A standalone app for sample data, CSV uploads, and direct market-data pulls. It estimates posterior up-probability, produces BUY / SELL / HOLD signals, and runs a long-only paper-trading simulation without requiring a Python server.
Close price with fast / slow averages and simulated entries and exits.
Up-probability relative to the current buy and sell thresholds.
Strategy equity versus a buy-and-hold benchmark using the same starting capital.
Boolean features that fed the most recent Bayesian estimate.
| Feature | State |
|---|
Closed trades only. Open positions remain in the live equity curve.
| Entry | Exit | Entry Price | Exit Price | PnL | PnL % | Reason |
|---|
The last 25 rows of model output. Export the full result set with the download button.
| Time | Close | Posterior Up | Signal | Execution Signal | Equity |
|---|