AstrolabeMarket TerminalBETA

A market terminal that shows its evidence.

Astrolabe Market Terminal is a regime-aware, evidence-first research terminal for quant researchers and traders. Every number carries where it came from and how far it can be trusted. This beta runs historical replay and paper trading only.

  • ACADEMIC SHOWCASE · BETA
  • NOT INVESTMENT ADVICE
  • PAPER TRADING ONLY
  • NO COOKIES
AMTXAUUSDM5 HISTORICAL REPLAYDEMO DATA cursor — —
TERM-1Price with session volume profileSRC MT5 M5 · tick volume (activity proxy) · demo
MDL · MODEL AT CURSORmodel output, not a signal
Down—
Neutral—
Up—
THRESHOLDFrozen HMM → regime XGBoost
ACTION
HOLDbelow threshold · paper only
TOP CONTRIBUTIONS TO P(UP)
● API connectedHISTORICAL REPLAY · 1× · not live Demo data

The TERM screen in historical replay: gold, 5-minute bars stepping forward on the replay clock, the session's volume profile building on the right (value area in amber, point of control as the solid line) and the regime ribbon underneath. Gold volume is broker tick volume, so it is labelled an activity proxy. Demo data in this picture.

Demo video

DEMO VIDEO · COMING SOON

A short screen recording of the terminal in historical replay will appear here. Until then, the Terminal page shows the public demo, which runs on fictional instruments only.

Five things the terminal does

Each one is a screen you can open from the keyboard. The research models are frozen: the terminal reads their saved outputs and never refits or re-scores them.

Replay the market without seeing the future

A replay clock steps through stored bars. Every panel is clamped to bars at or before the clock, so nothing after the cursor can leak into a chart, a model call or a paper fill.

F3RPLY
RPLYReplay clockdemoDEMO DATA

See which regime the market is in

A frozen hidden Markov model labels each bar Bullish, Ranging, High volatility or Bearish. The same four colours are used on every screen, and the outlook is marked model-implied, not a forecast.

F4RGM
RGM-1Regime monitorsaved output · demoDEMO DATA
BullishRangingHigh volatilityBearish

Ask the model why, at any bar

Model at Cursor routes the bar to its regime's frozen XGBoost model, shows the Down, Neutral and Up probabilities against the threshold, and lists the features that moved the call. It is model output, not a signal.

F3RPLY · Model at Cursor
MDLModel at cursormodel output, not a signalDEMO DATA

Test whether a result survives costs and chance

Robustness screens show saved cost and threshold grids, stability clusters and Monte Carlo outcomes. The frozen configuration is outlined so it can never be quietly swapped for a luckier cell.

F7RBST
RBST2Cost × threshold · Monte Carlodevelopment · demoDEMO DATA

Trade on paper, with a full audit trail

A separate paper order manager fills orders on the stored bar at the clock, enforces risk limits with an automatic kill switch, and writes every event to a hash-chained journal. Orders always need a person to submit them.

Shift+F9OMS
OMS-1Paper ordersPAPER · demoDEMO DATA
Paper orders, demo data
Time UTCSideQty ozFillStatussignal_ref
Journal chain verified · kill switch armed · demo data

How it keeps itself honest

A research terminal is only as useful as its weakest number. These rules hold on every screen, including when the result is disappointing.

  • Evidence labels on every number

    Each value says whether it was reported, source-inspected or independently tested, and links to the file it came from.

  • No look-ahead

    Replay, charts, model calls and paper fills only use bars at or before the clock. Automated tests check it on every change.

  • Sealed holdouts stay sealed

    Holdout and fresh-unseen periods are kept apart from development results and are never read to tune anything.

  • Negative results are published

    The TimesFM foundation-model test did not beat a simple persistence baseline. That result is shown as found. See the research

  • Limitations are stated

    An explicit target-maturity purge was not established in the original walk-forward splits (finding MR02), and its effect is unmeasured. The terminal says so next to the folds it affects.

Live prices, clearly labelled

When the live proxy is on, this strip shows derived prices from London Strategic Edge, served from a cache that refreshes every five minutes, so they are delayed about five minutes and labelled with their age.

Gold (XAU/USD)

delayed ~5 min · LSE derived price · not exchange data · not evidence

LOADING

Loading from the site's cache. This panel needs JavaScript; without it no values are shown.

Source: London Strategic Edge /v3/preview, served from this site's cache (refreshed every 5 min).

Data: London Strategic Edge (derived prices, not exchange data)

QQQM (Nasdaq-100 ETF)

delayed ~5 min · LSE derived price · not exchange data · not evidence

LOADING

Loading from the site's cache. This panel needs JavaScript; without it no values are shown.

Source: London Strategic Edge /v3/preview, served from this site's cache (refreshed every 5 min).

Data: London Strategic Edge (derived prices, not exchange data)

Calendar, macro heat map and news releases · Proxy status

Who built it, and what it is not

Astrolabe Market Terminal began as a final-year capstone project (CP2) in Computer Science at Sunway University. The research behind it studies whether hidden-Markov market regimes help short-horizon direction models for gold and a Nasdaq-100 ETF.

It is a research and education showcase. It gives no investment advice, places no real orders and sells nothing. Plans after the beta are described on the Future work page.