A fleet of algorithmic trading bots runs 24/7 against live markets - every strategy backtested with real costs, validated out-of-sample, and paper-traded before a single real dollar moves. Watch it happen, wins and losses alike.
Strategies are modeled on documented methods from real traders and the quantitative literature - then implemented as code, not vibes.
Every strategy faces backtests with real fees and slippage, parameter sweeps with out-of-sample validation, and a graduation gate. Most fail. That's the system working.
Survivors paper-trade live markets around the clock, with every decision logged and published to the dashboard - simulated money, real accountability.
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Two Bensdorp mean-reversion systems passed their walk-forward and went forward as paper bots; the gated-Bollinger fleet came back INCONCLUSIVE again and extends to October 7; 17 rehearsal bots now run the live order path with zero real orders.
A buy-quality-at-maximum-pessimism rule passed its frozen gates with 32,851 dead stocks included, then failed independent validation because March 2020 alone carried 42.5% of the profit - so nothing deploys.
