0-60 minute intraday window. The foundation the other models build on — a band-mechanic on the broadest universe (~200 instruments) with every 1-minute bar checked. High ≥ upper edge fires SELL; Low ≤ lower edge fires BUY. Only first cross per side per day. All positions close before session ends. 308 signals 2026 YTD, 67.5% win rate, +95% raw P&L, 82% win on Grade A+B.
Grade A+B win rate, 2026 YTD across 308 signals · +14.5pp vs all-grade base of 67.5%. Same-session exits, all closes before bell.
Day Trade is the fastest engine in the family. It checks every 1-minute bar across ~200 instruments against a per-instrument band (K ≈ 1.5σ). When High touches or breaks the upper edge → fires SELL. When Low touches or breaks the lower edge → fires BUY. Only the first cross per side per day generates a signal — re-tests within the same session do not re-fire. Every position closes before the session ends.
Above: a stylised 1-minute intraday tape. The dotted channel is the per-instrument band (K ≈ 1.5σ). The amber box is the first cross — only first-cross-per-side-per-day signals fire. The entry circle is the published entry; the green line is the session-end exit target; the red line is the stop. All positions close before the bell.
Per-instrument K ≈ 1.5σ band, rebuilt each session from rolling 1-minute volatility. Universe is ~200 instruments across equities, futures, FX majors, crypto majors.
Only the first breach per side per session fires. Re-tests do not re-fire. This is what keeps the signal count tractable on a 200-instrument universe with every 1-minute bar checked.
Conviction grade A–E is set at the moment of entry. Grade A requires ≥0.70% avg/trade — high frequency means a tight A bar by design.
Every figure is reported raw and unweighted. +95% YTD across 308 signals. Same-session exits — no overnight carry, no gap risk on the closing print.
| # | SYM / CLASS | DIR | GRD | ENTRY | TARGET | STOP | R/R | P&L | STATUS | AGE |
|---|---|---|---|---|---|---|---|---|---|---|
| 001 | EUR/USDFX MAJOR | LONG | A | 1.0875 | 1.1240 | 1.0780 | 3.84 | +3.36% | OPEN | 8d |
| 002 | XAU/USDGOLD SPOT | LONG | A | 2,615.00 | 2,780.00 | 2,540.00 | 2.20 | +6.31% | OPEN | 5d |
| 003 | NQNASDAQ 100 FUT | SHORT | B | 21,840 | 21,200 | 22,180 | 1.88 | +2.93% | OPEN | 4d |
| 004 | BTC/USDBITCOIN | LONG | B | 67,400 | 74,000 | 63,800 | 1.83 | +9.79% | OPEN | 11d |
| 005 | SPYS&P 500 ETF | LONG | C | 588.00 | 612.00 | 578.00 | 2.40 | +4.08% | OPEN | 3d |
| 006 | USD/JPYFX MAJOR | SHORT | A | 154.20 | 150.40 | 155.55 | 2.85 | +1.42% | OPEN | 2d |
| 007 | CL=FWTI CRUDE FUT | LONG | B | 78.50 | 84.00 | 75.20 | 2.10 | +2.18% | OPEN | 6d |
| 008 | AAPLEQUITY | LONG | C | 218.40 | 232.00 | 214.00 | 1.95 | +1.80% | OPEN | 1d |
For each grade, the model declares an expected win-rate band at entry. Below: actual closed-rate vs band. All five grades land inside their declared bands over the rolling 12-month window — the model is well-calibrated.
| YR | JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | ANN |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | 76 | 42 | 38 | 81 | 74 | 68 | 75 | 71 | 60 | 77 | 82 | 83 | 71 |
| 2021 | 75 | 76 | 69 | 62 | 71 | 74 | 77 | 70 | 58 | 73 | 78 | 72 | 72 |
| 2022 | 63 | 76 | 82 | 81 | 83 | 78 | 72 | 77 | 85 | 82 | 76 | 71 | 77 |
| 2023 | 84 | 88 | 86 | 82 | 90 | 85 | 81 | 87 | 83 | 89 | 85 | 88 | 86 |
| 2024 | 82 | 81 | 78 | 85 | 83 | 76 | 77 | 82 | 84 | 86 | 81 | 77 | 81 |
| 2025 | 85 | 82 | 87 | 89 | 83 | 81 | 88 | 84 | 90 | 92 | 85 | 83 | 86 |
| EVENT WINDOW | SHOCK | TYPE | MARKET IMPACT | A+B WIN MTH | OUTCOME |
|---|---|---|---|---|---|
| MAR · 2020 | COVID CrashPandemic-driven liquidation | TAIL EVENT | SPX -34% / VIX 82 | 76% | ADAPTED |
| FEB · 2022 | Russia / UkraineGeopolitical · commodity shock | GEOPOLITICAL | XLE +20% / WTI +30% | 82% | CAPTURED |
| MAR · 2023 | SVB / Banking CrisisRegional bank failures | CREDIT | KRE -28% / TLT +6% | 86% | AVOIDED |
| OCT · 2023 | Israel / GazaGeopolitical risk-off | GEOPOLITICAL | XAU +9% / DXY +2% | 89% | CAPTURED |
| AUG · 2024 | Yen Carry UnwindCross-asset deleveraging | CROSS-ASSET | NKY -12% / JPY +6% | 84% | ADAPTED |
| APR · 2025 | Tariff VolatilityTrade-policy regime shift | POLICY | DXY +6% / EM -8% | 92% | CAPTURED |
EUR/USD up-trend regime detected, momentum slowdown into 1.0875 structural support — raw quant signal generated.
EUR-USD rate differential narrowing; risk-on tape; macro thesis aligns with quant — full alignment.
Conviction grade set at A on full alignment. Entry, direction, target, and stop written down.
Cryptographic timestamp recorded. Subscribers notified via dashboard, email, push.
Position open, currently +3.36% · 8 days held · 60% of move to target captured.
The Day Trade engine is pure mechanics. Every 1-minute bar across ~200 instruments is checked against a per-instrument band. The grade encodes how clean the breach was and how much slack the per-session vol band was already showing. Frequency is high. Selectivity is in the grade.
First cross per side per session against per-instrument K ≈ 1.5σ band. Every 1-min bar checked. Pure mechanics.
Per-session vol regime read scales the K-band on the fly. Wider regime → wider band → fewer signals but cleaner breaches. Quant scaling.
Alignment determines grade. A is full agreement. E is marginal. Permanent at entry.
Per-instrument band-cross detection on ~200 instruments. Every 1-minute bar checked. High ≥ upper edge fires SELL; Low ≤ lower edge fires BUY. Only first cross per side per day. Same-session close.
Conviction A–E by breach quality + vol regime. Grade A requires ≥0.70% avg expectation; Grade E is speculative. Grade is permanent at entry.
Returns reported raw and unweighted, before any portfolio sizing rules. Audited annually by AuditedTrader.
| CLS | SYM / CLASS | DIR | GRD | ENTRY | EXIT | DAYS | P&L | RESULT |
|---|---|---|---|---|---|---|---|---|
| 487 | XAU/USD | LONG | B | 2,510 | 2,659 | 12d | +5.92% | TARGET HIT |
| 486 | DXY | LONG | A | 104.20 | 106.47 | 9d | +2.18% | TARGET HIT |
| 485 | NQ | SHORT | A | 22,150 | 21,083 | 7d | +4.82% | TARGET HIT |
| 484 | ETH/USD | LONG | C | 3,184 | 3,378 | 15d | +6.10% | TARGET HIT |
| 483 | EUR/JPY | SHORT | B | 163.20 | 157.65 | 11d | +3.40% | TARGET HIT |
| 482 | GBP/USD | LONG | C | 1.2640 | 1.2406 | 8d | -1.85% | STOPPED |
| 481 | SI=F | LONG | B | 28.40 | 30.85 | 14d | +8.62% | TARGET HIT |
| 480 | TLT | LONG | D | 92.50 | 91.65 | 6d | -0.92% | STOPPED |
Flagship. Trend-following + precision dip entries · 7-28 day hold · 30 instruments · 6 markets · graded A–E. +225% raw P&L 2026 YTD.
Highest Volume. Band-breach engine, 0.5-2 session hold. EWMA + 4 conviction overlays. +404% raw P&L 2026 YTD across 262 signals.
High Frequency. Band-cross engine on ~200-instrument universe. Same-session close, 0-60 min hold. +95% raw P&L 2026 YTD across 308 signals.
Long-horizon positioning · weeks-to-quarters. Drawdown-tolerant sizing, equity and asset-class entries. +502% raw P&L 2026 YTD.
The Day Trade Model has a defined operating envelope. Inside that envelope, it is the highest-frequency engine in the VR family. Outside it, it is silent. Below: the explicit list of what the model claims and does not claim — written down, on the record.
Every Swing Trade signal is a single, standardised block — readable in five seconds, executable on any platform. Each block carries an instrument, a direction, an entry, an exit target, a conviction grade, and a cryptographic timestamp. Nothing more, and nothing fewer.
Performance updated session-by-session · cryptographic stamp on every position.
