R Replitrade Signals

Multi-strategy research

Methodology built for fair strategy comparison.

Replitrade freezes each strategy before it collects outcomes. Strategies share one point-in-time feature snapshot, record every decision, and stay separate in performance reporting.

No guaranteed returns. No personalized advice. No broker connection.

One episode Shared point-in-time evidence Six versions
BaselineFrozen New methodsShadow PromotionManual only
Published record versioned rules | shared snapshot | decision hash | independent episode

System map

From available evidence to comparable strategy decisions.

The product keeps source context, scoring, publication, and later outcomes separate so users can see what influenced a signal without connecting a brokerage account.

Research inputs Public disclosures Policy and committee context Political trade quality Market and benchmark context Source provenance
  1. 1 Normalize evidence Each input is treated as context with a source trail, not as an automatic trade instruction.
  2. 2 Freeze one shared snapshot Every strategy reads the same evidence available at the same cutoff. Missing coverage stays missing.
  3. 3 Run every registered strategy The baseline and shadow methods each append a decision without rewriting one another.
  4. 4 Track outcomes later Results mature at 5, 20, 60, and 120 sessions with overlap, benchmarks, stale, and immature counts visible.
Learning loop Calibration, coverage, overlap, and expectancy are reviewed by strategy and independent episode. No personalized advice. No portfolio sync. No broker execution.

Strategy family

Distinct hypotheses, not renamed score bands.

Strategy v1 remains the frozen control. Five prospective methods begin in shadow mode and cannot be promoted automatically.

Disclosure Drift

Tests completed five-session SPY-relative continuation after public availability.

Consensus Cluster

Requires at least three distinct households aligned inside fixed transaction and availability windows.

Catalyst Confirmation

Requires an independent, objectively signed catalyst and confirming completed market evidence.

Smart-Money Confluence

Requires at least two independent bullish SEC filing channels; Schedule 13G remains context only.

Enhanced Composite v2

Uses four fixed 25-point components with complete coverage and hard-negative blocking.

Manual promotion gate

Review starts at 30 independent resolved episodes. That threshold permits review; it does not prove an edge.

What every strategy records

The signal is more than a ticker.

A published card includes the strategy version, timestamp, evidence references, confidence tier, current status, risk note, and ledger proof. That structure makes the signal easier to audit after the market has moved.

Learning loop

Outcome tracking tells the strategy what mattered.

Replitrade tracks mature, immature, stale, and skipped signals. The learning loop compares score bands, confidence tiers, and signal ingredients so future versions can be improved with evidence.

Ingredient breakdowns

Performance is grouped by the signal ingredients present at publication, not only by ticker.

Confidence breakdowns

Confidence tiers are measured over time to learn whether they map to better outcomes.

Shadow strategies

Experimental rules can be tracked in shadow mode before changing the public Strategy v1 feed.

Boundary

Research feed, not account software.

Strategy v1 does not require subscriber holdings, tax profile, risk tolerance, broker access, portfolio sync, or routed trades. It is a one-to-many research product.