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MarketSightAI
Open Research Terminal & 54-Variety Matrix • Causal Forensics Aligned
BAR-BY-BAR CAUSAL REPLAY

Interactive Bar-by-Bar Lifecycle Workbench & 54-Variety Quant Matrix

Powered by MarketSightAI’s native engine across [Strategy Schools · Price Action Patterns · Asset Varieties]: audit bar-by-bar causal lifecycles across 6 tactical schools, explore 10-year win-rate forensics across 54 futures varieties (6 sectors) × 47 Price Action setups (5 canonical classes), or evaluate daily portfolio rotation strategies.

Open 54-Variety Matrix → Launch Workbench Strategies Track
Empirical Span
2015–2026
10-Year Continuous Contracts
Price Action Setups
47 Setups
5 Canonical Categories
Futures Varieties
54 Symbols
6 Industrial Sectors
Physical Close Sync
15:00:00
Strict Causal Verification
T-3 SPOTLIGHT SESSIONS

Featured Historical Audit & Blind Replay Sessions (Curated Price Action Setups)

Launch Blind Challenge →
CFFEX.IM 2026-11-04
Ouyang Fox Intraday Dragon & Institutional Flow
12 Setups · 48 Bars Replay →
SH.510500 2026-11-04
Ouyang Fox Intraday Dragon & Institutional Flow
10 Setups · 50 Bars Replay →
CFFEX.IM 2026-11-03
Ouyang Fox Intraday Dragon & Institutional Flow
8 Setups · 48 Bars Replay →
SH.510500 2026-11-03
Ouyang Fox Intraday Dragon & Institutional Flow
8 Setups · 50 Bars Replay →
MODULAR ARCHITECTURE • CORE PLATFORM CAPABILITIES

Modular Institutional Quant Ecosystem

From empirical win-rate taxonomy to daily portfolio tracking and interactive bar-by-bar blind replay.

PILLAR 01 • EMPIRICAL TAXONOMY 54 Symbols × 47 Setups

54-Variety Matrix & Kelly Sizer

Empirical 10-year audit across 54 domestic futures. Access win rates, profit factors, payoff ratios, and Half-Kelly sizing.

Tight Channel Progression PF 2.52
Consecutive Trend Bars Impulse PF 1.81
Outside Bar Expansion (ob) PF 1.58
Barbed-Wire Congestion Breakout PF 1.55
Explore Full Matrix & Playbook →
PILLAR 02 • PORTFOLIO QUANT 15:00 Close Aligned

Multi-Asset Strategies Track

Daily bar-closing portfolio rotation and commodity CTA momentum tracking. Inspect audited NAV curves, Sharpe ratios, and historical trade logs.

MarketSightAI Dual-Momentum Adaptive Rotation +41.8%
Sharpe 2.38 Max DD -6.85%
Commodity Adaptive Volatility Breakout +58.3%
Sharpe 2.65 Max DD -8.40%
Audit Portfolio Strategies & NAV →
PILLAR 03 • INTERACTIVE ENGINE Zero Future Leaks

Bar-by-Bar Blind Workbench

Browser-native terminal with zero lookahead leaks. Replay bar-by-bar, practice entry triggers, and test trade read execution.

✓ Al Brooks 5-Step State Machine
✓ Import/Export Custom JSON Sessions
✓ Equities, Options & Futures Models
Launch Interactive Terminal →
RESEARCH EDITORIAL • QUANTITATIVE ARTICLES

Latest Price Action Research & Algorithmic Notes

View All Research Articles →
2026-11-08 • tradingview

Breaking Equity Linear Caps via Options Debit Spreads: The 24-Hour Evolution and Prime Morning Session Validation of Al Brooks High 2

MarketSightAI Quant Lab conducts a rigorous backtest across 150,000+ intraday bars and official TradingView Strategy Tester matching to dissect the evolution of the 15m Al Brooks High 2 setup. From linear equity drag and the 24-hour liquidity black hole to institutional prime morning gating (09:45-12:30 EST) and structured Bull Call Spreads, net profit escalated from +$181 to +$10,365.67 USD (+10.37%), with a 1.922 Profit Factor and 62.50% win rate.

Read Full Article →
2026-11-08 • tradingview

Breaking Free from the 5-Minute Drawdown Trap: A 25,000-Bar Forensic Study of Al Brooks High 2

Why does applying classical price action on 5-minute charts so frequently collapse under transaction friction and false breakouts? MarketSightAI Quant Lab leverages a 153,000-bar dataset across SPY and QQQ to dissect the mathematical gravity of 5-minute churn, demonstrating how elevating to the 15-minute High 2 setup achieves a 51.92% win rate, 1.41 Profit Factor, and a microscopic 0.47% maximum drawdown without external indicators.

Read Full Article →
RIGOROUS METHODOLOGY • BAR-BY-BAR CAUSAL PROTOCOL

Zero Lookahead Bias: MarketSightAI's 3 Non-Negotiable Axioms

1. Unidirectional Causality

Each bar drives complete state updates and order triggers. Never use future closes to backfill entries.

2. 15:00 Close Synchronization

All daily bars align strictly to 15:00:00 close without artificial time offsets or curve-fitting.

3. Half-Kelly Position Sizing

Mathematically derived from empirical win rates and payoff ratios, capping risk at 1%–2% to eliminate ruin.

OPEN CAPABILITIES SHOWCASE • Full Quant Capabilities Open • Email Us for Deeper Research

MarketSightAI Quantitative Forensics Capabilities & Deeper Research Inquiries

We openly showcase our core quantitative engineering capabilities—including the Interactive Lifecycle Workbench (/workbench/), 6-school 5-step causal inference, 54-variety × 47-setup 10-year empirical matrix, and portfolio attribution. If you have deeper research requirements, custom .json session requests, or institutional collaboration inquiries, feel free to reach out via email.

DISCLOSURE Regulatory Disclosure & Non-Investment Advice Notice (Mandatory Reading)

1. Post-Market Quantitative Research Tool Only: All charts, win-rate statistics, 5-step causal chains, and .json sessions exclusively analyze completed historical K-line bars; 2. No Investment Advice: MarketSightAI does not provide live trading signals, financial advisory, or asset management services; 3. 100% Risk Assumption: Past statistical performance never guarantees future results—you are solely responsible for your own trading decisions.

Full Legal Disclaimer & Terms →
Capability 01 / Workbench Open Access

Bar-by-Bar Lifecycle Workbench

Explore 15 built-in historical WorkbenchSession samples with bar-by-bar blind replay, Dual-Window HUD, and local JSON import.

  • ✓ Covers 6 tactical schools (Al Brooks PA / Langzhu / FangFangTu / Ouyang / Ross Mom & Options)
  • ✓ Reconstructs the 5-step causal chain (Context ➔ Anatomy ➔ Setup ➔ Plan ➔ Bar N+1 Watershed)
  • ✓ Bar-by-Bar Blind Replay hides future bars to test real-time price action reading
Launch Lifecycle Workbench →
Capability 02 / Empirical Matrix 10-Year Backtest

54-Variety × 47-Setup Matrix

Built on strict bar-by-bar causal backtests (2015–2026) across 54 futures contracts and 47 Price Action setups.

  • ✓ Win rate, payoff ratio, and Profit Factor leaderboard across 47 PA setups
  • ✓ 54 futures variety DNA profiles mapping top win-rate & top PF setups
  • ✓ Interactive Trader’s Equation & Half-Kelly position sizing calculator
Explore 54-Variety Matrix →
Capability 03 / Portfolio Audit Transparent NAV

Multi-Asset Portfolio Attribution

Strictly aligned to 15:00 physical close timestamps with zero lookahead bias across ETF rotation and CTA portfolios.

  • ✓ 8 core institutional risk metrics (CAGR, Sharpe, Sortino, Calmar, Max DD)
  • ✓ Interactive excess NAV curve vs. benchmark & underwater drawdown chart
  • ✓ Transparent archive of historical rebalancing logs and factor rationales
Inspect Portfolio NAV & Logs →
RESEARCH CONTACT
Capability 04 / Deep Research

Need Deeper Research? Email Us

If you have deeper requirements—such as custom symbol/date WorkbenchSession JSON compilation, multi-school attribution, or research collaboration—reach out via email.

  • ✓ Custom Symbol & Date Forensics: Discuss bespoke .json sessions for specific completed trading days
  • ✓ Multi-School & Algorithmic Exchange: Deep-dive discussions on 5-step causality and empirical backtesting
  • ✓ Official Contact Email: [email protected]
Email Us for Deeper Inquiries →
Deeper Research & Technical Contact (Official Email: [email protected])

For deeper inquiries on historical session forensics, multi-timeframe algorithmic attribution, or quantitative research collaboration, please email us directly. All analyses and data strictly follow our Legal Disclaimer & Non-Investment Advice Terms for educational research only.

[email protected]