Across six high-sample strategy studies.
Your entry is only half the trade
Is your ES strategy giving back edge
after the entry?
AuctionTrace gives your coding agent a fair way to find out. Replay the same historical entries with real buying and selling pressure added to the hold, trim, stop, target, and exit decisions. Your entry logic stays private and unchanged.
Available now: the $5 ES research kit or the $10 human-reviewed comparison with the complete kit included. One-time purchase. No subscription.
The example is not the conclusion
One trade explains the test.
Thousands show whether it repeated.
The trade above shows the mechanism: same entry, different post-entry decision. The broader evidence asks the harder question. Across six large studies, AuctionTrace-informed management improved every reported study window and every time-ordered half versus its matched price-only decision.
18 of 18 study windows improved.
36 of 36 time-ordered halves improved.
Zero missing. Zero mismatched. Zero maximum absolute difference.
These are bounded historical comparisons of post-entry decisions. Every published AuctionTrace treatment profit factor remained below 1.0. The evidence supports a better management test—not a profitable standalone strategy or a promise of future performance.
Seven practical starting points
See the historical change
for a strategy like yours.
Profit factor is shown as price-only followed by AuctionTrace-informed management. The entries remain identical, so you can see what the added order-flow context changed—and what it did not.
01Mean reversion
PF increased 12.1%
0.7882 0.8835
4,592 matched entries. Worst-window drawdown was 40.5% shallower and matched loss fell 45.8%.
02Range rotation
PF increased 26.3%
0.6645 0.8390
8,612 matched entries. Worst-window drawdown was 54.5% shallower and matched loss fell 57.2%.
03Trend & momentum
PF increased 15.1%
0.8034 0.9246
3,483 matched entries. Worst-window drawdown was 47.5% shallower and matched loss fell 61.7%.
04Pullback & retracement
PF increased 14.4%
0.7038 0.8054
3,734 matched entries. Worst-window drawdown was 27.0% shallower and matched loss fell 33.6%.
05Breakout
PF increased 10.4%
0.7195 0.7946
10,751 matched immediate-decision entries. A one-additional-observation study retained a $233,900 advantage across 10,750 entries.
06Scalping & microstructure
PF increased 2.4%
0.5010 0.5130
9,031 matched immediate-decision entries. A separate 32,179-entry study improved all six chronological halves and reduced matched-price loss 9.2%.
07Failed-break reversal
PF increased 21.1%
0.6043 0.7321
A separate selector chose 85 of 167 stopped trades instead of reversing every stop. Worst-window drawdown was 47.3% shallower.
PF values below 1.0 remain below breakeven. AuctionTrace improved the matched historical outcomes shown here; it did not convert every tested baseline into a profitable strategy.
Everything needed for the comparison
Hand the kit to your coding agent.
Get a matched answer.
The $5 kit is not a teaser or a mystery data column. It contains the finished intelligence, exact integration contract, evaluation code, documented applications, and evidence your LLM coding agent needs to run an honest comparison against your existing ES entries.
751,598 finished observations
Validated, timestamped ES Book Pressure values in the exact owner-approved Release 008 package.
Ready-to-run evaluator
Strict-as-of alignment and matched A/B comparison code, with examples and expected treatment-result structure.
Exact coding-agent handoff
Instructions, valid simple-trade and scaled-position CSV samples, and example strategy/bar form values your LLM coding agent can use in one validation request to integrate your trades and report the comparison.
Seven application playbooks
Documented post-entry research paths for common ES strategy categories, including supported and rejected uses.
Evidence you can audit
Machine-readable study context, sample sizes, result boundaries, file hashes, and a versioned manifest.
How the test fits your strategy
No indicator rebuild.
No bar-type migration.
Your strategy keeps its entries, host bars, and existing logic. Your coding agent joins the latest completed AuctionTrace observation available at each decision time, then runs the same trades with and without that information.
The kit documents the exact UTC timestamp contract, strict-as-of rule, and equal-timestamp ordering needed to prevent future information from leaking into an earlier decision. Study bar settings describe the evidence—not a compatibility limit.
YOUR STRATEGYAUCTIONTRACE
decision t₁latest observation ≤ t₁
decision t₂latest observation ≤ t₂
decision t₃latest observation ≤ t₃
No future observation enters an earlier decision.
Two ways to answer the same question
Run the comparison yourself.
Or send us your trades.
Both offers answer the same practical question: does AuctionTrace improve management of the ES trades your strategy already takes?
- One-time purchase; no automatic subscription
- Complete LLM coding-agent backtest materials in both offers
- Support from help@auctiontrace.com
Take the next step
Tell us what you want to test.
Ask a question about either offer or discuss a future real-time Book Pressure feed. Your request enters the private AuctionTrace CRM and you receive an immediate reference number in the browser.
No trade rows by emailNo sales-list resaleNo automatic subscription
Questions buyers ask before testing
Know what changes.
Know what stays fixed.
Does AuctionTrace replace my entry logic?
No. The matched evaluation keeps your existing entries and changes only the post-entry information available to the management decision.
Will it work with my bar type?
The data is bar agnostic. Your coding agent joins the latest completed observation strict as-of each decision time, with no future-value lookahead.
Is this a profitable strategy?
No. AuctionTrace is a research input and evaluation kit, not a complete strategy or profit guarantee. Several reported PF results remain below 1.0.
What exactly comes with the $10 comparison?
A reviewed aggregate comparison and private report, plus the complete $5 Book Pressure kit so you can continue testing without another purchase.
What must I submit?
Upload one CSV. Choose simple completed trades, or structured position events when you scale in or exit in parts. Every fill needs its actual time, quantity, and price. Then enter the strategy ID, bar type, and applicable bar size or exact custom parameters once. There is no second human file upload.
Do my trades have to fall inside the $5 dataset dates?
No. Upload the actual ES test interval after payment. We confirm usable AuctionTrace coverage during the human review; if we cannot run the promised comparison, we refund the $10 order.
Why only $5?
The goal is a low-friction proof purchase: enough commitment to show the test matters, without forcing a larger decision before you have measured the value yourself.
Built for agent markets
Agents get the same complete test.
- 01Discover
Read the offer through the web, catalog, OpenAPI, or MCP.
- 02Evaluate
Choose your strategy category and inspect the matched proof.
- 03Pay
Settle the exact $5 x402 challenge on Base.
- 04Verify
Confirm package identity and SHA-256 integrity.
- 05Test
Hold entries constant and measure the management change.
The product boundary
Finished intelligence crosses the boundary.
The protected machine does not.
AuctionTrace does not publish source inputs, internal fields, construction methods, formulas, transformations, intermediate values, or reconstruction guidance.
AuctionTrace is historical research intelligence—not investment advice, an entry signal, a complete strategy, or a guarantee of future performance.
Clear brand architecture
CompanyAlgo Futures
Research, governance, and publishing.
Order-flow intelligenceAuctionTrace
Trading botsSceetosAuctionTrace is an Algo Futures product family for agents and quantitative buyers. It is not a trading bot.
Purpose-built systems designed to act.