How this site works

Market Lab Analytics publishes quantitative signals, playbooks, systems, and portfolios across futures markets — commodities, rates, equities, and FX. Everything you see was computed from historical market data and refreshed nightly after the market close.

Nothing on this site is investment advice. See our Disclaimer before relying on anything here for a trading decision.

To browse the current catalog, start at:

• Signals — individual quantitative readings, one market at a time.
• Playbooks — multi-signal setups bundled into a single trade thesis.
• Systems — live trading systems with walk-forward track records.
• Portfolios — curated allocations of systems into cohesive books.
• Analytics hubs — per-market news dashboards.

Every signal page follows the same structure:

• Hero — the current composite reading (a number typically between -1 and +1) and the direction it leans.
• Chart — price history for the target market, overlaid with the signal’s regime bands.
• Regime table — what the market has historically done 5, 20, and 60 trading days after each regime state. Baseline column shows the market’s overall average forward return for the same window, so you can see whether a regime is meaningfully different from doing nothing.
• Information coefficient (IC) — the correlation between the signal and forward returns. Larger absolute values mean the signal has been more predictive historically.
• Methodology — what data goes in, how the signal is computed, caveats.
• Related signals — siblings in the same market or signal family.

The composite reading, regime stats, and chart all update nightly. If the hero number you see today seems to disagree with the chart, hard-refresh the page (Ctrl+Shift+R) — your browser is probably showing a stale copy.

A playbook combines two or more signals into a single trade thesis. Each playbook page shows the component signals, their joint behavior, the historical setup it describes, and the conditions under which it triggers. Playbooks are higher-conviction than single signals because they require multiple independent readings to agree.

Systems are live walk-forward trading algorithms, each with a letter grade (A – C) reflecting robustness in out-of-sample testing. Each system publishes its current position (long, short, flat), entry, since-date, and unrealized P&L on a one-contract notional basis.

Portfolios are curated allocations of multiple systems into a single book — e.g., a diversified grains portfolio spanning corn, wheat, and soybeans. Portfolio pages show the aggregated position mix and net exposure.

Most pages refresh once per day:

• 8:20 PM ET — CSI Data distributes end-of-day futures data.
• 9:00 PM ET — the overnight orchestrator rebuilds all signal, playbook, system, and portfolio pages using the fresh data.

The “Last updated” stamp on each page shows when its data was last refreshed. If you see yesterday’s date on a page during US market hours, that’s expected — the next refresh happens after the current session closes.

The page looks stale or a chart hasn’t updated. Hard-refresh with Ctrl+Shift+R (Windows) or Cmd+Shift+R (Mac). Your browser is holding a cached copy.

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