NEW Trade AnalyticsExplore the demo
QuantLogic.io
Examples

Real examples from real trades

These are one trader's own trades, split the way QuantLogic splits yours. Some conditions helped, some cost money. Most samples are small, so nothing here is proven: QuantLogic checks a split against shuffled trades before calling it more than luck.

PF is the profit factor: money won divided by money lost. Above 1 made money, below 1 lost it.

Beats luck is the badge QuantLogic shows when a split holds up against shuffled trades.

  1. 1 / 5

    Minutes since the last VWAP cross

    Entering right after price crossed VWAP cost money. Waiting 5 to 15 minutes did better.

    5 to 15 minutes after a cross
    76 trades · 75% wins · PF 1.91
    0 to 2 minutes after a cross
    52 trades · 62% wins · PF 0.74
    15+ minutes
    194 trades · PF 0.95

    Larger samples, still checked against luck before anything is called an edge.

    Table of the trader's results by minutes since the last VWAP cross

  2. 2 / 5

    Where yesterday settled

    The same trader made money after strong settlements and lost after the others.

    Settled in the top third of the range
    173 trades · 66% wins · PF 1.65
    Mid-range
    112 trades · PF 0.60
    Bottom third
    105 trades · PF 0.64

    Larger samples, still checked against luck before anything is called an edge.

    Table of the trader's results by where yesterday's settlement sat in its range

  3. 3 / 5

    Economic releases

    Trades taken near a scheduled economic release did better than trades with no event nearby. One of them: a long right after the 9:45 ET Chicago PMI, out about 16 points higher minutes later.

    Near a release
    PF 3.7 to 23.9 · 67% to 82% wins
    No event nearby
    26 trades · 58% wins · PF 1.97

    Small samples: 3 to 13 trades per event type. Not proven yet.

    Table of the trader's results by type of economic releaseChart of a long entered right after the 9:45 ET Chicago PMI

  4. 4 / 5

    Gamma regime

    Trades taken when net gamma was negative did better than when it was positive. One of them: a long on a down day with NDX and SPX net gamma both negative, out about 14 points higher.

    Short gamma (net gamma negative)
    22 trades · 82% wins · PF 22.6
    Long gamma (net gamma positive)
    29 trades · 59% wins · PF 2.4

    Small samples. Not proven yet.

    Table of the trader's results in short-gamma and long-gamma regimesChart of a long on a down day with NDX and SPX net gamma both negative

  5. 5 / 5

    An indicator on the chart: Time into VWAP

    The trader turned a data point into an indicator. On Monday 12 October at 10:29 ET it flagged a long on NQ about 70 points under VWAP; price was back at VWAP by 11:45.

    One day, one indicator. Not a prediction.

    NQ chart on Monday 12 October with the Time into VWAP indicator flagging a long about 70 points under VWAP

Analyze your own trades like never before.

Your last 30 days on one account are free, no card.

Analyze my trades freeSee pricing

One trader's real trades. Past results don't predict future ones. Not financial advice.