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Research-first trading education lab

Reject weak strategies before they cost you money.

SwingQuant is a practice environment for learning market mechanics, testing simple strategy ideas, stress-testing evidence and writing honest verdicts. It is not a signal service, not a broker, not a live-trading approval tool and not a promise that you will become profitable.

No signalsNo guaranteesNo live-readiness claimEducational strategy hygiene

Command-centre rule

Do not use this like a trading course homepage. Use it like a research cockpit:

  • Learn one concept.
  • Test one idea.
  • Add realistic objections.
  • Write a verdict.
  • Improve or reject the idea.

Research workflow

The product loop is deliberately rejection-first. A backtest is not a green light. It is a way to find failure points before ego, leverage or real money gets involved.

📊 Skill exposure, not competence

🎯 Next actions

🧠 Reality check

START HERE: LEARNING PATHWAYS
Choose the route that matches your current weakness. Each pathway tells you what to study first, what to ignore for now, what evidence to produce, and what SwingQuant does not promise.
PRACTICE EVIDENCE TRACKER
This is a practice ledger, not proof of trading skill. Progression depends on completed exercises, written hypotheses, CSV hygiene tests, OOS checks, trade reviews, strategy-review work, risk planning and behavioural review.
RESEARCH CHECKLIST REVIEW
A stricter checklist layer: no indicator worship, no narrative validation, no strategy confidence without stationarity checks, risk controls, costs, benchmark comparison and out-of-sample evidence.
BEGINNER FOUNDATIONS + 20-PHASE CORE + OPTIONAL RESEARCH EXTENSIONS
Start with Phase 0 if you cannot clearly explain bid/ask, spread, order types, leverage, margin, contract value and trading costs. Then move into the 20-phase core. Phases 21–24 remain optional research extensions.
PRACTICE-GATED LESSONS
Every lesson now requires an explanation, worked example, applied drill, reflection, pass/fail rubric and evidence submission. You cannot honestly progress by reading only.
QUIZ LAB
Scenario-based trading and research judgement. Questions test reasoning under ambiguity — not keyword recognition. Includes data-table interpretation, multi-select, ranking, and confidence-penalised scoring.
Harder standard: most questions are decision cases with plausible trick answers. High confidence on a wrong answer costs extra points. Hard mode hides explanations until retry.
PYTHON RESEARCH TEMPLATES
Educational code templates for vectorized testing, stationarity, walk-forward validation, cost modelling and Monte Carlo. This page is not an executable research environment.
STRATEGY RESEARCH BUILDER
Turn a vague idea into a falsifiable, testable research protocol. A bad idea should look obviously incomplete after going through this builder.
STRATEGY REVIEW CHECKLIST
A rejection-first checklist. It scores hypothesis quality, factor attribution, OOS validation, transaction-cost assumptions, CVaR and decay controls. It does not approve live trading.
RESEARCH SANDBOX
Browser-side CSV hygiene testing for simple strategy ideas. It forces shifted signals, costs, train/test separation, benchmark comparison, parameter sensitivity, cost stress and walk-forward validation — but it is still not a professional backtesting engine or trading approval tool.
QUANT MACRO & REGIME LAB
Macro context as regime classification, factor exposure, strategy filters, hypothesis generation, robustness testing and scenario risk — not discretionary storytelling or market prediction.
MARKET PLAYBOOKS
Structural drivers and failure modes by asset class.
RISK & POSITION SIZING LAB
Educational calculators for position sizing, VaR, Expected Shortfall, volatility targeting and risk-of-ruin approximation. These are training tools, not portfolio-management systems.
SYNTHETIC REPLAY DRILL
A synthetic decision drill for regime labelling and cost awareness. It is not market replay and it must not be treated as proof of trading ability.
XAUUSD 4H synthetic Bar 0/80
P&L: 0.0R
Declare regime:None declared
RESEARCH JOURNAL
Document hypotheses, regime notes, model failures and execution attribution.

ENTRIES

GLOSSARY
No jargon without definition.
⚠ EDUCATIONAL DISCLAIMER — SwingQuant is an educational research-training interface and first-pass strategy-hygiene sandbox. It does not provide financial advice, trade recommendations, investment management, brokerage services, signals, or profitability guarantees. All examples, simulations, scores and backtests are hypothetical educational outputs and must not be used as instructions to trade. Simulated and backtested results can be distorted by look-ahead bias, survivorship bias, data snooping, bad timestamps, poor transaction-cost assumptions, overfitting, liquidity shocks and regime change. Trading financial instruments can cause substantial losses. Never risk capital you cannot afford to lose.
Strategy Archetypes
All strategies must map to real market behaviour.
If your idea does not fit one of these archetypes → it is noise.

Trend Following

Use persistence from flows. Reject if OOS fails.

Mean Reversion

Exploit short-term imbalance. Reject if tail risk dominates.

Breakout

Volatility expansion. Reject if no edge vs random.

Macro

Cross-asset flows. Reject if inconsistent across regimes.

Strategy Selection Engine