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The Lab · updated 2026-06-13

Indicators we build — and test in public

Idle — nothing building right now. Next up: Half TrendTrendlines with BreaksVIX Regime (focused)
Built so far

8 indicators, every one verified

Markov RegimeTrend
↳ The "Markov-2 Hedge Fund Method" from a viral Fable-5 quant video

The standout. Best indicator on 14 assets and a genuine volatility-regime edge on VIX (out-of-sample Sharpe 1.18 over 547 trades). But it loses to buy-and-hold on BTC, SPY and AAPL — the viral "60x" is the asset rising, not alpha.

best fit on 14 assets · avg Sharpe 0.41 · AT&T (T) · Air Products (APD) · AutoZone (AZO)
Markov Regime (Confirmed)Trend
↳ Stricter variant of the Markov-2 method (learned-boundary agreement gate)

Adds a 'hidden Markov' confirmation gate so it trades less. Wins on 1 asset (Fortinet). Trading less didn't make it better — a clean negative result worth knowing.

best fit on 1 asset · avg Sharpe 0.23 · Fortinet (FTNT)
Cascade Z-ScoreMomentum
↳ Reverse-engineered from a 'contN' continuation-strategy card

Momentum continuation (buys a z-score breakout). Wins on 0 assets as the #1 fit; avg Sharpe 0.26. The card claimed Sharpe 5.36 — costed and out-of-sample, it doesn't beat buy-and-hold.

not the #1 fit anywhere · avg Sharpe 0.26
Liquidity Flow OscillatorVolume
↳ Reverse-engineered from a 'contN' continuation-strategy card

Net signed-volume flow oscillator. Avg Sharpe 0.31, but wins 0 assets — no broad edge once costs and an out-of-sample split are applied.

not the #1 fit anywhere · avg Sharpe 0.31
EMA Cascade RiderTrend
↳ Reverse-engineered from a 'contN' continuation-strategy card

Rides a stacked-EMA trend. Big raw returns on trending names (it's just long the trend) but negative alpha almost everywhere; best fit on 1 asset (Kimco Realty).

best fit on 1 asset · avg Sharpe 0.32 · Kimco Realty (KIM)
Trend-Gated AsymmetricTrend
↳ Reverse-engineered from a 'contN' continuation-strategy card

Longs only in an uptrend, exits fast. Best on 1 asset (Warner Bros. Discovery); avg Sharpe 0.16. Mostly underperforms buy-and-hold.

best fit on 1 asset · avg Sharpe 0.16 · Warner Bros. Discovery (WBD)
Relative Volume SpikeVolume
↳ Reverse-engineered from a 'contN' continuation-strategy card

Buys confirmed 2x-volume spikes. The weakest of the batch — avg Sharpe 0.09 — though it is the best fit on 3 niche assets (Soybean Oil, Ondo, Incyte).

best fit on 3 assets · avg Sharpe 0.09 · Soybean Oil (ZL) · Ondo (ONDO) · Incyte (INCY)
Order-Flow ReversionVolume
↳ Reverse-engineered from a quant strategy card (net-liquidity imbalance + price stretch)

Fades a 2-sigma stretch when signed-volume flow shows sellers are exhausted. High win-rate reversion that gives it back on big moves; best on 2 assets (Datadog, Uber), avg Sharpe 0.25. The card's +458% was 15m-specific overfit.

best fit on 2 assets · avg Sharpe 0.25 · Datadog (DDOG) · Uber (UBER)
Why we publish the duds

Most custom indicators — including most of these — do not beat buy-and-hold once you add costs and an out-of-sample test. That is the single most useful thing we can tell you. Anyone can post a winning backtest; almost no one shows you the ones that quietly lose. Educational information only — not investment advice. Hypothetical backtested results; past performance does not guarantee future results. Trading involves risk of loss.

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