Signal Desk
A chart-pattern scanner, backtester, and trade journal covering 92 tickers across five timeframes. I benchmarked the detectors against matched random-entry controls, found no edge, and said so in the README — the honest result became the point of the project.
- Caught a backtest bug that scored trades which never opened, then retracted the conclusions it broke
- Pooled thin per-symbol samples with empirical Bayes shrinkage, tuned on out-of-sample data
- Strict-prefix windows so detectors never see the future; pessimistic fills throughout
- Rate-limited market feed kept alive with request caching, retry backoff, and stale-value fallback