Win more often.
Look for setups with a high historical success rate, then study the losses as carefully as the wins.
High-probability setups. Positive expectancy. A focus on durability across market regimes. Turn a research-led trading plan into clear signals on your phone or in your inbox.
30 days of alerts at launch. No credit card required.
A pullback has met the entry conditions. Watch for confirmation near the close.
01 / THE APPROACH
Our philosophy: seek signals that win often, produce a positive average result after trading costs, and can hold up across changing market conditions. Three complementary entry styles bring that research into one portfolio.
Look for setups with a high historical success rate, then study the losses as carefully as the wins.
A high win rate is only part of the story. The goal is a positive average outcome after accounting for wins, losses, and trading costs.
Test across rising, falling, and volatile markets. Durability is a research goal, not a promise that every regime will be profitable.
MEAN REVERSION
Mean-reversion setups look for short-term weakness inside a stronger market structure.
MOMENTUM
Monthly momentum looks for sustained leadership when markets keep moving in the same direction.
VOLATILITY-ADJUSTED
Strong-day signals look for unusually positive daily moves relative to a market’s recent volatility.
02 / THE EVIDENCE
Explore how execution changes the outcome. These are exploratory backtests, not a live track record.
May 1, 2019 – October 2, 2026 · 608 trades. Idealized signal-day closing fills; 0.01% cost per side. Full-equity reinvestment, fractional units, no leverage, and no return on idle cash. Subscription fees and taxes excluded.
The unchanged seven-market baseline combines short-term mean reversion, monthly momentum, and strong-day signals. It holds one position at a time; tie priority is SPY, PPLT, TLT, SOYB, DBA, WEAT, CPER. The model was developed retrospectively, so these results are not an untouched out-of-sample test. Closing fills assume the final signal and the exact closing price can both be obtained; that has not been established in live execution. Chart data is sampled weekly from daily simulated equity. Statistics use the full daily series and trade log. Research snapshot: October 2, 2026.
03 / FROM SIGNAL TO DECISION
Roughly one or two trades a week on average. Clear entry and exit instructions make the system straightforward for beginners to follow manually in their own brokerage account.
Historical baseline: approximately 82 trades per year, May 2019–October 2026. Signals can cluster, and future frequency will vary.
A preliminary look at potential signals, ten minutes before the regular market close.
After-close confirmation of the system’s decisions. Enter, exit, hold, or stay in cash.
You decide whether and how to execute. Preliminary signals may change; a final update cannot secure that day’s closing fill.
Planned delivery schedule. U.S. market sessions only; shortened sessions adjusted.
04 / CHOOSE YOUR LEVEL OF ACCESS
One research foundation. Two ways to put it to work.
The trading plan, delivered.
Proposed launch price, after your free month.
No card today. No automatic enrollment in a paid plan.
The rules, code, and research behind the signals.
Proposed launch price for System 01.
Data and third-party services separate. No resale rights.
THE DETAILS
Our first portfolio combines short-term mean reversion, monthly momentum, and volatility-adjusted strong-day signals across seven ETFs. The research model holds one long position at a time, with explicit entry and exit rules.
The historical baseline averaged about 80 trades a year—roughly one or two per week, with some busier periods. You receive explicit entry and exit instructions and follow one position at a time. No coding or automated trading is needed for the alert service. You will still need to understand basic order types, position sizing, and how your brokerage works.
The planned service includes a preliminary update at 12:50 p.m. Pacific and a final update at 1:30 p.m. Pacific on regular U.S. market days. Preliminary signals can change before the close. Holiday and shortened-session schedules will be adjusted. Not every update calls for a new trade.
The exact closing price is a research assumption, not an assured fill. A preliminary alert is based on information before the close; final signals arrive after it. The research panel shows next-day opening execution and higher costs so you can compare the difference.
No. You choose your broker, order type, position size, and whether to act. The service is designed to communicate the system’s decisions; it does not connect to or control your brokerage account.
Reserve your place with an email address. We’ll contact you when subscriber access is ready. Your free month begins when your subscription is activated. No credit card is collected here, and reserving access does not create a paid subscription.
The proposed personal-use package includes the System 01 rulebook, Python signal and backtest code, historical trade logs, and setup documentation. Market-data subscriptions and third-party services are separate. Redistribution, resale, and a managed trading service are not included.
No credit card. No trade execution. Your decision.