Net session P&L
$0.00
Realized + estimated open P&L
LOCAL PAPER SESSION
Trading desk
Your positions, market context, and next decision.
Synthetic pricesSimulated fills · no broker orders.
SIM ONLYReserved capital
$0
Of $50,000 entry budget
Loss limit remaining
$250.00
Session limit · not buying power
0 / 3
No pending entries
Market watch
Supported ETFs · observed windowSPDR S&P 500 ETF
SPY—Waiting for prices
Use left and right arrow keys to inspect observed quotes. Escape clears the selection.
Your market view starts hereChoose a price source in Session setup,
then start a session to follow prices.Go to session controls →
then start a session to follow prices.Go to session controls →
——
Bid—
Ask—
Spread—
Observed VWAP—
EXPOSURE
Open & pending positions
| WORKER / SYMBOL | STATE | SHARES | ENTRY | STOP / TARGET | EST. NET P&L |
|---|
RESEARCH CONTEXT
View events →Latest for SPY
Needs attention
Strategy activity
Manage →RESEARCH FEED
Market events
Review context only. These events do not create trade signals, change strategy rules, or place orders.
Checking for received events…
DECISION WORKERS
Strategy configuration
Minute strategies use completed quote-sampled minutes. Swing and position strategies use prior daily bars. Multi-day replay carries swing and position trades overnight. Intraday positions close each day; all positions close at the range end. Shared risk limits cover the entire range. Daily bars use raw prices; corporate actions can distort signals. Optional ADX filtering uses completed bars: Auto requires a range for reversion/squeeze strategies and a trend for the others.
Strategies share the same risk limits and capital budget. Disabling a strategy stops new entries; existing exits remain managed. Review shared limits →
Expectancy / trade
—
No closed trades
Profit factor
—
0 closed trades
Max. drawdown
$0.00
Peak-to-trough net equity
REALIZED NET$0.00
OPEN NET ESTIMATE$0.00
MODELED FEES$0.00
AVG. HOLD—
REJECTED QUOTES0
NET EQUITY · LAST 300 QUOTE UPDATESIncludes open positions at last valid quotes
TRADE JOURNAL
Completed paper trades PAPER
| CLOSED AT | WORKER / SYMBOL | SIDE / SIZE | ENTRY → EXIT | NET P&L | DECISION / COSTS |
|---|
REPLAY COMPARISON
Strategy vs. buy & hold
AUDIT TRAIL
Decisions & risk events
ACCOUNT HISTORY
Saved sessions
SHARED RISK POLICY
Capital & risk controls
Limits are shared across all strategies and open positions. Reserved notional uses entry prices, not changing market values; per-trade sizing includes modeled costs. Settings freeze when the session starts.
TIME HORIZONS
Holding periods & overnight exposure
Short-term & intraday
Each strategy has its own time exit. Historical replay closes these positions at the final available quote of each market day.
Swing & position
Positions can carry across replay dates, subject to their stops, targets, and time exits. All remaining positions close at the final available quote of the replay range.
Holding periods are defined under Strategies → Rules & exits. Overnight gaps can exceed a planned stop loss. Outside replay, exits require fresh quotes and an active browser; there is no automatic market-close liquidation.
Data & connections
API credential setup is managed by administrators.
- Live connection
- Checking connection…
- Selected data source
- Market coverage
IEX covers a single exchange. Consolidated (SIP) data combines quotes across U.S. exchanges; availability depends on your data access.
Choose your data source and historical feed in Session setup →. A market-data connection supplies prices; it does not authorize brokerage orders.
How paper results are calculated
A long enters at ask plus slippage and exits at bid minus slippage. A short does the reverse. Net P&L deducts fees on both legs. Fills wait for the next eligible quote after the configured delay and assume the full order fills. Queue position, partial fills, short availability and broker execution are not modeled.
Each strategy defines its own entry, stop, target, and maximum holding period. Short-term strategies use observed quotes; intraday strategies use completed minute samples; swing and position strategies use prior daily bars. See Rules & exits on each strategy card. These are experimental rules. Quote-based VWAP is not an official full-session VWAP. External mode requires explicit valid bid, ask, price and timestamps; it never substitutes generated quotes.
Stops can lose more than their intended risk during gaps or delayed fills. Stale positions keep their last marks and wait for fresh data; the app never fabricates a liquidation. The engine runs in this browser, so it stops when this page closes or the browser suspends it. Restored sessions pause entries. Synthetic scenarios use a reproducible seed.
PERSONAL DETAILS
Your profile
Account password
Your password belongs to the shared sign-in service. Changing it also changes your password in other apps using this Supabase project.
CONNECTED SERVICES
Market-data connection
View your market-data connection status.
Connection details →Your workspace
Research settings, saved sessions, and audit entries belong to your ForeCap account.
SECURITY
Signed-in sessions
These are ForeCap sessions only. Ending a session does not sign you out of other apps.
FORECAP ACCESS
People & permissions
Manage access to ForeCap. Suspending someone preserves their workspace and does not disable their shared sign-in account or access to other apps.