The Lab
Research from the desk
We don't ship until we've measured.
The Lab is what the desk studies, not what the desk trades. Some of this is live already. Some of it isn't — and won't be until the data says it's time. Either way, we publish what we find.
Universe
MES & MNQ futures
7 years of 1-minute bars
Findings on file
44 numbered · 8 detectors
Each one logged, dated, signed
Live on the desk
Not yet
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Paper 01 · Data · 9 min read
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We bought 7 years of futures data and asked it 44 questions.
Seven years of MES and MNQ minute bars, eight detectors, one strategy. The 44 findings the desk distilled out — and the five that mattered most.
Paper 02 · Instrument · 6 min read
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MNQ vs MES, per dollar of risk.
Same strategy. Same data. Two contracts. One delivers $1,118 per contract per year. The other delivers $425. We picked the smaller one — here's why.
Paper 03 · Setups · 8 min read
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The five A+ setups that pay.
Most setups don't pay. Five do. The ones the desk takes at full size, what they win, what they cost, and how often they show up.
Paper 04 · Discipline · 7 min read
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What we don't trade — and why.
Discipline isn't the trades you take. It's the ones you skip. Four setups the data pushed us to cut from the playbook, and the cost of taking them anyway.
Paper 05 · Regime · 14 min read
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The day before tells you. But you already knew.
A 7-year, 4-agent study on whether pre-market signals can flag long-hostile days. The signal is real. The filter that uses it loses money. The rule we shipped instead. And a human checklist for the days the desk doesn't show up long.
Paper 06 · Regime · 12 min read
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Above the eight.
We tested eight regime classifiers across seven years of daily NQ data. The simplest one — is daily close above its 8-period EMA? — beats Paper 05's percentile rule on every measurable axis. Paper 05's days are a 97.6% subset of this paper's days. We're retiring the percentile gate on flip day.
Paper 07 · Discipline · 14 min read
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More trades was the wrong goal.
V_FINAL is quiet. It sits flat on most trading days. We tested three ways to fix that — by taking the chart's blue triangles, by holding longer, or by mining the days the desk doesn't show up. Two of the three said V_FINAL was already right. The third gave us a conservative +$40,531 one-contract stack, +$79,932 at a hard two-contract cap, and 57.9% active-day coverage without watering down what makes the desk work.
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Trading involves risk. Research is research. Past performance does not guarantee future results.