Wallet Balance (5Y Backtest)
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Amount for Trading Today
Editable. Persists until changed.
Today's P&L
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5-Year Algorithm Backtest
Seed Capital
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→
Final Balance
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Total Profit / Loss
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Return
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Total Trades
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Days Traded
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Engine 5 — Day Storyboard
Pick a date to see exactly what the engine scanned, why it picked, when it entered and exited.
Pick a date to load the day storyboard.
No Engine 5 data recorded for this date yet.
Only Engine 5 backtest runs after the storyboard rollout populate this view.
1
Scan — 09:15 to 09:45
Every symbol the engine looked at, and whether it made the cut.
How the scanner picks these stocks — the 4 gates
Every symbol with at least 3 bars before 09:45 IST is measured against four thresholds. All four must pass for a stock to qualify.
| Gate | Indicator | Formula | Passes when |
|---|---|---|---|
| 1 | Price move | (last close − first open) ÷ first open × 100 | |move| > 0.4 % |
| 2 | Volume ratio | window volume ÷ (avg daily vol × bars ÷ 75) | ratio > 1.3 × |
| 3 | Direction score | (bullish bars − bearish bars) ÷ total bars | |score| > 0.25 |
| 4 | Acceleration | last bar range ÷ avg of prior 2 bar ranges | ratio ≥ 1.1 × (or "early trigger": ≥1.3× range + >1.2× volume) |
In plain English: the stock is moving (gate 1), on real volume (gate 2), in one direction (gate 3), and the move is expanding, not stalling (gate 4).
2
Why these? — Momentum readouts
Each qualified stock in plain English, with the technical readout underneath.
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From qualified to traded
Of the qualified stocks, which ones a pattern strategy fired on — and which ones stayed on the watch list.
How a qualified stock becomes a trade — the 12 pattern strategies
Qualifying makes a stock a candidate. To become an actual trade, one of Engine 5's 12 pattern strategies has to fire on its 3-minute bars, and that signal has to pass the risk / portfolio / ML grader gates. If none of the 12 patterns matches during the session, the stock is watched but not traded.
The 12 patterns (in evaluation order):
- VWAP Bounce — price touches VWAP from above/below with confirmation.
- Opening Range Breakout — breaks the 09:15–09:30 range on volume.
- Squeeze — Bollinger inside Keltner then expansion.
- ABCD Pattern — measured-move continuation.
- Bull Flag — pullback after impulsive up-leg, break of flag.
- Bear Flag — mirror image, short side.
- Momentum Reversal — exhaustion + turn against the day's trend.
- Moving-Average Trend — EMA stack + pullback / continuation.
- Support / Resistance — reaction at prior day's key levels.
- Multi-Confluence Squeeze — squeeze + trend + volume in agreement (fallback).
- Rally Short — fade parabolic up-moves.
- Pivot Point — reaction at classical pivots.
Engine 5 blocks the "squeeze-pb" variant at every hour (the single filter that makes it Engine 5 vs Engine 25).
3
Trades — Entry to exit
Each bar is one trade, from entry time to exit time. Table below has the full details.
4
Day P&L — After brokerage
Gross wins minus brokerage / STT / other charges equals net for the day.