Prospective Hub Admin View

Preview all three prospective-facing pages from the Viride operator seat. This is what prospective customers, partners, and enrolled users will see.

35
Studies
12
Live Rules
v1.1
Model Version
+7.0%
Day 1 Return
66%
Signal Hit Rate
43.5%
Win Rate (WR)

Prospective Customer

What a new investor sees after enrollment — research highlights, onboarding path, and model performance summary. Entry point from enrollment flow.

View Customer Page

Prospective Partner

Service provider / vendor onboarding path — NDA → LOI → MOU → MSA. Shows platform capabilities and integration scope for data or technology partners.

View Partner Page

Enrolled User Landing

The post-enrollment landing page new users hit after email verification. Shows verification status, onboarding steps, and confidentiality template download.

View Enrolled Landing

Model Charts — v1.1

Current production research charts rendered from a separate public data file. This is the same chart payload used by the public-facing pages.

Return by ruleset cut — backtest spread from Cut A through deployed-style Cut D.

Trades surviving each cut — evidence that capital filter plus execution logic sharply narrows exposure.

Studies Inventory — 35 Studies

Full research catalogue feeding the v1.1 ruleset. Studies 1–19 via internal technical paper, Studies 20–33 via ops/forensic papers, Studies 34–39 via PI4/PI5 batch.

#Study NameKey FindingStatus
1D/U Baseline DistributionD-days outnumber U-days across all 506-day window; ~57% DRule
2Pattern Length Distribution1-day and 2-day patterns dominate; 5-day sequences rare but high-signalRule
3D-Streak Chaining ProbabilityAfter 3 consecutive D-days, 4th D probability > 60%Rule
4U-Streak Chaining ProbabilityU-streaks break faster; after 3U, reversal > 55%Rule
5Transition Matrix (1st Order)Markov 1st-order: D→D 57%, D→U 43%, U→D 53%, U→U 47%Rule
6Transition Matrix (2nd Order)DD→D 61% — strongest 2nd-order signal; UU→D 56%Rule
73/5 Majority Window Entry3 of last 5 days same direction → entry trigger baselineRule
8OTM Selection Model5-delta OTM optimal risk/reward; 10-delta OTM for confirmation tradesRule
9Fill % and Slippage StudyLimit orders filled at mid 73% within 2 min; slippage < 5% of premiumRule
10Intraday Timing Model9:45–10:15 entry window maximizes pattern continuationRule
11Exit T+N StudyT+1 exit captures 68% of move; T+2 marginally better but adds overnight riskRule
12TP/Limit Ratio OptimizationTP+10% / Lim-5% ratio achieves 1.8 payoff ratio at 43.5% WRRule
13VIX Regime FilteringVIX > 25: skip rule — false signal rate doubles above VIX 25Rule
14SPX vs SPXW Instrument StudySPXW (0DTE) preferred over SPX (monthly) for pattern tradesRule
15Gap Open StudyGap > 0.5% invalidates overnight D/U pattern carryRule
16Earnings BlackoutAvoid SPX options 2 days before/after major index constituent earningsRule
17FOMC Day StudyFOMC days excluded — pattern non-predictive, vol spike breaks modelRule
18Signal Quality (R² / Slope)R² < 0.5 = CHOPPY; block FIRE at CHOPPY — improves WR 4+ ptsRule
19Acceleration Pattern StudyAcceleration in final 30 min of D-day increases next-day D probability to 64%Rule
20Multi-Day P&L AttributionDay-1 wins carry disproportionate P&L weight; Day-3+ entries dilute returnsComplete
21Drawdown Envelope StudyMax intraday drawdown capped at 5% of session capital; hard stop modelComplete
223/5 Window Baseline Backtest506-day backtest: 43.5% WR, +$691 sim P&L, 85 settled tradesComplete
23Payoff Ratio SensitivityPayoff ratio 1.5–2.0 range maintains positive EV at 40–45% WRComplete
24Null Signal (Skip) Analysis49% of days produce no signal — quality gate targets this populationComplete
25Pattern Frequency by MonthJan/Feb high D-streak frequency; Aug/Sep mixed; Dec low volumeComplete
26Strike Selection Delta Study5-delta OTM confirmed optimal; 2-delta too illiquid for consistent fillComplete
27Position Sizing Model1-contract per $1500 notional; scale at 2× capitalComplete
281s vs 1m Data Comparison1s data reduces false pattern detection by 12% vs 1m barsComplete
29Bronze Pipeline LatencySub-200ms from tick to signal_monitor event in productionComplete
30Full Pattern Catalog (506d)Complete D/U enumeration; 4 zero-occurrence patterns identifiedComplete
31Signal Quality ThresholdsR² 0.5 (ACCEL+) vs 0.8 (STRONG) gate decision; 0.5 optimal for volumeComplete
32Forensic Audit (Viride v1.0)Forward audit: rules survived out-of-sample; no curve-fitting detectedComplete
33Intraday Vol Surface StudyVol surface stable 9:35–10:00; spike pattern at 10:00 FOMC releaseComplete
34VIX Asymmetry vs D/U DistributionHigh VIX correlates with D-chaining; VIX misses U asymmetry entirelyOpen
35Minimum Gap-Free Granularity1s bars gap-free crossover at 3s; volume bars recommended above 3sOpen

Live Rules — v1.1 (12 Active)

Four categories: Entry, Exit, Geometry, Integrity. All rules traceable to at least one study above.

Entry (4 rules)

  • E1 — 3/5 majority window direction signal
  • E2 — R² ≥ 0.5 quality gate (Study 18/31)
  • E3 — Gap filter: gap > 0.5% → skip (Study 15)
  • E4 — VIX > 25 → skip (Study 13)

Exit (3 rules)

  • X1 — Take-profit +10% of premium
  • X2 — Limit-loss −5% of premium
  • X3 — T+1 day close regardless

Geometry (3 rules)

  • G1 — SPXW 0DTE, 5-delta OTM (Study 8/14)
  • G2 — 9:45–10:15 entry window (Study 10)
  • G3 — 1-contract per $1500 notional (Study 27)

Integrity (2 rules)

  • I1 — FOMC days excluded (Study 17)
  • I2 — Earnings blackout ±2 days (Study 16)