Two systematic execution engines presented from source-of-truth backtests: the Orderflow replay dashboard with Point Zero B1000-B1700 systems, and the published NEO Stock PnL dashboard. The fund gets performance, calendar behavior and full trade-level review without the proprietary signal recipe.
The page is built as a diligence view: source dashboards first, then summarized performance, calendar distribution and complete trade logs. Exact signal weights, thresholds and arbitration logic remain withheld.
The Orderflow section uses the same replay-data source as the live replay page, covering PZ B1000, B1200, B1400 and B1700 across MNQ, MGC, MCL, MES and M2K.
Dashboard access is withheld for this diligence preview.
The Stock section uses the published NEO stock page plus the selected trade CSVs behind that dashboard. Headline PnL is shown for the 100K account allocation.
Dashboard access is withheld for this diligence preview.
Select a B-system to update the metrics, symbol contribution, calendar and trade table. The data is loaded from the Orderflow replay dashboard source.
| System | Trades | PnL | Max DD | PF | Win | Days |
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| Symbol | Trades | PnL | Max DD | PF | Win |
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| Month | Days | Trades | PnL | Wins | Losses |
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| Date | Symbol | Dir | Lots | Setup | Score | Entry | Exit | Dur | Pts | PnL | Exit reason |
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Stock results are the current published uncapped portfolio set. Headline KPIs use the 100K account allocation; the complete trade log below remains the selected system CSV audit view.
| Symbol | Family | Trades | PnL | PF | Max daily DD | Overall DD |
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| Mode | Account | PnL | Max Daily DD | PF | Trades | Max concurrent |
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| Month | Days | Trades | PnL | Wins | Losses |
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| Date | Symbol | Family | Dir | Setup | Score | Entry | Exit | Bars | R | PnL @100 | Exit reason |
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The fund can review trade distributions, timing, exits, symbol concentration and drawdown behavior. The internal signal stack, feature thresholds and arbitration logic are intentionally not disclosed.
Orderflow bars, volume behavior, market context, value-area/profile levels and multi-timeframe structure. Stock data uses aggregated bid/ask volumetric bars, not full Level II depth.
Candidate setups are scored, filtered and handled by system families. The overview exposes setup names and outcomes, not the exact trigger formulas.
Replay exits include stop checks, partial/management behavior and dynamic exit reasons. Stock allocation is constrained by a hard daily drawdown rule.
The right next step is a shadow or small-capital evaluation where fills, rejected trades, latency, slippage and drawdown behavior are measured against this backtest story.