Stock Trading System

Local PostgreSQL Equity Platform
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Updated: --
Available Market Session ASX
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Trading Hours: 10:00 - 16:15 AEST
Market Sync Status
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Nightly Auto-Sync
Today @ 19:30 Sydney Time
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Now Processing 20Y BACKFILL
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Processing Date Range
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0 / 2,046 ASX Stocks 0.0% Complete
Total Daily Bars in Database
0
Stocks Completed
0
Last Stock Bars Captured
0
Fundamental Profiles in DB
0
Total Dividends in Database
0
Live Activity Stream 0 events
--:--:-- Ready. Click 'Start / Resume' or 'Daily Sync' to fetch ASX data.

Trade Sim Engine

ENGINE READY
Entry Exit Strategy:
⚙️ Defaults:
Dates:
Mode:
Sizing:
ⓘ
Position Sizing Methodologies Guide
1. Fixed % of Capital (5% Sizing)
Allocates an equal 5% of portfolio equity ($5,000 per trade) to each position.
When: Uniform large-cap baskets with similar volatility.
Criterion: 20 equal-sized capital buckets. Simple and predictable.
2. Fixed Dollar Risk (1% Account Risk / Trade)
Shares = (Equity × 1%) / (EntryPrice - StopPrice).
When: Strategies with strict, predefined price stops.
Criterion: Tight stop = larger size; wide stop = smaller size. Limits max single-trade loss strictly to 1%.
3. ATR Volatility Parity (Turtle N-bar Risk)
Shares = (Equity × 1%) / (2 × ATR(21)).
When: Optimal for ATR Trailing Stops and mixed universes (large & small caps).
Criterion: Equalizes portfolio dollar volatility. Produces highest Sharpe/Sortino ratios.
4. Half-Kelly Criterion (Edge-Based Growth)
Shares = (Equity × HalfKelly%) / EntryPrice.
When: Strategies with proven high payoff ratio (> 2.0x).
Criterion: Maximizes geometric growth rate based on win% and payoff ratio.
Equity:
Exec:
Slippage:
ⓘ
Execution & Slippage Model
Next Day Open (T+1): Signals evaluated on Day T close. Orders filled at Day T+1 market open. Eliminates lookahead bias.
Slippage Allowance: Buys fill at min(High, Open + Slippage).
Sells fill at max(Low, Open - Slippage).
Broker:
ⓘ
ASX Share Brokerage Models (Direct Physical Shares, Not CFDs)
CommSec: Online CDIA: $5.00 (≤$1k), $10.00 (≤$3k), $19.95 (≤$10k), $29.95 (≤$25k), 0.12% (>$25k).
CMC Invest: $0 for 1st Buy order per stock ≤$1,000/day; $11.00 or 0.10% (whichever is greater) for other orders.
IC Markets: Flat $7.70 AUD per trade up to $100,000; 0.08% over $100,000 (direct ASX share trading via IC Shares).
SelfWealth: Flat $9.50 AUD per trade regardless of size (CHESS-sponsored).
Stake: Flat $3.00 AUD per trade up to $30,000; 0.01% of trade value above $30,000 (CHESS-sponsored).
Interactive Brokers: Tiered model: Min $5.00 AUD or 0.08% of trade value (whichever is greater).
Gate:
ⓘ
Macro Market Regime Gate
Why Use a Market Gate? Over 70% of trend strategy losses occur when broad market indices enter bear markets or steep pullbacks.
Script on XJO: Evaluates an independent BullScript strategy on S&P/ASX 200 Index (XJO). Bull / Buy on XJO → Low Risk (trades permitted). Bear / Sell on XJO → High Risk (no new buy trades allowed).
200 SMA Trend Gates: Restricts new BUY entries strictly to days when STW or VAS is trading above its 200-day Simple Moving Average.
ADX Regime Gates: Restricts new BUY entries based on S&P/ASX 200 Index ADX(14) trend strength:
  • XJO Sideways (ADX < 20): Permits trades only in consolidating / non-trending markets (ideal for mean-reversion).
  • XJO Trending (ADX ≥ 20): Permits trades only when broad market trend strength is confirmed (ideal for breakouts).
Max Pos:
Institutional Quant Levers 10 Controls (Collapsed)
▼ Expand Levers
Execution & Sizing Model Info Fixed % of Capital (5%) • T+1 • Slippage 0.15% (Collapsed)
▼ Expand Info
Trade Sim Universe Scope:
8 stocks in universe
1. Select ASX Stock / ETF 2,492 Listed
2. Active Trade Sim Universe Click to select item
3. Top 50 Fundamental Stocks
50 Stocks
Total Net Return P&L + Div ⓘ
Total Net Return (P&L + Dividends) Combined performance of realized trade capital gains and accumulated dividends collected while holding positions.
Target: Positive (> +10% to +20% p.a. vs ASX) • Double-click for audit table
$0.00
0.00% Combined Return
Realized P&L ⓘ
Realized Capital Gains P&L Cumulative price gain/loss generated across all closed simulated positions excluding dividend payments.
Excludes corporate dividend distributions
$0.00
0.00% Return on Cap
Avg Annual Total P&L
$0.00
0.00% / yr (Simple)
Avg Compound Annual Total P&L
$0.00
0.00% CAGR
Dividend Income ⓘ
Accumulated Dividend Income Total dividend credits earned on shares held across ex-dividend dates during open trade simulations.
Double-click to view Ex-Date, Shares Held & Drill-down Table
+$0.00
0 dividend events • 🔍 Double-click
Brokerage Fees ⓘ
Total Brokerage & Commissions Total simulated transaction friction deducted across all trade entry and exit orders based on the chosen Australian broker model.
Net P&L reflects deductions after all commissions
$0.00
Zero Brokerage ($0.00)
Win Rate ⓘ
Win Rate (%) Percentage of closed trades with positive realized profit: Wins / Total Closed Trades.
Target: > 35% - 45% (Trend Following) / > 55% (Mean Reversion)
0.0%
0 Wins / 0 Losses
Profit Factor ⓘ
Profit Factor Ratio of Gross Profits to Gross Losses: Σ(Wins) / Σ(Losses). Measures dollars earned per dollar lost.
Target: > 1.75 (Excellent > 2.0x, < 1.0 is losing)
0.00
Gross: $0 / $0
Payoff Ratio ⓘ
Payoff Ratio (Win / Loss Ratio) Average profit on winning trades divided by average loss on losing trades. Critical for trend-following asymmetric payoff.
Target: > 2.0x (Trend Systems > 2.5x)
0.00x
Avg Win $0 / Loss $0
Expectancy (E) ⓘ
Mathematical Expectancy Expected average dollar return per trade taken: (Win% × AvgWin) - (Loss% × AvgLoss).
Target: > $0.00 (Must be positive for positive edge)
$0.00
+0.00R per trade
Max Drawdown ⓘ
Max Drawdown (MDD) Largest peak-to-trough drop in total simulation closed equity. Primary risk metric for portfolio survival.
Target: < 15% - 20% Max Equity Decline
0.00%
-$0.00 Peak-to-Trough
Recovery Factor ⓘ
Recovery Factor Total Net Profit divided by Max Drawdown ($). Measures resilience and speed in recovering from equity valleys.
Target: > 2.5x - 3.0x Net Profit / Max DD
0.00x
Net Profit / Max DD ($)
Max Loss Streak ⓘ
Max Consecutive Losses Longest run of consecutive losing trades. Determines if the strategy risks capital depletion or emotional burnout during market friction.
Target: < 6 - 8 Consecutive Losing Trades
0 trades
Max Win Streak: 0
Avg Holding Time ⓘ
Average Holding Period Average calendar days held in winning trades versus losing trades. Confirms whether the strategy cuts losses fast and lets profits run.
Target: Avg Win Days > 2x Avg Loss Days
0d / 0d
Wins: 0d • Losses: 0d
Worst Trade ⓘ
Worst Single Trade Loss Largest percentage drop suffered on any individual position. Confirms position sizing and stop-loss containment prevent catastrophic account damage.
Target: > -8.0% (Strict stop-loss containment)
0.00%
Best Win: +0.00%
Peak Concurrent ⓘ
Peak Concurrent Open Trades Highest count of simultaneous open positions held in the portfolio on any single trading day.
Target: Within Max Positions limit
0 positions
Cap: No Limit
Max Market Equity ⓘ
Maximum Equity in Market Highest total dollar amount and percentage of portfolio capital committed to open market positions at any given moment.
Target: Safe cash reserve remaining (> 15%)
$0.00
0.0% Peak Exposure
Simulated Trades 0 trades
Win Rate: 0.0% • Total P&L: $0.00 • Div: +$0.00 • Comm: $0.00 • Avg: $0.00 • Avg Annual Total P&L: $0.00 • Avg Compound Annual Total P&L: $0.00
Symbol ↕ Realised P&L Realised % Dividends Comm Entry Date ▲ Entry Price Exit Date Exit Price Days Open Qty Side
No simulated trades yet. Configure parameters and click Trade Sim above.
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Click any trade row on the left to inspect chart ±10 days
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XJO (ASX 200) • Macro Market Gate Signal Line Synchronized
Market Gate Regime at Trade Entry: --
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Live Trade Signaling & Daily Signal Desk

Real-time strategy scanner, compound gate verification, persistent signal staging & 300-day setup inspector
Scan Date:
Predefined Strategy:
Trade Universe Scope:
Target: 8 Active Stocks
Strategy & Core Parameters
Strategy Script:
Market Gate:
Mode:
Position Sizing:
Account Equity:
Execution Timing:
Slippage:
Broker Schedule:
Max Positions:
Quant Risk & Portfolio Levers
1. Trail Stop:
2. Rank By:
3. Sector Cap:
4. Vol Throttle:
5. Circuit Breaker:
6. BE & Stale:
7. Pyramid Compounding:
8. Chop Filter:
9. Profit Runner:
10. Re-Entry:
Strategy: Donchian Trend Breakout • Universe: Trade Sim Universe (8 stocks) • Gate: None (All Market Regimes) • Active Levers: 0 Levers Active
Sizing: Fixed 5% • Timing: Next Day Open • Slippage: 0.15%
Signal Queue 0 Signals
Symbol Signal Signal Date Trigger Price Entry Trigger Initial Stop Exit Trigger Target Size Gate & Quant Status Setup Notes Actions
No signals in queue. Click ⚡ Scan for Signals to evaluate the universe against current market data.
--- Select a stock from the signal queue above to inspect setup
0 of 0
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300 Trading Days Lookback • Markers: 🟢 Buy • 🔴 Exit • 🚫 Blocked
XJO (ASX 200) • Macro Market Gate Signal Line Synchronized
Market Gate Regime on Signal Date: --
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Portfolio Order Desk

Cash: $100,000.00
Equity: $100,000.00
Open: 0
Unreal: $0.00
Realized: $0.00
Open a Trade Universe Scope:
0 stocks in watchlist
1. Select ASX Stock / ETF 2,492 Listed
2. Active Watchlist Click to select item
3. Top 50 Fundamental Stocks
50 Stocks
Active Open Positions
0 open
Symbol Company / Sector Side Open Shares Avg Entry Close Price Close Date Market Value Unrealized P&L Opened
No open positions currently active. Click "+ Open New Trade" above to place your first trade.
Trade Execution Journal & History
0 executions
Ref # Date & Time Symbol Action Type Side Quantity Price Brokerage Net Value Realized P&L Notes
No trade execution records found.
👤 Viewing Portfolio: My Portfolio
Total P&L $0.00
Unrealised P&L $0.00
Total Dividends $0.00
CAGR% 0.00%
Win Rate 0.0%
Profit Factor 0.00
Payoff Ratio 0.00
Expectancy $0.00
Avg Hold Time 0.0 d
Open Mkt Equity $0.00
Free Mkt Equity $0.00
Open Trades 0
Closed Trades 0
Filter:
Select a trade row to view stock chart. Scroll wheel on chart zooms ±5 days.
Symbol & Company
Status & Side
Entry Price & Date
Exit / Current & Date
Qty & Cost Basis
Realized / Unrealized P&L
Loading trades...
-- Loading...
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XJO (ASX 200) • Macro Market Gate Signal Line Synchronized
Market Gate Regime at Entry: --
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Scenario Comparison Matrix 0 Scenarios
Define multiple independent trading scenarios and run them sequentially against the Trade Sim Universe. Results are cleared prior to each run and tabulated side-by-side with optimal strategy detection.
Presets:
Scenario Queue & Parameter Specifications (Fixed to Trade Sim Universe list)
Bulk Mode:
💡 Set parameters per row. When Script to XJO gate is selected, choose an independent gate script.
# Scenario Name Strategy Script (Entries & Exits) Mode Position Sizing Equity ($) Exec Timing Slippage Commission Macro Market Gate Gate Script on XJO Max Pos Status Actions
📈 Chart Workspace
Layout:
Active: None

🛡️ Administration & Access Control

Manage users, assign functional permissions, and generate external access requests.

Total Registered Users
0
Active Users
0
Pending Approval
0
Pending External Invites
0
👥 User Management & Function Permissions
Select which functional modules each user is allowed to access. Changes apply immediately upon saving.
User Role Status Allowed System Functions Last Login Actions
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🌐 External 3rd-Party Access Requests & Invitations
Generate an expiring cryptographic invitation link for users connecting outside your home network via Tailscale Funnel. When the user visits this link, they will sign in with Google and automatically be assigned the permissions below.
✅ Invite Link Generated Successfully!

Send this secure URL to the recipient. When they open it, they can sign in with their Google account to claim access:

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