swing-terminal / about
A rules-based swing trading engine that scans thousands of stocks, filters risk, and tells you when the setup qualifies — or when to stay out.
No hype. No black-box ratings. Just the scan, the gate, and the ledger.
Already have an account? Use Launch dashboard above. Swing Terminal is currently invite-only while it's in private beta — Get beta access sends a note to the team, and access is granted in small batches as capacity allows.
No predictions. No black box signals. No automated execution. Only a repeatable process built around trend, risk, regime, and execution rules — the same four things a disciplined trader already checks by hand, run the same way every day.
Many trading tools highlight entries without showing the full process behind them — including failed setups, invalidations, and risk management.
In-sample win rate, profit factor, and average R per plan — clearly labeled as backtested, never presented as a promise.
Every signal is logged with its entry, stop, and target the moment it fires, then marked with its real outcome once it closes.
Log your actual entry and exit price separately from the mechanical plan, so what you really did is tracked alongside what the rules said.
Cumulative R plotted trade by trade — the plan's own curve, and a second curve built from your real fills, side by side.
Five conditions must all pass before breakouts are tradeable, checked live rather than frozen at the last scan — see The Gate below.
Each candidate flags its own risks — extended above the buy zone, high volatility, regime-blocked — instead of hiding them behind a score.
A plain breakdown of what pushed a score up or down, so a grade is something you can check, not something you have to trust.
Swing traders who already size positions and manage risk themselves. This surfaces setups against a mechanical plan — it doesn't replace your own judgment on entries or exits.
Just as important as what this tool does — a short, explicit list of what it deliberately stays out of.
Nothing here places, modifies, or cancels an order. Every entry and exit is a decision you make yourself, in your own brokerage.
The scan, scoring, and journal are all built around long-only equity swing trades — nothing here is designed for or tested on options, futures, or other derivatives.
The universe scanned is U.S. equities. Cryptocurrencies are outside the scope of the scan, the backtest, and the journal entirely.
Position sizing, leverage, and margin use are entirely your own decisions. Nothing in the plan, the ticket, or the journal assumes or suggests using borrowed capital.
This tool never sees your brokerage balance, holdings, or account — it has no way to manage a portfolio for you, and doesn't try to.
Every signal is the same mechanical output for everyone who sees it — it isn't tailored to your account size, risk tolerance, tax situation, or goals.
A daily script filters for price, liquidity, and a confirmed uptrend.
Each candidate gets a grade, tier, and entry type — breakout or pullback.
A five-leg market regime check decides if today is a buy day at all.
Every signal is journaled, so real outcomes can be checked later.
One illustrative pass through the pipeline above, so "scan → score → gate → track" means something concrete instead of four abstract verbs.
Price and average dollar volume clear the liquidity floor, and the 50/150/200-day moving averages are stacked in a confirmed uptrend — XYZ enters tonight's candidate pool.
XYZ is basing just under a multi-week resistance level on shrinking volume — a textbook breakout setup. It's graded B+ rather than A because it's slightly extended off its 20-day average, which shows up as a warning rather than a disqualification.
SPY and QQQ are both above their 50-EMA, breadth is above 55%, VIX is under 20, and SPY's 20-day momentum is positive. Every leg clears, so breakout signals — including XYZ — are tradeable today.
The breakout plan sets a stop 2.5 ADR below entry and a target 6.0 ADR above it. The signal is journaled the moment it fires with that entry, stop, and target — then marked closed once price resolves one way or the other.
This trace is illustrative, built to show how the four stages connect — it is not a real historical trade. Actual closed signals, with their real outcomes, are what populate the Performance section below.
Passes trend filter · liquidity requirements · entry rules · market regime.
No forced trades. No chasing. No exceptions.
All five conditions below must hold before breakout signals are allowed to trade. Fail even one, and the system stands aside no matter how good an individual setup looks — a great stock in a bad market is still a bad trade.
Live performance tracking from the signal journal. Results are calculated only from closed trades on the current plan — win rate, profit factor, and average R will appear as outcomes are recorded.
Past performance does not guarantee future results.This is a new beta. Sample sizes will be small at first — treat numbers as noisy until 20 to 30 trades have closed per plan.
In the same spirit as the rest of this page: here's what the backtest numbers do not account for, stated plainly rather than left for a footnote.
Backtested entries and exits assume fills at the exact plan price. Real fills — especially on gap opens or fast-moving breakouts — will vary, and commissions/spread are not subtracted from the backtested R figures.
The backtest scans today's tradeable universe against historical price data. Stocks that were delisted, acquired, or otherwise dropped out along the way are not fully represented, which tends to flatter historical win rates somewhat.
Backtest stats are computed over historical data the rules were tuned against. The Performance section's forward stats are the only numbers drawn from signals generated and journaled after the rules were fixed — that's the number worth trusting more as it accumulates.
Historical backtest performance assumes the regime gate would have passed whenever its rules said so at the time. It is not re-derived from a perfect record of every minute the gate was open historically — small discretization effects are possible.
Below roughly 20–30 closed trades per plan, win rate and profit factor can swing heavily on one or two outcomes. The "small sample" flag in Performance is not decorative — treat early numbers as a direction, not a verdict.
Bugs, confusing bits, ideas — anything. This goes straight to the person building this, not anyone else.