MEXC Quant Shadow Desk

Public futures data · transparent indicators · browser-local paper ledger
Disconnected
Research mode: this dashboard reads public market data only. It has no account login, balances, private API keys or order execution.

Connection and watchlist

Price

Quant state

Connect to calculate the market state.

Indicator evidence

MetricValueInterpretation

System feed

Out-of-sample score validation

Uses the earliest history as a development period and reserves the latest history for an untouched chronological test. Test outcomes do not overlap.

Development versus untouched test

Score bandDevelopment nDevelopment netTest nTest hit rateTest net

Multi-horizon trend context

ViewBarsScoreState

Higher views are aggregated from the selected candle history. “Insufficient” means fewer than 55 aggregated bars.

Add a hypothetical observation

Local paper ledger

TimeSymbolSideEntryExitNet %Status

Loaded-candle EMA model

Uses the selected symbol's downloaded candles, enters on the next bar after an EMA 20/50 cross, and deducts the selected round-trip cost.

Backtest trades

#SideEntryExitNet %

How the score is built

The state score ranges from −100 to +100. It combines trend, momentum, mean-reversion and data-quality checks. It is descriptive, not a forecast or instruction.

ComponentContributionReason
EMA 20 versus EMA 50±25Intermediate trend
Price versus EMA 20±15Short-term alignment
MACD histogram±20Momentum direction
RSI−20 to +20Momentum and extreme-condition adjustment
SpreadQuality gateWide spreads reduce confidence
History sufficiencyQuality gateNo score is trusted without enough completed candles

Validation makes a chronological development/test split. Only non-overlapping observations from the later test period determine the out-of-sample result. Net paper returns subtract the entered cost estimate. Funding, liquidation effects and changing execution conditions are not fully reproduced.

Data source: MEXC public futures market endpoints. Local timestamps use this device's timezone.