — the indicators, strategies and copy-trading automation, plus the education around them. Trade X AI → trade-x.co/ai — read any chart through the indicator suite, run the Risk Supervisor, build strategies in plain English, and send trades to your own MetaTrader terminal. Trade X Quant X → The quant desk: the strategy vault and its measured figures, breeding campaigns, portfolios and the backtester behind them.