Recommended Analysis Workflow

Step 1: Understand Your Signal (Scatter + Marginals)

Start with the Scatter Plot and Marginals to understand the basic nature of your trades:

• What's the typical MFE and MAE?

• How variable are the outcomes?

• Are there obvious problem trades?

Step 2: Find Optimal Settings (Heatmaps + Frontiers)

Use the EV Heatmap to find optimal TP/SL, and the Frontiers to understand the trade-offs:

• What TP/SL maximizes expected value?

• What's the optimal stop distance (knee point)?

• What probability can you achieve while remaining profitable?

Step 3: Choose Management Style (Ordering)

Use the Ordering plot to decide between trailing stops and fixed targets:

• High MFE-first = trailing stops

• High MAE-first = wider fixed stops with patience

Step 4: Segment for Improvement (Clusters)

Use Cluster plots to identify different trade types:

• Which clusters should you keep vs. filter?

• Which clusters need different management?

• What conditions produce your best clusters?

Step 5: Implement and Monitor

Apply your findings and periodically re-analyze:

• Are results matching expectations?

• Has the signal behavior changed?

• Do you need to adjust settings?

Futures, foreign currency and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.