Research ModeLive Trading Disabled
How it works

Methodology

Deterministic research pipeline using public market data. No private trading APIs. No order execution.

Data & model flow

  1. Public OKX Data
  2. Technical Indicators
  3. Strategy / Signal Engine
  4. Prediction
  5. Historical Evaluation
  6. Statistical Analysis

Market data

  • • Source: public OKX candle endpoints only
  • • Assets: BTC-USDT, ETH-USDT, SOL-USDT, XRP-USDT
  • • Timeframes: 15m, 1H, 4H
  • • Predictions use the latest closed candle when possible

Indicators

  • • EMA 20 / 50 / 200
  • • RSI 14
  • • MACD (line, signal, histogram)
  • • ATR 14
  • • Volume & volume SMA

Strategies researched

  • • Baseline trend + momentum
  • • Breakout
  • • Trend following
  • • Momentum
  • • Mean reversion
  • • Live prediction engine leans on breakout + indicator agreement

ML & statistics

  • • Phase 10: ML signal filter (no durable edge)
  • • Monte Carlo trade resampling
  • • Bootstrap intervals
  • • Random benchmark comparison
  • • Cost / slippage sensitivity
  • • Walk-forward / robust validation in earlier phases

Prediction outputs

  • • Direction: LONG / SHORT / NEUTRAL
  • • Signal strength: 0–100 analytical score (not probability)
  • • Model levels: entry zone, stop, take-profit, R:R
  • • Deterministic explanation factors

Historical evaluation

  • • WIN — take-profit before stop-loss
  • • LOSS — stop-loss first (including same-candle SL-first)
  • • TIMEOUT — neither level within horizon
  • • SKIPPED — NEUTRAL / missing levels
  • • Causal: predict on candles ≤ N; evaluate on N+1…

What QuantLab is not

  • • Not a trading bot or exchange
  • • Not an investment advisory service
  • • Not a claim of profitable foresight

NO ROBUST EDGE DETECTED

See research timeline →