Forward paper-trading lab

Auditable simulated strategy tracker for stocks.

Algorithmic simulations create timestamped paper positions using real-like prices, local/regional/global news filters, and tamper-evident audit events.

Trust promise

Every simulated signal is versioned, timestamped, linked to considered news, and written into a SHA-256 hash chain.

Track record

Public simulations

Selected simulation

Audit detail

Methodology

How decisions are simulated

1. Price rule

Moving-average breakout: close above previous 20-day high, volume above 1.2× average, price above 50-day SMA.

2. News rule

Entry is blocked when relevant local, regional, or global news has negative sentiment and high impact within 48 hours.

3. Paper fill

No broker integration. Entry and exit are recorded as same-day close simulations for transparent comparison.

4. Audit trail

Signal, entry, price snapshots, exit, and close events are chained with previous hash → event hash.