Every alpha is fixed as a condition, a target and a horizon before it is tested. It is published only if the target is hit more often after the condition than without it.
RSI(14) < 30 and funding < 0
Return > 0
8 hours
P(Y | X) = 61.1%
P(Y) = 50.8%
edge = +10.3 pp ≥ 5
Candidates are searched on Labs models: the liquidation map with exposure history, order flow, OI and Monte Carlo. Only those holding an edge of 5 pp or more out of sample will appear here. The format is shown below on examples.
Format examples with illustrative numbers, not trading signals. Switch to compare the free preview with a subscription.
A long-liquidation cluster below price loses exposure fast while OI falls: positions are closed and downside pressure is gone.
RSI below 30 while shorts pay longs: the crowd is already short and a bounce is likelier than usual.
Monte Carlo gives a high chance of touching +1% and CVD confirms buying: the level is reached more often than the model alone predicts.
Your access: free preview.
In Terminal alphas are a toggle above the chart. A fire is marked on its bar, the expected zone runs to the end of the horizon, and the card beside it says how much better than the base rate the condition is and how many times it was tested.
The bar where condition X became true.
Interquartile range of returns after past fires, until the horizon ends.
Target, horizon, hit rate against the base rate.
The Alpha subscription opens later; its price will appear on the TreVmS pricing page.
Today's term structure inside realised-vol percentiles.
Close-close, Parkinson, Garman-Klass and Yang-Zhang side by side.
Excursions beyond ±2σ flagged as they happen.
Where price sits inside its Bollinger bands.
Rescaled range slope: trending or mean-reverting.
VR(q) above 1 trends, below 1 reverts.
OU half-life: how fast a shock fades.
ACF by lag with the 95% significance band.
Skew and fat tails, read out live.
A smooth density built from individual samples.
Principal axes of a correlated return cloud.
Past windows that look most like today.
Calm, trend and stress regimes marked on the series.
Equity, trades and drawdowns under the high-water mark.
Each fold tests on data it never saw.
Every parameter cell scored; the best one kept.
In-sample vs out-of-sample, with a verdict.
How a growing order walks up the book.
Gross vs net equity: what fees cost over time.
How deep and how long below the last peak.
Tail loss at 95% and 99%, and what lies beyond.
A shock hits the book: losses, hedges, recovery.
The Kelly peak and the cost of over-betting.
Bootstrapped Sharpe: a range, not a point.
Block resampling builds alternative histories.
Each liquidation tips the next, faster and faster.
Square-root impact against a linear model.
Share of simulated paths that hit the ruin line.
Assets linked by how strongly they move together.
How predictable the tape is right now.
Each tree fits what the last ones missed.
Which inputs actually carry the model.
Overlapping labels removed around every test fold.
Every fold scored out of sample.
Take profit, stop or time — whichever comes first.
A second model decides which signals to trade and how big.
Two prices, one stationary spread.
A hidden state tracked through noisy prints.
Big moves come in clusters.
Hidden Markov states: calm, trend, stress.
Trends that persist and stretches that snap back.
How fast predictive power fades with horizon.
Rank correlation of forecast and outcome.
Trading more until costs eat the edge.
Best return for each level of risk.
Weights set so each asset adds equal risk.
Spread plus square-root impact by size.
Hits and misses as the threshold moves.
Does 70% mean 70%?
True positives against false alarms.
Sharpe adjusted for how many things were tried.
How often the in-sample winner loses out of sample.
Market sensitivity that changes over time.
Where returns really come from.
Assets that crash together.
A Pareto fit beyond the threshold.
Discontinuities separated from diffusion.
Activity by hour and weekday.
Data, metrics and limits on one page.
Drift between paper and reality, tracked.
Several models, one decision.
Each forecast traced split by split.