Predictions
We find "Ghost Patterns" in the market.
A Ghost Pattern shows trading of non-public information as it happens.
Forward Testing
We employ a robust forecasting methodology centered on real-time chart analysis to detect what we term "Ghost Patterns." When a pattern emerges, we immediately document and publicly timestamp the signal on X.com, creating a immutable audit trail.
Subsequently, when a significant, market-moving event occurs, we issue a correlation post. This follow-up references the original signal, formally linking the event to our initial prediction and establishing a clear, documented predictive connection.
Given the inherent unpredictability of both insider-driven activity and the timing of exogenous events, we do not attempt to forecast specific timelines. Instead, we focus on identifying high-probability securities based on a combination of our signal detection and contextual macro or geopolitical developments.
Backtesting
In an effort to rigorously validate the Ghost Pattern Hypothesis, we initiated a structured, four-phase due diligence process designed to substantiate our thesis: these signals reflect trading activity potentially driven by material non-public information or advanced awareness of market-moving events.
We commenced with a documented series of backtests, during which our system consistently identified Ghost Patterns in securities that were subsequently impacted by major global events, prior to those events becoming public. The results of these tests were published to our X.com account and are also available for review here.
Structured Funds
We launched two pilot funds to begin live trading of the Micro E-mini & E-mini Nasdaq futures contracts, utilizing our newly developed tactical ghost pattern trading system. This tactical model is an evolution of our original strategic ghost pattern framework, which identified directional signals based on longer-term accumulation patterns, often spanning 30 to 50 days before generating a conviction-level prediction.
In contrast, the tactical system operates on a granular, minute-level chart and is designed to detect short-duration, high-frequency Ghost Patterns; signals that may only persist for seconds, allowing for precise intra-day execution and potential alpha capture on compressed timeframes.
Micro E-mini Nasdaq-100 Index Futures
Our objective in this phase was to conduct a documented live trading test of the tactical engine and analyze its real-time performance.
We traded for 60 days and realized an outsized gain in the fund.
Once this phase was completed, we began Phase IV: trading the E-mini Nasdaq-100 Index Futures.
E-mini Nasdaq-100 Index Futures
In this phase we capitalized a fund 10x larger to trade the full-sized E-mini Nasdaq futures contract, which carries 10x the notional exposure of the Micro contract.
We traded for 6 month and again we realized an outsized gain in the fund. The average return for both funds during the 8 months of trading was 75%.
We conducted a more extended test in this stage further validate the model.