0.5-2 session conviction window (~12h avg hold). A band-breach engine — same edge as Day Trade, slower — fed by an asymmetric EWMA band and four conviction overlays. 262 signals 2026 YTD, 71.4% win rate, +404% raw P&L, 89% win on Grade A+B. Cryptographically timestamped at release.
Grade A+B win rate, 2026 YTD. Closes at 89% on the 262-signal book · +18pp vs all-grade base of 71.4%.
Multi Hour catches the same band breaches as Day Trade but holds them for hours instead of closing same-session. The engine uses an asymmetric EWMA band — KL=1.45σ down, KU=1.52σ up, because markets crash faster than they rally. Four conviction overlays — Peak, High, Scaled, Workhorse — score multi-timeframe agreement, volume profile, cross-asset confluence, and regime alignment. Best edge sits on dislocations driven by positioning, not news.
Above: a stylised price action against the EWMA band. The dotted channel is the asymmetric band (KL=1.45σ, KU=1.52σ). The amber box is the breach event — first cross of upper or lower edge per side per session. The entry circle is the published entry; the green line is the exit target; the red line is the stop. Hold is 0.5-2 sessions, not same-session.
Per-instrument 21-day half-life EWMA band, recomputed every minute. Asymmetric KL=1.45σ, KU=1.52σ. First breach per side per session is a candidate signal.
Each breach is scored by four overlays: Peak (multi-TF agreement), High (volume profile), Scaled (cross-asset confluence), Workhorse (regime alignment). Sum drives the grade.
Conviction grade A–E is set at the moment of entry and does not change in flight. Grade A requires ≥4.50% avg/trade with three or more overlays firing.
Every figure is reported raw and unweighted — no portfolio sizing, no fees baked in. +404% YTD across 262 signals. Reconciled annually by AuditedTrader.
| # | 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 Multi Hour engine fires on a band breach — but every raw breach is scored by four conviction overlays before publication. The grade encodes how many overlays agree and how cleanly. The breach gets you to the trade. The overlays get you to the grade.
First cross of upper or lower edge per side per session. KL=1.45σ, KU=1.52σ asymmetric. Pure mechanics.
Four conviction overlays score multi-TF, volume, cross-asset, regime. Each breach gets a score. Quant scoring.
Alignment determines grade. A is full agreement. E is marginal. Permanent at entry.
Band-breach detection on the asymmetric EWMA band. The same edge as Day Trade, held for 0.5-2 sessions instead of closed same-session. Best edge on dislocations driven by positioning, not news.
Conviction A–E by overlay agreement. Grade A requires three+ overlays firing and ≥4.50% 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 intraday specialist. Band engine on ~200-instrument universe. Same-session exits. +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 Multi Hour Model has a defined operating envelope. Inside that envelope, it is the highest-volume 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.
