🧠 Market Pattern Recognition Suite

Step 1: Open the App

Navigate to Market Pattern Recognition from the main TradePro navigation. The app is a single page - all modules are sections you scroll to.

Step 2: Pick a Module

• Analyse a single stock → use Pattern Detection (top of page) or Strategy Tester
• Test a strategy on your whole watchlist → scroll to Strategy Performance Dashboard, pick strategy + timeframe, click Run on Watchlist
• Enrich results with institutional data → load your SPD CSV export in SPD CSV Viewer (SIL columns appear automatically if SMU cache exists)
• Find live signals now → use Strategy Scanner

Step 3: Act on SIS

Sort the CSV Viewer by SIS ↓. The top rows combine strong backtest performance with institutional conviction - these are your best candidates.

VWAP is available in four anchoring modes: Cumulative, 1D (Session), 1W, and 1M. Harmonized across Charts and Strategy Builder.

• Signal-Anchored VWAP - recalculates from the moment the last regime flip occurred (TrendPredictor integration)
• Price > VWAP confirms a strong trend; Price < VWAP suggests weakness
• Visualization available as histogram in the bottom pane (Chart Settings → Indicators → TrendPredictor (%))

How to Use Smart Alerts

1. Build & Test: Create your strategy and run a backtest on your chosen symbol.
2. Set Alert: Click the "🔔 Set Alert" button in the Strategy Tester results panel.
3. Monitor: The system runs your strategy in real-time.
   • Backtest ended Flat: alert starts as "Waiting for Entry"
   • Backtest ended In Position: alert starts as "Waiting for Exit" (Active Trade)
4. Review: Check "Active Alerts Summary" for all running strategies.

Common Issues

• Pattern Recognition not showing: Ensure you have recent stock analysis data. Try running a fresh analysis.
• Low confidence scores: Normal for uncertain market conditions. Look for multiple pattern confirmations.
• Missing pattern data: Check that the Live Market Pattern Recognition system is properly configured.
• TrendPredictor not loading: Check API keys (FMP primary, Yahoo Finance backup). Both sources have automatic failover.
• SPD returns 0 trades: Verify start/end dates and that the selected strategy has valid rules.
• SIL Fund. column all empty: The sector cache file (data/sil-sector-cache.json) may be missing or outdated. Run node scripts/generate-sector-cache.js <xlsx> --deploy to regenerate it from a fresh FMP export.

Best Practices

• Use pattern recognition in combination with fundamental analysis for best results
• Pay attention to volume confirmation - patterns with high volume are more reliable
• Consider the overall grade, not just individual pattern confidence
• Use pattern diversity as an indicator - multiple patterns increase reliability
• For SIL: open Institutional Intelligence before loading SPD CSVs to ensure SMU cache is fresh
• Sort by SIS ↓ then filter Inst. ≥ 3 + Crash Warning=0 to find your best candidates

⚡ New: One-Click Transfer from SPD

You no longer need to export and re-import CSV files. After running a strategy in the Strategy Performance Dashboard, a blue → MSCD button appears next to each result row. Click it and the strategy is sent directly to the Multi-Strategy Confirmation card - enriched automatically with SIS, Inst., Fund. and sector data. No files, no steps in between.

1. Run a strategy in SPD - results appear in the history table below.
2. Click → MSCD on the row you want to send.
3. Repeat for each strategy. The card accumulates them.
4. The Conviction table updates automatically after each transfer.

You can still load raw SPD CSV files by clicking Add Strategy or dragging files onto the card - they are enriched automatically on load.

How to Use It - Step by Step

1. Run multiple strategies in SPD - each strategy produces a separate backtest result. The more different the strategies are (different entry logic, different timeframes), the more meaningful the conviction score.
2. Send each result to MSCD with one click - click the blue → MSCD button in the SPD results row. The page scrolls to the Multi-Strategy Confirmation card automatically. Alternatively, export the CSV from SPD and drag it onto the card - both raw and enriched files are accepted.
3. Read the Conviction table - symbols are sorted by conviction score. Each row shows:
   • Colored bar + X/N score showing how many strategies are active
   • Colored dots next to the symbol name - one dot per active strategy
   • Sector, Inst. (institutional support), SIS, Fund score
   • Avg Win%, Avg Ret% across active strategies
   • Best Unrealized% - the most promising open position
   • Kelly% - mathematically optimal position size based on win rate and avg win/loss ratio (see below)
4. Click any symbol to expand a detail card showing the per-strategy breakdown: win rate, total return, current unrealized P&L, entry date, and Kelly sizing for each active strategy. Fundamental data (PE, ROE, Revenue Growth) is shown where available.
5. Use the filters to narrow the list:
   • Conviction ≥ 75% - only symbols confirmed by 3 out of 4 strategies or better
   • Inst ≥ 1 - only symbols with institutional backing (historically Kelly +14-26%)
   • Active only - only symbols currently in an open position in at least one strategy
   • Sector filter - focus on Technology, Communication Services, Basic Materials, Energy (historically best-performing sectors)
6. Check the Sector Heat tab to see which sectors currently have the highest average conviction across all your strategies. This tells you which sectors the market is most aligned on right now.
7. Check the Overlap tab to see how similar your strategies are. High overlap (>75%) means the strategies behave alike - consider adding a more different strategy for better signal diversity. Low overlap means high conviction is genuinely meaningful.
8. Export the conviction list with the green Export button. The CSV includes Symbol, Conviction%, Sector, Inst, SIS, Fund, Avg Win%, Avg Ret%, Best Unrealized%, Avg Kelly%, Half Kelly%, and per-strategy columns with Active, Entry Date, Exit Date, Win% and Ret% — ready for further analysis or AI review. If a confluence filter was active, the header row records which filter and window was used.

📐 Kelly Optimal Sizing

The Kelly column shows the mathematically optimal fraction of capital to allocate to each symbol, calculated from each strategy's historical win rate and average win/loss ratio:

Kelly% = (b × p - q) / b

where:
  p = win rate
  q = 1 - p
  b = Avg Win% / Avg Loss%  (reward/risk ratio)

The table shows Avg Kelly% - averaged across all active strategies for that symbol. The detail card breaks it down per strategy with the individual b-ratio.

Kelly% is blank (-)? The strategy's CSV was exported before the Avg Win/Loss columns were added. Re-run the strategy in SPD and send it again via → MSCD - the updated export includes the data needed for Kelly.

⚡ Signal Confluence — When Did Strategies Agree?

Conviction Score tells you how many strategies are active on a symbol right now. Signal Confluence adds a time dimension: how recently did those strategies trigger? A symbol where 5 strategies all entered within the last 3 days is a fundamentally different — and stronger — signal than one where 5 strategies entered over the past 6 months.

Enable confluence via the ⚡ Confluence dropdown in the filter row. Choose mode and window:

Configuring the Time Window

The window input (default: 7 days, range: 1–365) controls how far back the filter looks for signals. Useful presets:

• 1 day — “What triggered today?” Extremely tight, only the freshest signals. Ideal for daily screening.
• 3–5 days — Best balance. Different strategies measure momentum differently and may not trigger on the exact same day. This window catches near-simultaneous agreement without noise.
• 7 days — Default. Covers a full trading week. Good starting point.
• 14–30 days — Broader context. Useful for swing trades or when you want to see everything that’s been picked up recently.

The ⚡ Confl. Column

When confluence is active, a new ⚡ Confl. column appears in the table showing the count for each symbol (e.g. ⚡ 5/8 = 5 of 8 strategies triggered within the window). The column is sortable — click the header to rank by confluence strength. Color codes: green = all or most agree, orange = partial, red = sell mode.

📋 Portfolio Batch Scan — Check Your Holdings at Once

Instead of searching for symbols one by one, the Portfolio Batch Scan lets you paste an entire list of ticker symbols and instantly filter the Conviction table to show only those holdings. This is the fastest way to answer: “Which of my current positions have active sell signals?” — or any other conviction question about a specific set of symbols.

How to Open It

Click the 📋 Portfolio button in the filter row (to the left of the search field). A scan panel opens above the filters. Click the button again to close it and return to normal mode.

How to Use It

1. Paste or type your ticker symbols into the textarea. Any separator works — comma, semicolon, space, or one per line (paste directly from Excel or Google Sheets).
2. Press Enter or click Scan. The table immediately filters to show only your symbols.
3. A status line below the textarea shows: N symbols • X in strategies • Y missing. Hover the missing count to see which symbols were not found in any loaded strategy export.
4. Press Clear or Escape to exit portfolio mode and return to the full conviction table.

Supported Input Formats

The parser handles all common separator styles automatically:

• Comma-separated: AAPL, NVDA, MSFT, AMD
• One per line (paste from Excel or Google Sheets — just select a column and paste):
  AAPL
NVDA
MSFT
• Mixed separators: AAPL NVDA, MSFT; AMD
• Swedish/European suffixes: SEB-A.ST, ERIC-B.ST, ASML.AS
• Shift+Enter adds a new line in the textarea without triggering the scan.

Supported File Formats

The card accepts any SPD CSV export - both standard and enriched formats. Raw files are enriched automatically on load:

• Raw SPD CSV (from the SPD download button) - auto-enriched with SIS, Inst., Fund., MCS and sector data on load. This is now the recommended workflow: export from SPD, load directly into MSCD, or use the → MSCD button to skip files entirely.
• SPD Enriched CSV (from the SPD CSV Viewer Export button) - also accepted. Already contains enriched columns, loaded as-is.

You can mix files from different export types in the same session - the card handles both automatically.

The Optimal Portfolio Filter

Based on backtesting across hundreds of symbols and multiple strategies, the following filter combination has consistently delivered the strongest results: