Plans & Pricing

Core is the full research platform: all 10 probability reports with their subreports, the scorecard, the screener across 12 markets, COT, seasonality, the macro dashboard and the carry scanner. Pro adds the full API — 200 tickers, 99 reports, 8 years of history, live intraday data and the bulk screener endpoint — and widens the instrument universe to all 48 markets. All Access adds the Strategy Lab: backtesting, Monte Carlo stress testing, prop-firm simulation and the walk-forward optimiser. The table above marks every row for all four tiers, including the things none of them include.

Yes — 33% on every paid tier, on both currencies. Core is $24.50/month or $16.50/month billed yearly ($198 up front). Pro is $49.50 or $33/month ($396). All Access is $149.50 or $99.50/month ($1,194). Annual billing is the same product for less; it is not a contract and it does not lock in a lower feature set.

There is a permanent free tier instead of a countdown. It gives you 2 instruments, 2 reports, the macro dashboard and the economic calendar, with no card required and no expiry. We would rather you judge the data on the free tier than start a trial you feel obliged to cancel.

Yes. Monthly plans cancel from your account page and simply stop at the end of the paid period — there is no cancellation fee and no exit interview. Annual plans run to the end of the year they were billed for; we do not pro-rate a partial year, which is stated here rather than discovered later.

No, and this is a deliberate decision rather than a missing feature. This platform runs on a request-driven edge runtime: it answers a request and finishes. It cannot hold a persistent connection to a broker, and it has a hard CPU budget measured in milliseconds per request. Beyond the technical limit, auto-executing real money from a stateless function with no persistent risk controls, no order audit trail and no compliance layer is not something we are willing to ship. What you get instead is the analysis that tells you whether a rule is worth trading at all — including the honest verdict that many of them are not.

The engine is built so that the obvious ways to flatter a result are closed off. Entries fill at the next bar's open, never the signal bar's close, so a signal cannot be acted on before it exists. When a single bar spans both the stop and the target, the stop is assumed — the pessimistic reading. Commission and slippage are charged on both sides of every trade. Position size is derived from the stop distance. The equity curve is marked to market, not only at exits. The optimiser chooses parameters on the in-sample segment only and then shows you the out-of-sample verdict. And every result is displayed next to buy-and-hold over the identical window, which is the comparison most backtest screens omit because it is unflattering.

48 instruments: index futures (ES, NQ, YM, RTY), metals (gold, silver, copper, platinum), energy (WTI, natural gas), 31 FX pairs including majors, minors and ZAR, crypto (Bitcoin, Ethereum), indices and rates (S&P 500, Nasdaq 100, VIX, US 10Y) and the Philippine market (PSEi, USD/PHP).

Exchange price history, CFTC filings for positioning, BLS and BEA series for macro, and SEC EDGAR for company fundamentals. Every statistic on the platform displays its sample size, so a 40-session intraday finding is visibly weaker than a 10-year daily one.

The free intraday feed covers roughly the last three months, so intraday reports such as opening range breakout and initial balance carry far fewer sessions than daily reports do. We show the count and flag low-confidence samples rather than hiding them. Daily reports run on up to 10 years.

Start on the free tier and read one report end to end — the Scorecard page shows you every driver behind its bias. Each report states its method, its sample and its distribution, so you can evaluate the finding rather than trust it. If you are stuck, email support and you will get an answer from someone who knows the engine.