Define the hypothesis
State exactly what behavior is being tested, how the setup/state is defined, and what evidence would count against the idea.
Futures Trading Lab · Research & backtesting
Turn observations into testable claims.
This is where chart observations are supposed to stop being anecdotes. The research process defines the question, the dataset, the rules, the assumptions, the failure cases, and the evidence required before a trading idea earns more authority.
Research standard: a chart example is not a backtest, a backtest is not proof of future profitability, and a model output does not receive authority simply because it is quantitative.
Define the sample
Instrument, contract handling, date range, session, timezone, data source, inclusion/exclusion rules, entries, stops, exits, fees, and slippage assumptions must be explicit.
Preserve the result
Record sample size, metrics, failure cases, limitations, parameter changes, and whether the result was tested out of sample or only discovered in sample.
What the lab is built to investigate.
Research themes include market-state classification, balance-to-expansion transitions, accepted breakouts, 5m/15m EMA authority, VWAP conflict, VALUE depth, REASSERT, micro-BOS continuation, corrective versus reversing pullbacks, protected-structure management, late-entry degradation, session behavior, and funded-account drawdown constraints.
Campaign, Trend, Flow, Balance
Measure what distinguishes the states, how transitions behave, where false expansion occurs, and whether the classification adds decision value beyond hindsight labeling.
EMA / VWAP control
Test directional authority, slope/separation quality, control-stack compression, acceptance, and the difference between a crossover and durable control.
VALUE, REASSERT & continuation
Study pullback depth, continuation timing, micro structure, chase distance, failure rates, and whether fresh execution permission improves expectancy.
Hold versus failure
Compare corrective pullbacks, anchored protected structure, major-move holding, MFE/MAE behavior, and structural exits against premature discretionary exits.
Context before headline numbers.
Depending on the study, the lab may use expectancy, win rate, payoff ratio, profit factor, maximum drawdown, MAE/MFE, time in trade, time-of-day distributions, slippage sensitivity, and regime stability. No metric is meaningful here without the sample definition and limitations attached to it.
Published studies will appear here.
The public research index will only list studies that are ready to show with enough methodology and limitations to be useful. Failed or inconclusive internal work remains part of the private evidence record even when it never becomes public content.