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Quarterly
Structural Research

This section presents statistical observations of structural session behavior based on simulated historical data.
All findings are observational and comparative in nature.

Research Methodology

OHLC M15
Raw market data
50,000+ bars
Per instrument
15,000+ scenarios
Grid simulation
Anchor Score
Plateau-weighted

Each scenario represents a unique combination of session timing and structural conditions.
Scenarios are selected based on repeatable behavior across time — not peak performance.

Composite score reflecting frequency, directional consistency, and out-of-sample stability..
Show formula ↓
Anchor Score frequency × directional consistency × expectancy adjusted for drawdown, plateau stability, and out-of-sample validation

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Archive

Q1 2026 — April Release
Research window: Jan 2025 – Mar 2026
Current
Q4 2025 — December Release
Research window: Jan 2025 – Dec 2025
Archived

All statistics are derived from simulated historical scenarios and do not represent real trading results.
Past structural patterns do not guarantee future behavior. See Risk Disclaimer.