How Vantage Beacon powered by TradeVertex AI paper-tests its signals.
A methodology document. What paper-testing means here, how signals are generated and tracked, what independent validation will look like once it is published, and what we will and will not promise about the resulting track record.
A paper-test is a system execution, not a forecast.
In this context, paper-testing means the same signal-mark entries and exits that the user-facing paper-trade simulator runs are executed by the system at the moment a signal is emitted — with no capital at risk, no slippage modeled, and no broker interaction. It is the engine running its own signal end-to-end against the same candle series the dashboard reads from, so the public track record is the engine running on itself rather than a curated set of backfilled picks.
Directional accuracy is not the same as trade profitability — directional reads measure how often the bar went our way; they do not measure slippage, drawdowns, or realized P&L.
Generated by the confluence scanner, tracked per pick.
Each session, the confluence scanner scores every bar on range score vs. the rolling average, an ATR(14)/ATR(30) volatility regime, the session-by-bucket historical win rate, and the implied risk-to-reward. The blended confidence determines which bars become signal candidates; only those that pass the surfacing threshold are paper-tested. Every pick is then tracked end-to-end: an entry at the signal mark, mark-to-market on subsequent sessions, and a closed outcome — exit reason, R-multiple, and P&L — recorded on the public track record.
Paper-trading results are simulated and do not guarantee future performance. No real money was placed.
We are working with independent researchers.
We are working with independent researchers to validate signal performance; results will be published here once confirmed.
Directional accuracy is not the same as trade profitability — directional reads measure how often the bar went our way; they do not measure slippage, drawdowns, or realized P&L.
- Slippage-adjusted returns
- Worst-case drawdown
- Flat-market behavior
- Out-of-sample decay
Cadence to be announced — no review interval has been chosen yet. When the cadence is set, it will be published here alongside the next review date.
The current paper-test portfolio covers daily-open / swing-horizon positions on the symbols listed below. Each position is held for a defined number of trading days, with an entry mark set at the signal bar and exits taken against the live candle series. The list below mirrors the symbol set the rest of the engine uses, so future asset-class pages can link back to this section with identical chip treatment.
- BTC/USD
- ETH/USD
- SPY
- AAPL
- TSLA
- NVDA
- QQQ
- EUR/USD
- ASML
- TSM
- BABA
- TM
- NVO
What we will promise. What we will not.
The substance above is the methodology. The substance below is our obligation to be honest about it. Three things we promise, three things we do not.
What we will promise
- Independent validation, once available.When independent researchers confirm signal performance, we will publish the named source, the verified sample period, and the methodology behind the validation here — replacing the placeholder in section (c).
- Paper-test-before-surfacing.Every signal that reaches the public dashboard is run end-to-end through the paper-trade simulator by the system itself. The track record you see is the engine running on its own output, not a curated subset.
- Disclosed methodology.The scoring, the thresholds, the symbol universe, and the hold horizons are all described in plain language and linked from this page. Nothing in the signal pipeline is proprietary-black-box; the rules are auditable.
What we will not promise
- AI tools are not a substitute for sound trading principles.Vantage Beacon powered by TradeVertex AI is a decision-support tool. It does not, and is not designed to, replace independent judgment, position sizing, or risk management on the part of the user.
- Past paper-test performance does not guarantee future results.Paper-trading is simulated against historical data; live execution introduces slippage, latency, fills, and execution risk that the simulated environment cannot reproduce.
- Users bear responsibility for position sizing and risk management.Any trade the user takes — paper or live — is the user’s decision. Position sizes, stop placements, and the decision to take or pass on a signal are the user’s responsibility, not the engine’s.
Directional accuracy is not the same as trade profitability — directional reads measure how often the bar went our way; they do not measure slippage, drawdowns, or realized P&L.