Waiting for a qualified setup
QUANTLARPER / RESEARCH ENVIRONMENT
Signals
A qualified setup appears only when market data and risk checks pass.
Market Universe
Session Status
Probabilities left today: --/3
Analyzing market structure...
Validating sources, trend structure, momentum, and calibrated probability.
Stochastic Risk Model
Seeded geometric Brownian motion — risk-distribution research surface, not a live prediction.
SEED -- / Standby
S(t+Δt) = S(t)·exp((μ − ½σ²)Δt + σ√Δt·Z)
EV = p·R − (1 − p)
Select a market and request analysis
Entry --
Entry range --
TP --
SL --
Probability is not a win-rate guarantee. RR and structure matter.
Delivered Setup
| Market | Symbol | Bias | Entry | TP | SL | Probability | Quality | TF | Created | Freshness | Explanation |
|---|---|---|---|---|---|---|---|---|---|---|---|
| No fresh setup is available right now. The engine is scanning the market. | |||||||||||
Delivered Setups
Previously delivered — newest first. Outcomes track setup barriers, not your brokerage P&L.
| Market | Symbol | Bias | Entry | TP | SL | Probability | TF | Created | Outcome | Evidence |
|---|
Missed / not received
Historical candidates generated during your access period that were never delivered to your account. These are not missed profits: availability, fill and results in your own account are unverified.
Market Watch
Last refresh: --
| Market | Asset | Quote | Updated | Status | Source |
|---|
Account Access
Subscription state
Status
...
Days Remaining
...
Expires At
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Backtest Lab — Temporarily Offline
We are rebuilding the historical simulation engine for accuracy and consistency. This module is disabled while validation is in progress and will return in an upcoming release.
Beta · Under maintenance
Research Ledger
Completed Simulations
Saved locally in this browser. Historical research only — never a performance promise.
Total Backtests0
Average Return--
Best Return--
Worst Drawdown--
Trades Simulated0
Markets Tested0
New Research Run
Simulation Console
Configure capital, market universe, and research period. Results are computed by an isolated historical backtest engine on real market candles.
Research Configuration
Simulation Parameters
Capital Selection
Market Selection
Period Selection
Quant Research Laboratory
Multi Asset Simulation
Isolated historical backtest using real market candles.
Initializing
Capital EvolutionMonth 0
$1,000.00
Account equity replayed from the computed historical trade path.
Equity Curve Construction0%
Monte Carlo DispersionSeeded path fan
Probability MatrixLive estimate
Win Probability--
Loss Probability--
Expected Value--
Confidence--
Risk Score--
RR Target--
Market RegimeScanning
Trend--
Volatility--
Bias--
Mode--
Signal QualityWeak
Waiting for reconstructed trades.
PerformanceLive
Return--
Win Rate--
Trades--
Drawdown--
Expectancy--
RR--
Trade ReconstructionTP / SL replay
Research ActivityProcess log
Compounding PathSix-month slices
Asset HeatmapResearch basket
Research NotesDynamic observations
Final ReportCompleted
Starting Capital$1,000
Ending Capital--
Total Return--
Win Rate--
Max Drawdown--
Trades--
Expectancy--
Market Breakdown--
Market Breakdown Awaiting result
AccessChecking
PlanQuantLarper Access
Next Billing--
Renewal--
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Understand what you're looking at.
Setups are one half. Understanding them is the other. Learn risk, probability and how to question a trade before taking it.
Open Learn to load your course.
YOUR COURSE
Quant Foundations
15 lessons · 3 weeks at 5 lessons a week · About 8 minutes with practice per lesson
0 / 15 completed0%
One small lesson each day. Miss a day? Pick up here. All 15 lessons are available at your own pace.
Lessons & previous chapters
Completed ✓
THE MATH, WITHOUT THE DRAMA
A worked example
Your turn · paper only
What comes after Foundations?
Planned next: testing simple strategies, market regimes and deeper research practice. The longer 12-week programme and conversational AI tutor are not available yet. Foundations is a complete, standalone first course.
Further reading & course notes
Examples are hypothetical, not current signals or QuantLarper performance. Completion tracks passed lessons, not trading ability. Practise on paper; learning does not guarantee profits.
Operations
QuantLarper Health
Generated and delivered counts come from saved rows. No-setup and rejection events are buffered diagnostics and can be incomplete after a restart. Stripe status is webhook-synchronized, not a live Stripe check.
Generated (24h)--
Delivered (24h)--
Unique Users Today--
Total Users--
Active Accesses--
Stripe Active (local)--
Stripe Failed + Access--
No-Setup events (24h)--
24h Delivery / Generation--
Delivered TP (lifetime)--
Delivered SL (lifetime)--
Delivered Avg R (closed)--
Throughput
Generated vs Delivered
Generated
Delivered
Risk Control
--
Slice Circuit Breakers
Outcome guard by market, timeframe and direction. Backfilled outcomes are excluded.
| Market | TF | Side | State | Loss streak | Window | ΣR | WR | Reason | Action |
|---|---|---|---|---|---|---|---|---|---|
| No evaluated slices yet | |||||||||
Demand
Users per Day
Unique users requesting or receiving signals, plus successful deliveries, per UTC day (30d).
Unique users
Successful deliveries
Retention
Cancellation feedback
Survey answers show intent. Stripe status confirms whether billing was actually cancelled.
| Submitted | Account | Reason | Comment | Stripe status |
|---|---|---|---|---|
| No feedback yet | ||||
Rejections
Rejections Breakdown (24h)
Distribution
Delivered Mix (24h)
By Market
By Timeframe
Outcomes · Lifetime
Setup Outcomes
Every generated signal is tracked. Delivered = setups a user actually received; All generated = engine-wide.
TP--
SL--
Open--
Expired--
Unknown--
Avg R (resolved)--
Avg Holding--
All generated
TP--
SL--
Open--
Expired--
Unknown--
Avg R (resolved)--
Avg Holding--
System
Engine & Pipeline
| Metric | Value |
|---|---|
| Engine version | -- |
| Model version | -- |
| Config hash | -- |
| Last signal | -- |
| Metrics buffer | -- |
| Signal interval | -- |
| Metrics flush | -- |
| Rollup interval | -- |
| Last rollup | -- |