Quantitative validation for discretionary traders

Trade the same edge
for years, not months.

A quantitative lock for a discretionary strategy. Prove the edge is real, size it so it survives its own worst run, and get told the moment it starts failing — long before the account does.

See how it works
synthadesk — discretionary_log_3yr.csv
Hover any line — each one is the same trades in a different order
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alternate orderings of your own trades — the distribution your one result came from

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patterns a discretionary trader believes in that fail a corrected significance test

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to test your first strategy, and every one after it

SynthaDesk · prop mode

Stop paying to fail evaluations.

Part of SynthaDesk. Pick your firm and account and we already hold the rule set — profit target, trailing drawdown, daily cap, winning-day requirement — and run thousands of simulated evaluations against it. Every tab below is the real engine, running on a sample log.

ready
Each line is one simulated evaluation traded under the exact rules above. Green cleared the target, red breached the threshold. Drag the slider to read the distribution at any point in the attempt.
Most likely cause of failure
Every trade is bucketed by the strategy's own 20-trade rolling volatility and drift — computed from the log itself, so it needs no market data feed.
Bars show net P&L by regime. A strategy that only earns in one bucket is a strategy that stops working when conditions change.
The full distribution of outcomes from resampling your own trades. Value at risk is the single-trade loss you exceed 5% of the time; conditional VaR is the average of that worst 5%.
SynthaDesk

An honest grade, and what will end the run.

Ten thousand alternate orderings of your own trades. Out comes an A–F grade across edge, robustness, survival and sample size — plus your pass probability under Topstep, Apex or Take Profit Trader rules.

  • EdgeProfit factor and expectancy against realistic costs
  • RobustHow often the same trades, reshuffled, still finish green
  • SurvivalThe 95th-percentile drawdown, not the one you happened to get
  • SampleWhether you have enough trades for any of it to mean something
outcome distribution — 10,000 paths
Move your cursor across the distribution
GradeC
Paths profitable87.4%
Pass probability38%
findings — significance corrected
Comparisons15
Cleared threshold2
Labelled noise13
The difference

We tell you when your data says nothing.

Your journal reports a 71% Wednesday win rate on 31 trades and lets you believe it. We report the interval — 52% to 86% — and label it noise.

  • CIEvery finding carries a Wilson confidence interval, not a bare percentage
  • CorrectionRun fifteen breakdowns and the threshold rises to t > 3.64
  • TiltRead from the sequence — size spikes after losses, trades past your stop
  • HonestNo self-reported mood slider a tilting trader would fill in wrong
SynthaLab · strategy builder

Describe it. Get working code.

Type how you actually trade. The Lab reads it, sets the rules, and writes PineScript v6 you paste straight into TradingView. This demo runs the same parser and the same generator the product does.

  • ReadsDirection, entry logic, session, stop type, R target, trade limits
  • WritesValid v6 — session guard, ATR risk, breakeven, trade counter
  • PricesCommission and slippage into the win rate the rules demand
  • LocalDeterministic parsing, no API call, nothing sent anywhere
SynthaLab — describe your setup
20/50 EMA crossover, long only, 1.5R target with a 1.5 ATR stop, NY morning, one trade per session
example
Reading the example…
// Your PineScript appears here.
risk surface — drag to rotate, hover a cell
Position sizing

How big can you trade this and still be here in three years?

Every cell is a real Monte Carlo: your trades resampled at that position size, over that many trades, counting how often the run hits your drawdown limit. Height is the probability of ruin. Drag it, click any cell, read the numbers.

  • SizeA sixth of your size up to one-and-a-half times, across the front axis
  • Time25 to 400 trades across the depth axis
  • HeightP(hitting your drawdown limit) — green safe, red ruin
  • Real240 simulations per cell, 63 cells, recomputed from your log
edge monitor — live vs expected
Backtest PF1.21
Live PF0.86
Percentile3rd
Edge Monitor

Know the moment the edge starts dying.

Journal what you trade and it plots against the band your own backtest predicted. Below the 5th percentile is not proof the edge is gone — it is a result your backtest said should happen under one time in twenty.

  • HealthyLive curve inside the band your own history predicted
  • WatchTracking the lower half. Not broken — but stop adding size
  • DegradedBelow the 5th percentile of 10,000 resampled paths
  • ActCut size or stand down before the account does it for you
Community

Publish what survived the test.

Post a strategy from the Lab, a graded run, or a journal run. Every post carries the verification tier of the data behind it — a historical CSV is labelled unverified and stays that way, because a file can be edited in ten seconds.

  • ShareStrategies from the Lab, with the actual PineScript attached
  • ProveGraded runs and journal runs, badged by how the data arrived
  • TiersSelf-reported → Tracked → Connected, earned not claimed
  • AppendTracked records are append-only; gaps are shown, not hidden
community — verified posts

Founding rate, locked for good.

Nothing is charged today. Billing starts on your access date, and you can cancel before it does.

FREE
$0
at launch · unlimited checks
  • Unlimited strategy grading
  • 10,000-path Monte Carlo
  • Prop mode — every firm and account size
  • Significance-corrected findings
  • Full institutional risk statistics
TRADER
$29
per month · founding rate, locked
  • Everything in Free
  • SynthaLab — unlimited generation
  • Journal with adherence tracking
  • Edge Monitor and alerts
  • Tracked verification tier
  • Post to the community

Survive long enough to compound.

Drop a trade log. Know in ten seconds whether the edge is real — and how big you can trade it and still be here in three years.

Early access · launching soon

Join the waitlist

Founding members lock the launch price for as long as they stay subscribed, and get access before general release.

  • $29Founding rate, locked for good — it rises for everyone after launch
  • 1stAccess opens for the waitlist before general release
  • $0Nothing charged today, and no card held
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