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Pro desk In development

Signals Hit-Rate Board

Backtested signals + live firing log + rolling true-positive rate. A transparent, auditable track record — every signal firing logged, every rule backtested, and the rolling true-positive rate joined back as outcomes elapse.

A Pro feature, in build. Preview what's coming below; the live board unlocks with Pro.

What you'll get

Three surfaces — a live log, the scorecards that justify the price, and a public preview to scrub the record before paying.

01 · Live firing log

Every signal, timestamped

Reverse-chronological: signal, underlying, direction, the input snapshot at fire time (why it fired) and — once the horizon elapses — the realized forward return and hit/miss.

02 · Per-signal scorecard

Hit-rate, Sharpe, drawdown

One card per signal: rolling true-positive rate, Sharpe, max-drawdown and sample size, with a hit-rate sparkline. The numbers that justify Pro vs Unusual Whales / SpotGamma.

03 · Public preview

Scrub the record

A date-slider over historical firings and backtested hit-rates — see the track record before you pay. Members get the live log and the input snapshots.

Candidate signal catalog

The first signals on the board and the existing data each reads — the backend applies rules to these live feeds, persists firings, and joins outcomes.

SignalThesisInputStatus
GEX flipDealer gamma flips sign → vol-regime change / accelerationoptions net_gamma (GEX)GEX unwired
OI surgeUnusual OI / volume build = a positioning eventoptions volume / large-tradesInputs live
25Δ skew shiftRisk-reversal swing → fear/greed regime changefeatures/options/skew-signalLive (sparse)
IV–RV extremeVariance premium at an extreme → vol mean-reversionvolatility/iv-rv-spreadLive
Regime / anomalyRegime flip or Mahalanobis breach → tradable dislocationfeatures/regime/anomaly-scoreLive

Build sequence

The board is a thin read-layer; the work is the signals system underneath. It ships in order — backend first, board last — and is not scaffolded against mocked data.

  1. Signal datastore — each firing recorded with name, timestamp, the input snapshot at fire time, and (later) the realized forward-return outcome.
  2. Backtest harness — replays each rule over history to produce prior hit-rate / Sharpe / drawdown, so the board has numbers on day one.
  3. Evaluator job — as horizons elapse, joins firings to realized returns and writes outcomes back — what makes the rolling true-positive rate real.
  4. Signals API — firings / stats / catalog endpoints the board reads.
  5. This board — tier-gated firing log + scorecards + public preview (a ~5-day read-layer once the above exist).
{# ============================================================================ Shared Plus+ paywall / unlock card — included by gated dashboard pages. Context expected: tool_name — e.g. "Funding & Leverage" tool_tagline — the one-glance answer, e.g. "Is the market over-leveraged?" unlock_points — list[str] of what this tool unlocks (4-ish) user — for authed-vs-anon CTA Self-contained: scoped under .cdd-unlock with inline tokens so it renders on any page regardless of the host page's scoped styles. Fonts are loaded by the host page's @import (Fraunces / Instrument Sans / JetBrains Mono). ============================================================================ #}
Quant Desk membership · $149.99/mo

Unlock the full Signals Hit-Rate Board

Backtested signals + live firing log + rolling true-positive rate.

  • Live firing log — every signal, timestamped, auditable
  • Per-signal scorecard: hit-rate, Sharpe, max drawdown
  • Backtested priors so the board is not empty at launch
  • A track record you can scrub before you pay

One membership unlocks every Plus+ dashboard — Volatility Tracker, Options Strike Heatmap, Market Breadth, Funding & Leverage, Market Regime & more. Cancel anytime.

In development — no live signals yet. When published, hit-rates and Sharpe will be historical, survivorship- and look-ahead-bias-audited, framed as what these rules did historically — never a forecast or trade recommendation. Derived from market data; represents market expectations, not forecasts or financial advice.