Compile timing masters into paper backtests. Equity/ETF (SPY…) or crypto USD pairs (BTC-USD, ETH-USD). After compile you get a trade-selection odds card for whether to paper-try the setup. Run the full pipeline to screen a pool, then book into the virtual $100k account and sync marks. Thorp reviews Kelly. Not live contracts.
Pyramiding winners, cutting losers fast, never averaging down. Trend line breaks and pivot points.
CANSLIM cup-with-handle style breakout on volume; ~7-8% stop discipline; market follow-through filter.
Dual Donchian: 20-day entry, 10-day exit (short system omitted for long-only research default).
Trend-following with volatility-scaled position; ride until MA cross or trailing stop.
Stage-2 uptrend: price above rising 150/200 MA, RS high, tight pivot breakout.
No. Paper research only — compile, pipeline, and the $100k book never route broker orders.
A multi-name paper portfolio on the desk. Masters screen a pool, book fills at research marks, then Sync market updates equity. See /paper-trading-account.
Compile one symbol to Python + Thorp review. Full pipeline screens a liquid universe and can book into the $100k account.
Paper backtest research only. Not live trading. Not investment advice. Slippage, fees, and survivorship bias are not fully modeled.
