Signal invalidated at the session high
Drawdown first / returns second
The first number
is the worst one.
MAX DD · TL–01−x.x%FEATURED RECORD / SIMULATED — NOT LIVE PERFORMANCE
Losing daysxxx
Worst day−x.xx%
Net return, last+xx.x%
Strategy blotterSORT: MAX DD · WORST FIRST
ID / STRATEGYMAX DDDAYSSYNCSLIP
TL–03Index mean reversion−x.x%xxxxxx msx.x ptTL–01Major FX session−x.x%xxxxxx msx.x pipTL–04Gold regime−x.x%xxxxxx msx.x ptTL–02FX carry filter−x.x%xxxxxx msx.x pipSimulated records. Every figure is a placeholder for a broker-sourced number; the highlighted row is the featured record.
Read it before you copy it
The line enters
the drawdown band.
Winning stretches and losing sequences play on the same clock. The band is drawn first, because how much a strategy can lose belongs in front of how much it has made.
HYPOTHETICAL RESULTS · Synthetic design data, not a trading record. It cannot represent execution, liquidity, investor behaviour or the impact of financial risk. Readouts print x where a live record prints the broker-sourced figure.
LOSS LEDGERxxx / xxx SAMPLE DAYS
Spread widened into a scheduled release
Continuation failed before the close
Second entry rejected at the range edge
Rate-path reversal after the data print
Momentum filter lagged the reversal
Stop filled through its level
New York confirmation did not arrive
The house rules
Three things
we print every week.
Copy-trading pages usually open with a return curve. Ours opens with what you would have had to sit through to get it.
The worst number leads.
Every strategy is listed by its maximum drawdown, worst first. Net return is the last column, never the headline.
Losing days stay in.
Every losing day keeps its own line in the ledger, with what went wrong in plain words. No window is cropped to look better.
Signal and fill, side by side.
The price the strategy traded and the price a copying account got are printed next to each other, with the delay between them.
Mechanics before access
The copy is never the original.
Delay, your own limits, minimum lot sizes and the market itself sit between a strategy's instruction and your fill. We show the gap instead of marketing it away.
- +0 msSOURCE
The strategy account sends an instruction: instrument, side, size, stop.
- +xx msROUTER
Your copy boundary is applied: risk scale, exclusions, exposure cap, daily stop.
- +xxx msBROKER
The scaled order reaches the broker and is filled at the next available price.
- x.x pipDIFFERENCE
Your fill departs from the source. It is printed, never averaged away.
4 strategies, one broker
Each sheet says
when it loses.
Market, holding period, minimum balance and the conditions that hurt it most. Read the failure mode before the return.
TL–0301
Index mean reversion
- Max drawdown
- −x.x%
- Worst day
- −x.xx%
- Losing days
- xxx / xxx
- Avg sync
- xxx ms
- Net return
- +xx.x%
SIMULATED — NOT LIVE PERFORMANCE
Read the TL–03 sheet →TL–0102
Major FX session
- Max drawdown
- −x.x%
- Worst day
- −x.xx%
- Losing days
- xxx / xxx
- Avg sync
- xxx ms
- Net return
- +xx.x%
SIMULATED — NOT LIVE PERFORMANCE
Read the TL–01 sheet →TL–0403
Gold regime
- Max drawdown
- −x.x%
- Worst day
- −x.xx%
- Losing days
- xxx / xxx
- Avg sync
- xxx ms
- Net return
- +xx.x%
SIMULATED — NOT LIVE PERFORMANCE
Read the TL–04 sheet →TL–0204
FX carry filter
- Max drawdown
- −x.x%
- Worst day
- −x.xx%
- Losing days
- xxx / xxx
- Avg sync
- xxx ms
- Net return
- +xx.x%
SIMULATED — NOT LIVE PERFORMANCE
Read the TL–02 sheet →05 / CONNECTIONInspect the full record before the button.
Copying runs through Kestrelmoor Markets (fictional broker). Five gates stand between you and the first copied order, and the last one is "do nothing".