Systems
The strategies that passed.
Closed-source trading algorithms built from the open research. Each one started as an idea in the notes, was backtested on real market data, and passed every test before it was packaged. The methods it uses are taught in the course or written up in the research notes, so you can understand exactly what you are running. Paper trade every live system in your browser, against real market data, before a dollar is involved.
QD·1
Imbalance Momentum
Trades sustained order-book pressure before it prints on the chart.
- Signals
- Book imbalance · Taker flow · Micro-price deviation
- Horizon
- Seconds to minutes
QD·2
Absorption Reversal
Fades aggressive flow that the book absorbs without moving.
- Signals
- Absorption · Replenishment · Failed impact
- Horizon
- Seconds to minutes
QD·3
Liquidity Vacuum
Positions ahead of moves through thin-book air pockets.
- Signals
- Depth mapping · Liquidity decay · Flow direction
- Horizon
- Minutes
How it works
Read the research. Watch the preview. Then decide.
- The research is free. The experiments that validated each system are in the research notes, and the course teaches the basics they build on. Read those first.
- The preview is live. The same signal runs in your browser against live Binance Futures data, with simulated fills that cross the spread and pay fees both ways.
- The package is closed source. Tuned settings, execution rules, monitoring, and a private workspace with the people running it.
Nothing here is executed on your behalf and nothing is guaranteed. Simulated results are not indicative of live performance. Research evidence, not investment or financial advice.