Breakout & expansion
Morning rangeLondon rangeDonchiancompression
Intraday · session-based · swing · Gold · JPY FX · indices · M1 · H1 · H4PUBLIC RESEARCH INDEX
Strategies are organized by market hypothesis, instrument, horizon, provenance and evidence state—not by the promise of an equity curve.
Diversification begins with the mechanism being tested—not with adding another symbol to the same idea.
Two active lanes independently reconstruct, test and challenge strategies shared in public ecosystems.
* MSRLab-native method, implementation, or research family. Source-inspired work is credited separately and is not presented as wholly native.
Morning rangeLondon rangeDonchiancompression
Intraday · session-based · swing · Gold · JPY FX · indices · M1 · H1 · H4Oxford Turtle Soupclose-extreme fadePBZ raw-fade*
Swing · position · FX baskets · H4 · D1S/R breakoutretestsupport bounceMainTL geometry*
Intraday · swing · Gold · FX · synthetics · H1 · H4 · D1MainTL distance*WPR extension*large-candle follow
Intraday · swing · FX · metals · equities / ETFs · H1 · H4Synthetic geometry*Step-family*crypto Turtle*
Intraday · swing · broker-native · Deriv synthetics · BTC · ETH · intraday · swingMSRLab nativeOwned research
Darwinex Zero sessions ↗Strategy development
Rene Balke / BM Trading ↗Concept recoding
Oxford ↗Documented strategies
Wim Schrynemakers / UBS ↗Curated satellite
Brendan / Trivium Systems ↗External stream
Profectus AI ↗Research intelligence
Kieran Duff ↗Strategy intelligence
Jimmy Ereckson ↗Breakout research
MQL5 ecosystem ↗Idea intelligence
Quant Mechanica ↗Public strategy validation
Broker & live recordsObserved evidence
Can useful trading hypotheses be systematically extracted from the MQL5 ecosystem and survive independent MSRLab validation?
Can independently researched sleeves become one governed, broker-native portfolio?
Which native and transferable sleeves remain viable under Deriv-specific symbols, limits, and account scale?
Can a historically important basket approach retain its edge while controlling persistence-trend drawdowns?
Can MSRLab build portfolios that satisfy funded-account loss limits without optimizing for a lucky fast pass?
Which publicly shared Quant Mechanica strategies retain evidence after independent implementation, cost stress, rolling periods, and broker-native validation?