What you can validate
Order flow & microstructure
Signals from the book, the tape, and trade aggression.
Order-flow and microstructure strategies read depth-of-book imbalance, cumulative delta, and trade aggression. We validate liquidity-sweep reversals, absorption setups, and delta-divergence signals on instruments with order-book history (ES, NQ).
- Futures (ES, NQ)
20 example backtests
Each sample report is being prepared and will be downloadable here.
- 01
Order-book imbalance signal on ES futures
Sample reportComing soon - 02
Cumulative-delta divergence on NQ
Sample reportComing soon - 03
Bid-ask pressure reversal intraday
Sample reportComing soon - 04
Large-print absorption at key levels
Sample reportComing soon - 05
Footprint imbalance continuation
Sample reportComing soon - 06
Liquidity-sweep reversal on ES
Sample reportComing soon - 07
VWAP plus order-flow confluence entries
Sample reportComing soon - 08
Iceberg-detection mean reversion
Sample reportComing soon - 09
Aggressor-side momentum on CL
Sample reportComing soon - 10
Depth-of-book thinning breakout
Sample reportComing soon - 11
Trade-size clustering momentum
Sample reportComing soon - 12
Opening-auction imbalance drift
Sample reportComing soon - 13
Stop-run reversal at session extremes
Sample reportComing soon - 14
Microstructure mean reversion after spikes
Sample reportComing soon - 15
Order-flow confirmation of breakout validity
Sample reportComing soon - 16
Delta-divergence fade at range edges
Sample reportComing soon - 17
Liquidity-gap continuation moves
Sample reportComing soon - 18
Tape-speed (trade intensity) momentum
Sample reportComing soon - 19
Book-pressure regime classifier
Sample reportComing soon - 20
Closing-auction imbalance positioning
Sample reportComing soon
Have a order flow idea of your own?
Send us the rules in plain English. We confirm scope and feasibility, then validate it on the same institutional infrastructure.