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.
F3RPLYAstrolabe 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.
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.
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.
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.
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.
F3RPLYA 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.
F4RGMModel 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 CursorRobustness 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.
F7RBSTA 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| Time UTC | Side | Qty oz | Fill | Status | signal_ref |
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A research terminal is only as useful as its weakest number. These rules hold on every screen, including when the result is disappointing.
Each value says whether it was reported, source-inspected or independently tested, and links to the file it came from.
Replay, charts, model calls and paper fills only use bars at or before the clock. Automated tests check it on every change.
Holdout and fresh-unseen periods are kept apart from development results and are never read to tune anything.
The TimesFM foundation-model test did not beat a simple persistence baseline. That result is shown as found. See the research
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.
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.
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)
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)
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.