From raw tape to a strategy
you can actually trust.
Quant X is a nightly assembly line with one purpose: manufacture strategy candidates by the thousand, kill almost all of them, and hand you the few that earn the right to trade. Here is every station on that line.
point-in-time
cross-linked
per night
~99.5% die
decay-watched
margin-aware
one-tap approval
Fourteen feed families,
engineered into features.
Every session, the data engine refreshes 40+ engineered features per symbol from fourteen families of professional futures data. Every feature is versioned and point-in-time correct — a strategy tested on 2024 sees only what was knowable in 2024.
| Feed family | What it captures | Example engineered features |
|---|---|---|
| Tick price & volume | Every print, Globex + RTH, 25y | opening drive strength · settlement drift · gap class |
| Volume profile | Where business was done | POC migration · value overlap · naked VPOC distance |
| Order flow & delta | Aggression behind each bar | cum delta divergence · absorption score · imbalance runs |
| Book depth (DOM) | Liquidity shape on the ladder | thinning velocity · defended-level persistence |
| Open interest | Participation behind moves | OI-confirmed breakout · blow-off divergence |
| COT positioning | Commercials vs large specs | commercial extreme z-score · spec crowding delta |
| Term structure | The curve's own forecast | contango slope · front-third spread z · roll pressure |
| Continuous contracts | 25y roll-adjusted history | back-adjusted series · modeled roll drag |
| Seasonality | Calendar-driven flows | month-end bid window · expiry cycle · DOW profile |
| Macro calendar | Scheduled world-changers | T−n to FOMC/CPI/NFP/EIA/WASDE · event-vol class |
| Session structure | The day's skeleton | ORB state · IB extension · overnight inventory |
| Volatility regime | The market's weather | VIX curve state · RV/IV spread · compression count |
| Market internals | Breadth beneath the index | $TICK thrust · ADD slope · VOLD ratio |
| Cross-asset web | What moves what | ES–ZN rolling beta · DX shock flag · CL–GC ratio |
The brain turns reading
into ammunition.
Research goes in — papers, books, your own notes. Structured knowledge cards come out: hypothesis, conditions, testable parameters, failure modes. Cards cross-link, and links breed combinations no single book contains.
Read & distill
New material is parsed overnight and reduced to machine-testable claims — original derived notes, not copies.
Connect
Regime cards gate order-flow cards; seasonality cards modify sizing cards. The graph is where invention starts.
Retest & down-weight
A card whose descendant strategies keep dying gets down-weighted automatically. The library learns too.
| Card field | Example — card #0412 |
|---|---|
| Domain | Order-flow microstructure |
| Hypothesis | Price extension beyond value with stalling cumulative delta implies responsive absorption; fade carries edge toward POC. |
| Conditions | balanced regime · VIX contango · RTH only · no tier-1 macro in 90m |
| Parameters | divergence lookback · VA window · entry offset · stop · target fraction |
| Failure modes | trend days · post-FOMC drift · thin holiday tape |
| Record | links 7 · strategies bred 89 · survivors 3 · retested this week |
The factory breeds by night.
At 01:00 CT the strategy factory converts card combinations into parameterized candidates — entry logic, filters, exits, sizing — across your chosen symbols and timeframes. A campaign is a breeding population: each generation keeps what scored, mutates what almost did, and discards the rest.
Populations, not one-offs
Hundreds of variants per hypothesis explore the parameter space in parallel — generation over generation, campaign by campaign.
No naked data mining
Every candidate descends from knowledge cards. If there's no plausible reason an edge should exist, it never gets built — noise dies before it's born.
Contract-aware from birth
Candidates carry tick size, point value, margin, session windows and roll rules for their exact contract — ES is not a chart, it's a spec.
Sized for real accounts
Everything breeds in both mini and micro variants, so survivors scale from a $2k micro account to a funded desk without re-engineering.
Nine gates, in order.
Each one earns the next.
Gates run cheapest-first, so compute burns on candidates that deserve it. A kill at any gate is final for that variant — its genome goes back to the factory as a lesson.
Economic rationale
The candidate must cite its ancestor cards and a plausible mechanism.
In-sample fit
Basic profitability, enough trades to mean anything, sane risk shape on training data.
Out-of-sample
Performance on data the candidate has never seen. Memorizers die here in bulk.
Walk-forward
Rolling re-optimization windows across years — the edge must persist as time moves.
Regime stress
Replay through the 2020 crash, the 2022 hiking cycle, flash sessions and dead chop.
Cost reality
Exchange + clearing fees, per-contract slippage, roll drag and overnight margin — at 2× stress.
Monte Carlo
1,000 permutations of trade order, entry jitter and parameter noise.
Correlation check
Must add something the vault doesn't already have — clones are rejections, not wins.
Paper parity
Sim fills must track live market behavior tick-for-tick before anything reaches your briefing.
Survivors get passports.
You hold the pen.
Survivors land in the vault with equity curve, full stats, genome and regime tags. The portfolio builder composes low-correlation books sized to your margin and prop rules. Then — the only station with a human in it — your morning briefing.
Vault + decay watch
Every live strategy re-scores nightly on fresh data; fading edges are flagged and rotated before they cost you.
Portfolio composer
Correlation cap 0.25 pairwise, margin-aware sizing per contract, prop-firm trailing-DD guard baked into the math.
One-click deploy
Approved strategies export to NinjaTrader, MetaTrader 5 or TradingView on your own account. Kill switch and sign-off rails stay on.
Top survivor VX-8241 · NQ M5 · score 88.4 — ORB fade with delta filter. OOS +14.2%, max DD −3.1%, 9/9 gates.
Regime: VIX contango · CPI T−9. Recommend review before RTH open.
Every position on the account, not only the ones we opened.
The connector runs inside your own terminal, so what you manage from this site is your whole account — including trades you placed by hand.
Open positions, live
Symbol, side, size, entry, current price and floating profit. If your terminal stops reporting, the page says the figure is stale rather than showing an old number as though it were current.
Close, or scale out
Take the whole position, or a quarter, half or three quarters of it. A second click within a minute is refused — clicking 50% twice would otherwise take out 75%.
Move the stop and target
Adjust either, or remove one. A stop on the wrong side of the market is refused and told why, because it would close the trade the instant it arrived.
Market, limit or stop
A market order needs only an instrument, a side and a stop. Pending orders need the price they trigger at. The stop is never optional.
See the assembly line running.
The live demo deck is open — campaigns, vault, brain, gauntlet and briefings, all clickable.