MAE, MFE & path behavior
Measure adverse excursion, favorable excursion, giveback, time-to-opportunity and the path each trade took before its final result.
EdgeQuery is an automated trading strategy research and backtest analysis platform. It evaluates trade history across market regimes, sessions, risk states, MAE/MFE and execution outcomes to help explain why a system works, where it struggles and what may be worth testing next.
A profitable curve can hide fragility. A struggling system can contain a strong idea being used in the wrong regime. EdgeQuery separates those questions.
Measure adverse excursion, favorable excursion, giveback, time-to-opportunity and the path each trade took before its final result.
Test whether performance changes with trend quality, volatility, structure, time of day, session and other observable market states.
Look for conditions that repeatedly precede failure instead of assuming every losing trade has the same cause.
Compare realized exits with available excursion to find early exits, excessive giveback, target mismatch and stop-placement problems.
Break results into sessions, instruments, time windows and market states to expose dependence on a narrow sample.
Convert the evidence into research priorities: what deserves another test, what needs mitigation and what should remain untouched.
These guides cover the same research questions EdgeQuery is being built to investigate: trade-path behavior, failure clustering, market regimes and deeper backtest analysis.
Move beyond profit factor, win rate and drawdown to trade-level diagnostics and testable hypotheses.
Use adverse and favorable excursion to study stop placement, targets, giveback and exit efficiency.
Test whether performance changes across trending, ranging, high-volatility and low-volatility conditions.
Turn exported TradingView trade history into a deeper diagnostic research process.
Upload up to one year of supported trade history. During beta, EdgeQuery analyzes the most recent 90 days.
We validate timestamps, fields, instrument metadata and the usable research window.
The research layer searches for repeatable performance relationships and failure signatures.
Receive evidence-backed findings, validation results and implementation-neutral Research Specifications for the ideas worth testing next.
EdgeQuery is designed to analyze the results your system produces without requiring you to disclose how your strategy works. Upload your backtest, trade history or selected strategy variables while keeping your proprietary entry logic, formulas, internal rules and source code private.
Bring us the evidence. Keep the recipe.
Focus EdgeQuery on entries, exits, stops, profit targets, risk management, or the complete trade lifecycle. Share only the information required for the question you are asking.
EdgeQuery is priced as strategy research, not as a trade journal. Start with one diagnostic or unlock progressively deeper market reconstruction, validation and context research. Founding beta promotions may be offered separately from these standard prices.
Purchasing not yet open
A professional second opinion on one strategy or trade-history dataset.
Ongoing strategy research with reconstructed market context.
Deep strategy forensics across interacting market conditions.
The complete available EdgeQuery market-context research stack.
Higher tiers unlock additional context engines and interaction research. EdgeQuery measures evidence first, validates candidate relationships, and explains the result afterward.
| Research capability | Diagnostic $29 once | Research $49/mo | Pro $99/mo | IQ $199/mo |
|---|---|---|---|---|
| Trade forensics | ✓ | ✓ | ✓ | ✓ |
| MAE / MFE diagnostics | ✓ | ✓ | ✓ | ✓ |
| Session, direction & drawdown analysis | ✓ | ✓ | ✓ | ✓ |
| Structured findings | ✓ | ✓ | ✓ | ✓ |
| Feature research | — | ✓ | ✓ | ✓ |
| Market reconstruction | — | ✓ | ✓ | ✓ |
| Delta / Delta Divergence | — | ✓ | ✓ | ✓ |
| Basic regime & structure | — | ✓ | ✓ | ✓ |
| Chronological validation | — | ✓ | ✓ | ✓ |
| Research Specifications | — | ✓ | ✓ | ✓ |
| Advanced regime / QFR / multi-timeframe | — | — | ✓ | ✓ |
| Cross-market participation | — | — | ✓ | ✓ |
| Interaction & categorical research | — | Core | ✓ | ✓ |
| GEX context | — | — | — | ✓ |
| Advanced participation / breadth* | — | — | — | ✓ |
| Full-context interaction research | — | — | Selected | ✓ |
Use the subscriber research portal to upload CSV/XLSX data and tell us what you want investigated.
We are collecting a small group of automated traders for the founding beta. Join the waitlist now and we will email you when trade-history uploads and live research access are ready. When uploads open, CSV and XLSX will be the initially supported file formats.