Trading signals
that show their work.
Every trade logged. Every signal explained. Every closed paper trade is included, wins and losses. From June 2, 2026, a trade is left out only if it is flagged as a data error, was closed before a reset of the paper record, is marked as excluded from the record, or has no recorded result.
Three strategy pillars. One platform.
Options Income
Systematic premium collection across iron condors, credit spreads, calendars, and volatility harvesting. Defined-risk income designed to work across market regimes.
Directional Options
Capture directional moves using orderflow, GEX levels, VWAP structure, and unusual options activity. High-conviction entries only — no chasing.
Futures
Multiple independent futures systems across ES and NQ — ICT framework, cumulative-delta divergence, momentum cascades, and macro-event strategies.
Regime-adaptive
Every strategy adapts to current market conditions. Regime detection classifies trend, volatility, and correlation — strategies scale up in favorable regimes and stand aside in hostile ones.
Multi-strategy
Iron condors, vertical spreads, calendar spreads, momentum plays, and mean reversion — running simultaneously. Diversification across strategy types, not just tickers.
Risk-first
Position sizing and regime-based exposure scaling.
Transparent
Every trade logged. Every P&L published. Every drawdown visible.
Best performer per asset class.
How it works, end to end.
The test is written down before the result.
Every idea is logged in the research ledger, and how it will be judged — the statistic, the null it must beat, the costs it must clear — is written down before its results are seen.
- Rules fixedBefore results
- Every ideaLogged
- VerdictsNever upgraded
Tested against luck, with costs.
Each idea has to beat statistical controls — shuffled and placebo entries — after realistic trading costs. Most fail, and the failures are published as complete results.
- ControlsNulls + placebos
- CostsIncluded
- FailuresPublished
Survivors are forward-tested on simulated paper.
The few ideas that survive are traded on simulated paper accounts. Nothing trades live.
- TradingSimulated paper only
- Live accountNone
Live ES + NQ futures orderflow. Footprint charts, level-2 DOM, cumulative delta.
- ◆ Footprint charts with per-level buy/sell delta
- ◆ 20-level DOM with imbalance + absorption markers
- ◆ CVD with divergence detection (bullish + bearish)
- ◆ Iceberg + stop-sweep alerts streaming to your feed
◆ Absorption at 21,484 — 1,247 contracts stalled ❄ Iceberg refill detected — 4 fills @ 21,491 🟠 Stacked imbalance · 3 levels through 21,505 ⚡ Stop sweep · 21,470 → reverted in 18s ↯ Bullish CVD divergence — price down, delta up
Not a day trader? That's fine.
Generate income on stocks you already own — or follow along as we build a $50,000 model portfolio from scratch with the wheel strategy. Every trade documented.
Be part of the first cohort.
Built like a desk.
Not a signal feed.
QuantaEdge is in private beta. We're building our track record transparently — every trade, from June 2, 2026.
Join the Waitlist →A desk, not a black box
Most platforms sell you signals. We run the strategies ourselves and show you every trade.
- ✓Not a black box — every signal logged
- ✓Three strategy pillars, one platform
- ✓Regime-aware — the right strategy for each market condition
- ✓Built transparently — track record from day one