DEO Edge Structure · Liquidity · Key Levels
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Paper pipeline
Configured data sourcesOANDA v3 · Twelve Data · Dukascopy · Deriv
Feed freshnessSee Market Health for the latest check
PAPER SIMULATION · NO LIVE ORDERS
Worker Engine v2.5.3 · Checking health
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Market Feeds OANDA v3 (Indices + Metals) · Twelve Data (FX/Metals) · Dukascopy failover · Deriv 24/7 (Synth)
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Scan Freshness Waiting for the latest health check
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Execution Safety PAPER SIMULATION · No Real Orders

QUANTITATIVE RESEARCH & CONFIRMATION ENGINE

Make the close
earn its place.

Point-in-time paper outcomes from key-level liquidity sweeps, structure shifts, and confirmation entries across supported markets.

Research and education only; the production scanner sends paper/research signal alerts for these symbols but places no orders. Historical or simulated outcomes do not guarantee future results.

Deriv coverage includes all 10 supported Volatility Indices for paper/research alerts only; the required 360-day Deriv CFD replay remains unvalidated.

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Free Telegram Hubs: DEO EDGE (FREE) · DEO EDGE | FREE SYNTHETICS
EXECUTION SAFETY PAPER SIMULATION Rule-checked research · No live orders

PERFORMANCE BY MARKET SEGMENT

Institutional Markets & Deriv Synthetic Watchlist

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Institutional FX & Indices 14 Assets · Asian, London & NY Sessions
14 Markets
Win Rate—
Net Return—
TP / SL—
Signals—
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Deriv Synthetic Watchlist 10 Volatility Indices · 24/7 · Alert-only · No orders
24/7 Feed
Win Rate—
Net Return—
TP / SL—
Signals—
Paper Net Return All
Syncing… Simulated R on broker tick feeds
Win Rate All
Syncing… TP / (TP + SL)
Active / Open All
Syncing… simulated trades in market
Total Signals All
Syncing… confirmed setups

DEO EDGE CONFIRMATION METHOD (STRUCTURE · LIQUIDITY · KEY LEVELS)

7-Stage Execution Lifecycle

Deterministic rules
MAP→ TOUCH→ SWEEP→ SHIFT (BOS)→ RETEST→ CONFIRMED ENTRY→ OUTCOME
Stage Market Mechanism Deterministic Verification Rule
MAP HTF Bias & Origin Level Weekly/Daily opposing liquidity draw established; 4H structural A/V-level armed.
TOUCH Origin Zone Mitigation Price reaches and mitigates origin key level, activating lower-timeframe radar.
SWEEP Liquidity Pool Run False breakout purges internal liquidity pool beyond swing high/low extreme.
SHIFT Market Structure Break (BOS) Aggressive displacement breaks pullback structure with candle close; forms Fair Value Gap.
RETEST Inefficiency Rebalance Controlled retracement into Fair Value Gap (FVG); candidate entry prepares.
CONFIRMED Execution Candle Close Finalized candle close locks entry price, stop-loss floor, and minimum 2.5R target. Zero repainting.
OUTCOME Deterministic Resolution Point-in-time resolution: Target 1 (+3.0R), Stop Loss (-1.0R), or 120-Bar Stale Expiration.
✓
HTF Directional Vantage Point 4H structural direction and 1H execution context must align directionally.
✓
Candle-Close Invalidation Floor Stop-loss triggers strictly on candle close beyond extreme to avoid wick-traps.
✓
Strict Minimum 2.5R Target Floor Setups below 2.5R to primary opposing liquidity draw are rejected automatically.
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Zero Retrospective Repainting Alert timestamp, entry price, and R-multiples freeze permanently on bar close.

SYSTEM & DATA PROVENANCE

Engine Status

Worker Online
Cloud Engine
slk-alert-worker v2.5.3
Execution Safety
PAPER PIPELINE · RULE-CHECKED
Live Scanner (15)
JAPAN225 · NAS100 · EURUSD · XAUUSD · NETHERLANDS25 · V75 · V100 · V50 · V25 · V10 · V75_1S · V100_1S · V50_1S · V25_1S · V10_1S
Other institutional pairs — not scanned now (9)
GBPUSD · USDJPY · AUDJPY · GBPJPY · US30 · GER40 · USDCAD · NZDUSD · EURJPY
Market Universe
24 tracked: 14 institutional · 10 Deriv
Last Checked
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LIVE ENGINE ACTIVITY · LAST 24H

Engine Pulse

Read-only

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MAP event rows—
TOUCH event rows—
SWEEP event rows—
SHIFT event rows—
RETEST event rows—
Alert rows inserted—
Scans run—
Pairs covered—

Read-only aggregate of recorded scan diagnostics — no orders, no predictions. Paper simulation — research only.

🔒 COHORT WAITLIST · STRICT DESK CAPACITY Next Cohort: Batch 2

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To protect market liquidity execution, eliminate slippage, and maintain direct trader onboarding, VIP desk seats are released in strictly capped cohorts of 25 desks. Lock your priority position 2 hours before the public drop.

Cohort 1 Status 90% Filled (18/20) Queue position assigned on signup
⚡ 2-Hour Early Access

Direct checkout link dispatched to your inbox 2 hours before the next public drop.

🏷️ $49/mo Lifetime Lock

Lock in founding pricing (code FOUNDING20) permanently before the $100/mo jump.

📊 Live Market Briefs

Instant invite to the Free Telegram Hub for weekly HTF liquidity levels and win teasers.

🔒 Zero spam. Only used for cohort access notifications and priority discount codes. ⚡ Can't wait? 2 Founding Member spots currently open on Whop ($49/mo) →

LIVE DESK MODE

📡 Real-Time Event Tape

Cursor-polled every 15s — structure events (TOUCH / SWEEP / SHIFT / RETEST) appear the moment a scan records them. Zero spam, ~1ms per poll.

QUANT LAB

🎲 Monte Carlo Drawdown Stress Test

Explore how different possible outcomes could affect an account, using verified closed-trade history. This is a research stress test, not a forecast or performance promise.

How does this stress test work?

The test repeatedly picks a result from the verified, closed trades and uses it as a stand-in for a future trade. A past result can be picked more than once, creating many different possible paths.

  • Each path starts at the same 100% balance. The risk percentage is applied to the current simulated balance on every trade, so gains and losses compound.
  • Use the same Shuffle code, settings, and trade history to reproduce the same run.
  • On the chart, 1.00× means no change from the starting balance; 1.10× means 10% higher and 0.90× means 10% lower. The shaded band covers the middle 90% of simulated paths.

This assumes future results resemble the historical sample. Real trading costs, slippage, and market changes are not modeled, and outcomes can be better or worse.

Set your assumptions, then run the stress test.
Typical path (middle result) Middle 90% of simulated paths

Historical outcomes do not guarantee future performance. Real costs, execution differences, and changing markets can make results differ.

🏁 Prop challenge verdict — live mixture

The target is the profit goal. Pass is the estimated chance a simulated account reaches it within 21 trading days before hitting a daily or overall loss limit—not a return you have already made. The 90% interval shows how that pass estimate varies when this small sample is resampled; it is not a return range or a guarantee. Assumes every alert is traded at the fixed risk shown.

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