TRADEAI v5.0

Chart + research analysis · Recommendations only
NO AUTO TRADING

QQQ PROXY · UPDATING INDICATORS

NOT NQ / NOT VEST

Separate QQQ ETF research feed. EMA 9/21, RSI 14 and MACD 12/26/9 use QQQ's own completed 5-minute candles, not the NQ futures backtest. Data rights and provider freshness must be verified; no live entry signals.

OFF · WAIT

No QQQ data requested. Requires a separately authorized Twelve Data API key on Cloudflare.

QQQ close (USD)
—
EMA 9 / EMA 21
—
RSI 14
—
MACD / signal
—
WAIT · Data not loaded. Even a successful QQQ update is not a verified NQ or Vest trade recommendation.

Updates at most once per 60 seconds while this tab is open; only completed provider bars are used. US ETF regular trading hours differ from NQ futures. Data may be delayed or stale.

NASDAQ-100 PROXY · QQQ ETF

NOT NQ / NOT VEST

Provider-hosted TradingView QQQ chart. It may be real-time or delayed depending on exchange permissions and market hours; check the timestamp/delay shown inside the chart. QQQ trades on the stock market, not the nearly 24-hour NQ futures session. Never use QQQ price levels as NQ or Vest entry prices.

Data separation: This provider-hosted chart does not feed TRADEAI indicators, BUY/SELL research signals, or backtests. Those continue using Massive historical NQ data. TRADEAI's capital-preservation status stays WAIT. No auto-trading.

If the embedded chart is blocked on your device, open the provider's QQQ chart.

Nasdaq-100 reference futures
No candles loaded. Configure your free Massive API key on Cloudflare, or open the clearly labeled offline demo.
NOT CONNECTED

Choose 500–10,000 bars. Availability depends on contract history and your Massive plan. No contract rollover is stitched automatically.

Massive Futures Basic free data is at least 8 hours historical, not live. External CME/COMEX futures are not Vest perpetual contracts. Vest Markets currently labels its public API documentation as coming soon; live Vest feed access is unverified. Do not use this dashboard's prices as executable Vest entry/stop levels.

Data connection

Choose a dated contract, not just NQ/ES/GC. Defaults use December 2026 reference contracts; confirm active contracts and rollover dates in Massive's contract directory. An API key must be configured server-side as MASSIVE_API_KEY. No API keys are entered in this page.

Indicator readings

EMA 9 / EMA 21—
RSI 14—
MACD 12/26/9—
VWAP (UTC day, visible history)—

Indicators use the loaded dataset. VWAP resets at UTC midnight and may differ from exchange-session VWAP. Missing candles and short history can affect readings.

Research signal

BUY · SELL · WAIT
WAITNo analysis
Load candles to calculate a rule-based research signal.

Reference setup

Last reference close—
Hypothetical entry—
Hypothetical stop—
Hypothetical target (2R)—
ATR 14—

No setup until valid candles are loaded. These are reference-futures levels only, not Vest order instructions.

Funded-account risk controls

Maximum drawdown allowance—
Remaining drawdown room—
Requested trade risk—
Conservative risk cap—

Illustrative dollar calculations only. Confirm static vs trailing drawdown, equity rules, fees, and contract size with Vest before trading.

Research alignment

—Rule alignment, not win probability
Load candles to evaluate the setup.
Recent support (20 bars)—
Recent resistance (20 bars)—

Indicators and levels use historical reference-futures candles, not Vest prices. The signal is descriptive and does not predict returns.

Strategy filters · v4.4

Research-only confirmation: EMA 9/21 trend, EMA 50 and EMA 200 regime, RSI and MACD, an EMA 9 pullback/reclaim, and volatility gates. Signal requires a newly completed bar and never predicts the next move.

v4.4 adds EMA 200 regime confirmation, EMA 50 slope, and ATR percentage limits. More filters do not guarantee better predictions.

Load historical candles to see filter results.

Historical backtest

Illustrative filtered one-position-at-a-time strategy: signals calculated on completed bars; entries at the next bar open; 1.5×ATR stop and 2R target. If both stop and target occur within one candle, the stop is assumed first. Fees/slippage are simplified, and no financing, funding or Vest execution model is included.

Same-data comparison · v4.3 vs v4.4

Both strategies use the same candles, costs, stops, holdout boundaries, and next-bar fills. Results are research diagnostics, not independent validation.

StrategyTradesNet ptsHoldout ptsMax DD
Run backtest
v4.5 · Filter ablation (same simulator)

Remove one filter group at a time to see what it changes. These are descriptive, in-sample comparisons, not proof of improved predictions. All rows share identical 205-bar warmup, execution, costs and chronological boundaries.

StrategyTradesNet ptsHoldout ptsMax DDPF
Run backtest

The main backtest and comparison will use the same simulation.

v4.7 · Cost robustness and risk gate

Cost thresholds are descriptive break-even estimates from the same historical trades. They do not predict future profitability or represent actual Vest spreads/funding. A caution status does not authorize an entry.

Baseline extra-cost break-even
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Filtered extra-cost break-even
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Cost robustness
NOT TESTED
Data integrity
NOT TESTED

Run a backtest to assess costs and data gaps. Historical research only.

v4.6 · Filter impact and stress tests

Compare entries that are present in the baseline but excluded by the filtered strategy. Because trades can overlap, the counterfactual difference is descriptive, not a sum of forgone profits. Cost stress applies extra points per completed round trip, not live execution pricing.

Baseline-only entries
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ATR% gate blocked signals
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EMA200 regime blocked signals
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Data checks
—

Additional cost stress test

StrategyCurrent+2 pts/trade+5 pts/trade+10 pts/trade
Run backtest

Baseline-only entries (up to 12)

DateSideBaseline netWhy excluded
Run backtest

A filter reducing drawdown does not prove better prediction. Use newly collected data for prospective evaluation.

Chronological split: early bars are development; latest bars are holdout. No parameter optimization is performed automatically.
Completed trades
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Win rate
—
Net reference points
—
Max drawdown (points)
—
EntrySideExitNet pts
No backtest yet
Development net (pts)
—
Holdout net (pts)
—

No backtest yet. A backtest is not evidence of future profitability.

v4.5 · Evidence quality

NOT TESTEDEvidence rating · not win probability

Run a historical backtest to assess the sample.

Profit factor (all trades)
—
Holdout profit factor
—
BUY · trades / net points
—
SELL · trades / net points
—

Chronological window breakdown

WindowTradesWin %Net ptsPF
Run backtest

Windows are contiguous, chronological, and evaluated using identical settings. Positions are closed at window boundaries to prevent cross-window attribution. These windows are diagnostic, not independently optimized out-of-sample tests. The final holdout is the latest portion of the loaded data.

Vest Markets Funded API · unavailable

Vest support confirmed that Funded and Evaluation accounts cannot use the Vest API for any purpose, including read-only prices. TRADEAI does not connect to Vest, scrape its platform, or submit orders. All chart prices are historical CME/COMEX reference data and may differ from Vest perpetual prices.

Current Vest documentation

Trade journal (this browser)

Save research setups or manually record outcomes. Stored locally in this browser only; clearing browser data deletes them. No orders are submitted.

DateMarketTypeSignalP&L

How TRADEAI works

This version is a transparent, rule-based research engine, not a trained AI model. BUY/SELL additionally requires EMA 50 trend, pullback confirmation, and volatility filtering. Otherwise WAIT. It never sends orders. For a free account, historical data is unsuitable for live scalping.

Safety gate: historical and simulated data are always research-only. TRADEAI does not claim a live signal or guaranteed profitability.

Upcomers · Horizon $25K

MANUAL · NO API

Independent NQ/MNQ risk planning. Values are manually entered and are not synchronized with Upcomers. No orders are placed. Funded rules are based on support screenshots; verify the latest written rules before trading.

Estimated EOD drawdown floor—
Equity above active floor—
Daily remaining loss room—
Estimated trade stop risk—
Max contracts at personal risk cap—
Estimated payout share (80%)—

Enter your values to calculate risk.

Funded: $1,000 initial EOD drawdown (4% trailing), $500 daily limit (2%), $375 max loss/trade (1.5%). Evaluation: $750 daily limit shown in your offer; $375 max-trade limit is not confirmed for evaluation. The reported floor locks at $25,000 once a closing balance reaches ~$26,041.67. These calculations assume the 4% trailing floor is 96% of the highest completed-day closing balance, capped at $25,000. Live-equity breaches, fees and intra-day risk can still cause violations. Payouts shrink the remaining buffer; the calculator conservatively deducts gross payout from equity.