For informational purposes only. Not financial advice. Past performance, including any hypothetical or simulated results shown on this page, is not indicative of future results. All analysis is derived from your own historical trade data.
Monte Carlo Validation Engine

Journals track trades. NoxarQuant separates signal from survivorship.

Every retail journal shows you what happened. NoxarQuant classifies it: which setups hold statistical edge, which drain capital, which need more data before judgement.

Edge clusters by condition · Monte Carlo by regime · Risk of ruin by account size

Full quant-grade analysis on your own trade data. Upload your CSV, see your cluster classifications, run the Monte Carlo. Free for 3 days, no card.

For Informational Purposes Only. Not Financial Advice. All Analysis Is Derived From Your Own Historical Data.

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50 strong25 verified< 25 noise
Symbol
Conditions
Net PnL
Win Rate
Profit Factor
Trades
Avg Win
Avg Loss

Every trade: signal and noise. The unfiltered baseline you start from.

Based on real NoxarQuant enriched trades. loading…

Bootstrap Robustness Testing

1,000 simulations. Not a prediction.

Chronological 70/30 split. Bootstrap resampling with replacement on the out-of-sample segment. The output is a distribution, not a point estimate. On Pro and above, condition the run on a single market regime — resample only your NY AM trades, or only London — to test an edge in today’s session, not just on average.

The bootstrap simulation runs on the out-of-sample segment. Switch to the Out-of-Sample tab to see the distribution.

Net PnL
Win Rate
Profit Factor
Avg PnL
Max DD
Trades
Actual Out-of-Sample
Median (P50)
90% Confidence Band
Sample Sim Paths
Regime-Conditional · Pro & Elite

Then ask: what about today’s regime?

Markets have moods. NY AM trades nothing like Asia. Most “this strategy is profitable” claims are averages across regimes you’ll never see again.

Pick a session, re-run the bootstrap on that subset only. Same edge can land at a +$312 median in NY AM and a −$48 median in Asia — same trader, same setup, completely different verdicts.

SIMULATED RESULTS · PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS · NOT FINANCIAL ADVICE

Based on real NoxarQuant enriched trades.

For Informational Purposes Only. Not Financial Advice. All Analysis Is Derived From Your Own Historical Data.

HYPOTHETICAL PERFORMANCE RESULTS HAVE INHERENT LIMITATIONS. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. NO REPRESENTATION IS MADE THAT ANY ACCOUNT WILL ACHIEVE SIMILAR RESULTS.

Proprietary Scoring

Past the win rate.

Retail journals report arithmetic. NoxarQuant returns composite scores with sample penalty and percentile normalization.

SWI: Signal Weighted Index
PROPRIETARY
72

A 0–100 composite score describing the statistical reliability of a clustered pattern in your own trades. Combines sample-penalized PnL factor, win rate, and sample-size confidence against your own top-decile benchmark. A 200-trade cluster scores at full weight; smaller samples are discounted.

PRM: Portfolio Risk Metric
PROPRIETARY
68

A 0–100 composite score describing portfolio-level structural health. Combines weighted CORE edge quality, portfolio profit factor, daily consistency, and sample confidence. Tiers: UNRATED → FRAGILE → BUILDING → RESILIENT → ADVANCED → ELITE. Before vs After view quantifies the historical cost of trading your Negative Delta Clusters (NDC: regimes your data shows bleed capital).

For Informational Purposes Only. Not Financial Advice. All Analysis Is Derived From Your Own Historical Data.

The 15-Minute Enrichment Workflow

From CSV to your enriched cluster map in fifteen minutes. Classifier verdicts sharpen as your sample grows.

01

Import

Drop your CSV from Hyperliquid, Bybit, Binance, MetaTrader 4/5, NinjaTrader, thinkorswim, Interactive Brokers, or TradingView, with a full preset for each. Anything else falls through to a heuristic auto-detector that maps headers + sniffs sample values, so unknown brokers still work without manual setup.

02

Enrich

Every trade cross-referenced with the market conditions it was taken in at point of execution. Automatic.

03

Classify

The 3D map surfaces which clusters hold edge, which are Negative Delta Clusters (NDC: regimes that bleed capital), and which need more sample. Four classification tiers against explicit numeric thresholds.

04

Validate

Bootstrap Monte Carlo on your chronological out-of-sample segment, conditional on the regime that's live now (NY AM / London / Asia / NY PM / Off-hrs). Up to 2,000 simulations on Elite. Percentile cone, drawdown distribution, and path-aware ruin at your account size.

05

Export

Enriched trades, cluster classifications, and SWI scores to JSON or CSV. Feed your execution system, TradingView, or Python research notebook directly.

For Informational Purposes Only. Not Financial Advice. All Analysis Is Derived From Your Own Historical Data.

Export Your Classified Edge

Your enriched data. JSON or CSV. One click.

Every trade exported with full context: cluster key, classification, SWI score, all enrichment fields, entry/exit, PnL, R-multiple.

Filter to CORE only, PROMISING, or the full set. Feed directly into TradingView strategy scripts, your bot's decision logic, a Python research notebook, or Excel.

Every export is watermarked Quant-Audit by NoxarQuant.

EDGE_EXPORT.JSON
{
  "meta": {
    "source": "NoxarQuant",
    "watermark": "Quant-Audit by NoxarQuant – Exported on 2026-04-11T10:58:00Z",
    "exported_at": "2026-04-11T10:58:00Z",
    "filter": "all",
    "total_trades": 2051,
    "schema_version": "1.0"
  },
  "trades": [
    {
      "date": "2026-03-22 18:00",
      "close_date": "2026-03-22 18:03",
      "symbol": "SOL",
      "side": "short",
      "setup": "IB_BREAKOUT",
      "market": "crypto",
      "session": "new_york_pm",
      "vol_zone": "LOW",
      "cluster_key": "IB_BREAKOUT|new_york_pm|LOW|30_70|DOWN",
      "classification": "EMERGING",
      "SWI_score": 9,
      "entry_price": 85.69,
      "exit_price": 85.93,
      "quantity": 119.637,
      "pnl": -28.71,
      "pnl_pct": -0.28,
      "r_multiple": "",
      "result": "loss"
    },
    {
      "date": "2026-03-22 17:36",
      "close_date": "2026-03-22 17:39",
      "symbol": "SOL",
      "side": "short",
      "setup": "IB_BREAKOUT",
      "market": "crypto",
      "session": "new_york_pm",
      "vol_zone": "LOW",
      "cluster_key": "IB_BREAKOUT|new_york_pm|LOW|30_70|DOWN",
      "classification": "EMERGING",
      "SWI_score": 9,
      "entry_price": 85.77,
      "exit_price": 86.04,
      "quantity": 119.563,
      "pnl": -32.28,
      "pnl_pct": -0.31,
      "r_multiple": "",
      "result": "loss"
    }
  ]
}
Quant-Audit by NoxarQuant

Futures on the near roadmap.

NQ · ES · GC · SI and more.

Included on current tiers at current prices.

Exports contain only your own trade data. Not financial advice.

For Informational Purposes Only. Not Financial Advice. All Analysis Is Derived From Your Own Historical Data.

Aggregated Intelligence

What the cohort is surfacing.

Anonymised patterns across consenting NoxarQuant members. No individual data is ever exposed.

Loading cohort intelligence…
Refreshed daily from aggregate member data

Anonymised aggregate data from consenting users. For illustrative purposes only. Not financial advice.

The Skeptic

An honest objection: backtesting shows what could have happened, not what will. Projections are theoretical by definition.

That is correct. NoxarQuant does not predict. It describes, classifies, and stress-tests the data you've already generated. The output is a mathematical description of your own execution: which conditions have historically held edge, which have not, and how fragile that classification is under resampling.

The market owes nothing to your feelings or your past. It owes nothing to this tool either. What a rigorous post-trade analysis provides is not certainty; it is the elimination of illusions a less rigorous one permits.

For Informational Purposes Only. Not Financial Advice. All Analysis Is Derived From Your Own Historical Data.

The 15-Minute ROI

“A single NDC classification surfaced early (one session, one volatility bucket) can represent a significant share of historical drawdown. The math is in your own data.”

Many members surface their most consequential NDC cluster inside the first fifteen minutes of their Pro audit pass. Loss patterns concentrate on identifiable conditions faster than win patterns do, so negative-edge clusters surface earlier than CORE-grade verdicts on what’s working. The classification is descriptive, not prescriptive. What you do with it is your decision.

For Informational Purposes Only. Not Financial Advice. All Analysis Is Derived From Your Own Historical Data.

Common Questions

Answers to the hard questions

No. Other journals record execution and ask you to tag trades by hand. NoxarQuant auto-enriches every trade with the market conditions it was taken in, then clusters them by condition and classifies each cluster by statistical edge under sample penalty. Even before the classifier has the sample size to fire verdicts, the journal layer alone is doing more than typical journaling tools. The input resembles a journal. The output is a different class of tool.

Honest answer: at 50 trades the classifier mostly returns FORMING. There isn't enough data per setup for CORE or PROMISING verdicts to fire reliably. But the journal floor is still higher than what other trading journals give you. Every trade auto-enriches with the market conditions it was taken in, then clusters against your own history. No manual tagging, no guesswork. On top of that you get behavioural breakdowns and your first NDC flags, because loss patterns surface earlier than win patterns. If you're logging daily you'll cross the classifier threshold inside 2 to 3 months. If not, treat NoxarQuant as a journal with statistical honesty until your sample grows.

No, but be honest about what you get when. The journal layer, the auto-enrichment of market conditions, the behavioural breakdowns, and your first NDC flags work from trade one. Loss patterns concentrate on identifiable conditions earlier than win patterns do. CORE and PROMISING verdicts on what's working typically firm up around 100 to 200 trades per setup. Below that, those buckets show FORMING and the tool tells you explicitly when it doesn't have enough data to judge. That staging is the point.

It is bootstrap resampling with replacement on your chronological out-of-sample segment, run up to 2,000 times depending on tier: a standard resampling technique from the statistics literature, applied to your own trades rather than a single equity curve. Whether it survives the label "hype" depends on the reader.

Yes. Exports include full cluster keys, classifications, SWI scores, and every enrichment field. JSON or CSV. The format is designed to feed TradingView, a Python research notebook, or an execution system directly.

BTC, ETH, and SOL, with full market-conditions enrichment via Hyperliquid OHLCV. Equities and futures are next; if you need a specific symbol added, email hello@noxarquant.com and we'll prioritise it for the next batch.

NQ, ES, GC, SI are on the near-term roadmap. Current enrichment coverage is BTC / ETH / SOL only; equities and futures land in subsequent releases.

Start now. Create an account, upload your CSV, and your cluster map populates. No review queue, no credit card. "Founding cohort" refers to the pricing, not a gate: the price you lock in now is the price you keep. The audit pass is 3 days of full Pro access for everyone.

The audit pass gives you full Pro-tier access for 3 days: cluster classification, the 3D map, PRM Before/After, unrestricted Monte Carlo. There's no free tier; after 3 days you need a paid subscription (Basic, Pro, or Elite) to keep using the app. Your trade data stays in your account either way, ready to pick back up if you subscribe later. Paid Pro is the same feature set as the audit pass but ongoing: new trades enrich automatically, PRM tracks over time, and you keep JSON/CSV export + history.

Yes. Systematic traders are one of the two primary founding profiles. The cluster classification identifies regime-dependent failures that often don't show up in aggregate backtests, and the JSON export feeds directly into strategy research pipelines.

Pricing

Quant-grade analysis. Pricing that holds for as long as you do.

Founding price lock. No discounts, no comp’d seats. The price is the credibility. 2-month referral at 25% for Pro and Elite (paid to the referrer). Cancel anytime.

Basic

Retail Entry

$45/mo

 

1,000 uploads per month
Full dashboard + journal
Cluster classification (verdict accuracy sharpens past ~100 trades per setup)
Strategy Performance breakdown (per-setup SWI, PRM, win rate, PF)
Five sampled Monte Carlo runs per month (limited simulation count)
Risk module: NDCs only (CORE / PROMISING analysis and recommendations are Pro and above)
No export

Pro

The edge development stack

$89/mo

 

7,500 uploads per month
Full Edge Dev Suite (unredacted cluster parameters)
Full Chrono Monte Carlo (unlimited runs, 1,000 simulations)
Regime-split Monte Carlo (condition the simulation on a single session — NY AM, London, Asia…)
Full JSON / CSV export with watermark
All dashboard, portfolio, risk, trading plan features

Elite

Quant Suite

$145/mo

 

15,000 uploads per month
Everything in Pro
2,000-simulation Monte Carlo maximum
Hive Mind: leaderboard, regime pulse, community chat
Direct founder access for technical and methodology support

The entry point. Basic surfaces your classifications and runs up to five sampled Monte Carlo simulations a month against your own history. Analytically honest at a price that does not filter out serious retail traders. Pro and Elite add the deeper extraction and the full bootstrap simulation depth.

All plans start with a 3-day Pro audit pass. No credit card required.

Not ready to commit? You're right to be cautious. This isn't a journal.

For Informational Purposes Only. Not Financial Advice. All Analysis Is Derived From Your Own Historical Data.

Technical Notes

Occasional technical notes.

Methodology writing on survivorship bias, sample penalties, and bootstrap resampling. No product announcements. No promotional content. Unsubscribe in one click.

Your data. 3 days. Full validation.

Upload your CSV. See your cluster classifications. Run the Monte Carlo. Keep the export.

Activate audit pass

No credit card during the audit window.

For Informational Purposes Only. Not Financial Advice. All Analysis Is Derived From Your Own Historical Data.