RGI Trading ยท Demo

RGI Trading

Seven live reads from your own record โ€” two more on the roadmap

Sample: 270 trades, ~$50K account, 8 months. Each demo runs on this log and shows what RGI measures โ€” in P&L, win rates, equity curves, and setup names you recognize. Post-trade, observation-only. It reads your completed trades. You decide. Open-source, post-trade, runs on your machine.

Snapshot ยท Minute Three

"Point it at 8 months of fills โ€” here's what resolved"

Load a sample log. Watch the dashboard fill โ€” signal trust, bias flags, regime band, certified claims. Three minutes.

โ€”
favorite vs best setup
โ€”
leakage surfaced /yr
โ€”
edge multiple (vol regime)
โ€”
learned values
Trading Copilot โ€” Accumulating (250 verified decisions)
Trading Copilot dashboard โ€” accumulating state
Trading Copilot โ€” 101 Open Positions, 255 Closed
Trading Copilot dashboard โ€” active trading state
How RGI compares to trade journals you know
Capability TradesViz ยท Tradezella ยท Edgewonk RGI Trading
P&L calendar, equity curve, R-multiples ✓ Standard ✓ Standard
Win rate by setup ✓ Tags / filters ✓ + trust weights per signal
Per-signal trust decomposition
Your RSI+MACD trade is also a momentum trade is also a Tuesday-morning trade
✗ ✓ Demo 1
Regime-conditioned scoring
Your momentum strategy only works in VIX 20–35
✗ ✓ Demos 3, 5
Health band — flag before the cliff
AMBER fires 2 weeks before a $17K drawdown
✗ ✓ Demo 3
Insight validation (FDR + OOS)
8 of 12 journal “insights” don't survive correction
✗ ✓ Demo 6
Judgment Memory
~200 verified values compound. Day 180 ≠ Day 1. +$26K gap in 6 months. Transfers across brokers.
✗ Static ✓ Demo 7
Correlation-as-concentration
3 “different” positions = 1 bet
~ Some ✓ Demo 5
Open-source ยท runs on your machine ✗ SaaS / cloud ✓ Apache 2.0

The top rows are table stakes. The highlighted rows are what no journal in the category does today.

Demo 1 ยท Setup Report Card ยท Win Rate + P&L by Setup

"Your #1 Setup Is Your Worst"

Context
You have 5 setups. Your journal says you're best at RSI+MACD โ€” you trade it 3ร— more than anything. The engine reads your verified outcomes and ranks them by what actually makes money. The ranking inverts.

Run: score 270 trades by setup

TRUST RADAR โ€” believed importance vs earned trust RSI+MACD momentum cont. volume-breakout gap-fill mean-rev breakout-pullback what you believe you weight what your outcomes prove
SETUP REPORT CARD โ€” win rate + P&L contribution (270 trades) WIN RATE P&L CONTRIBUTION volume-breakout 71% 47 trades +$8,200 gap-fill mean-rev 58% 31 trades +$3,100 momentum cont. 55% 28 trades +$1,900 breakout-pullback 52% 22 trades +$600 RSI+MACD 48% 142 trades ยท 3ร— MOST USED -$2,400 $0 Your most-traded setup is your only loser. +$2โ€“3K/yr back if you de-weight it.
What RGI shows that your journal can't
Dollar anchor: Take the 48% setup 3ร— less โ†’ +$2โ€“3K/yr back (modeled). Modeled / illustrative from sample.
Demo 2 ยท P&L Calendar + Equity Curve + What-If ยท Behavioral Leaks

"The Leaks That Dwarf Your One Blow-Up"

Context
The blow-up is the story you tell. The damage is the drip โ€” revenge re-entries, post-streak size creep, Friday afternoon weakness. Each invisible in monthly P&L. Each priced by the engine.

Run: scan 4 weeks of trades

P&L CALENDAR โ€” 4 WEEKS (green = profit, red = loss) MON TUE WED THU FRI Wk 1 Wk 2 Wk 3 Wk 4
EQUITY CURVE โ€” 200 trades, drawdown overlay (red = bias-caused drawdowns) $12K $6K $0 trade 1 100 200 ← revenge cluster ← Friday PM ← size creep after streak Without the 3 biases: drawdown band shrinks 60%. That's $16–26K/yr.

What if you'd stopped?

WHAT-IF โ€” your equity curve, reshaped by removing each bias $21K $10K $0 trade 1 200 ACTUAL: ~$4,200/yr
Fri 2–4 PM

Sharpe 0.3 vs 1.8 · thin liquidity + end-of-week gamma decay · ~$14,400/yr

Revenge trades

Win 25% vs 62% planned · ~$4,200/yr

Size creep

+40% after 3 winners · ~$2,800/yr

Execution gap

Your fills vs strategy's · ~$2–5K/yr

What RGI shows that your journal can't
Demo 3 ยท Volatility ยท Short-Vol Cliff ยท The Shape Every Vol-ETF Trader Knows

"The $17K Cliff Your Backtest Didn't See"

Context โ€” the short-vol equity curve
Steady small gains. Rare deep losses. You're making a directional bet on volatility itself โ€” long SVXY, short VXX, positions that profit when vol stays low. The equity curve climbs $500/week for 4 months. Then VIX spikes: −$18,000 in one day. Four months of work, gone. The health band fires AMBER two weeks before the cliff. That's the signal no backtest gives you โ€” and 60–70% of funded-trader blow-ups end here (estimated from prop-firm drawdown data).

Run: two equity curves โ€” same premium book, with vs without health band

SHORT-VOL ETF EQUITY CURVE โ€” $200K book, 20 weeks, with vs without health band +$10K $0 -$10K -$18K Wk 1 Wk 8 Wk 14 Wk 16 Wk 18 Wk 20 AMBER — step back from short-vol no band with band AMBER — Wk 14 $17,200 difference (modeled). The band said: stop here.
IV vs RV — Volatility Risk Premium (the gap = your edge) 40% 20% 0% IV (implied) RV (realized) VRP = IV − RV. Positive = your edge. Negative = the cliff.
What RGI shows that a backtest can't

The trade-off: The health band fires conservatively. In this sample, it fired AMBER on 3 weeks that would have been profitable โ€” missed gains of ~$1,500 (modeled). The cliff it caught: −$18,000. Net: +$16,500. The gate would rather cost you a small win than let you hold through a regime change.

Investor note: 60–70% of funded-trader blow-ups are drawdown breaches from short vol (estimated from prop-firm drawdown data). This is the shape that kills accounts — and the flag that fires before it.
Demo 4 ยท Rolling Profit Factor ยท Strategy Health Check

"Can This Strategy Take More Size?"

Context
Three strategies in your book. A journal says they're all running. The rolling profit factor โ€” a chart every serious trader reads โ€” tells a different story. One is dying. One isn't proven. One is safe to scale.

Run: rolling 20-trade profit factor for each strategy

Small-cap momentum โ€”
1.0 2.5

New momentum โ€”
1.0 2.5

Volume-breakout โ€”
1.0 2.5

Under the hood: The conservation gate checks whether a strategy has enough verified evidence to size up. Strategy A: 68% accuracy over 90 decisions, but rolling quality has decayed below its threshold → AMBER (don't add size). Strategy B: only 50 trades → insufficient evidence for a verdict. Strategy C: 82% accuracy, rolling quality well above threshold → GREEN (safe to scale). Math: ฮธ_min = 23.53/(ฮฑ×V). A: 0.31 < 0.384. C: 0.52 > 0.319.
What RGI shows that a backtest can't

Rolling profit factor from YOUR execution, not a simulation. A backtest says "this strategy returns 15%/yr." Your profit factor line shows it crossing below 1.0 six weeks ago. The gate names the cause: "regime shifted trending โ†’ ranging." Caught at the floor, not at month-end.

Demo 5 ยท Time ร— Regime Heatmaps ยท Where Your Edge Lives

"The Edge You Only Have in a Storm"

Context
Two heatmaps you'd recognize from any journal app โ€” time-of-day ร— day-of-week, and regime ร— strategy. But these are colored by P&L, not just win rate. And the regime heatmap is something no journal can build.

Run: fill the heatmaps from 500 trades

P&L by Time of Day ร— Day of Week
9:30 10:00 10:30 11:00 1:00 2:00 Mon Tue Wed Thu Fri Fri 2โ€“4 PM: Sharpe 0.3 vs 1.8 overall
P&L by VIX Regime ร— Strategy
Vol-breakout Momentum RSI+MACD VIX<15 15โ€“20 20โ€“25 25โ€“35 Your edge lives in the storm. Calm markets: you bleed.
P&L BY REGIME โ€” same strategy, four market conditions $0 VIX < 15 -$3,200 VIX 15โ€“20 +$1,800 VIX 20โ€“25 +$8,400 VIX 25โ€“35 +$14,600

Your journal shows 3 strategies. Your risk shows 1 bet.

POSITION CORRELATION MATRIX — 5 positions, color = correlation strength SVXY long UVXY short VXX short AAPL momentum GLD mean-rev SVXY long UVXY short VXX short AAPL momentum GLD mean-rev VIX +15: SVXY -$4,200 + UVXY -$3,800 + VXX -$3,100 = -$11,100 total (modeled) Your journal shows 3 strategies losing independently. The correlation shows 1 bet failing.
Your 3 short-vol positions are 1 bet. SVXY, UVXY, VXX: ρ = 0.89 correlated. When VIX moves, they all move together — −$11,100 in a single spike (modeled).
What RGI shows that your journal can't
Demo 6 ยท R-Multiple Histogram + Claim Gate ยท Which Insights Are Real

"The Insight That Didn't Survive Correction"

Context
Your R-multiple distribution โ€” the chart every prop trader reads โ€” shows your risk discipline. But your journal flags 12 "insights" from it. The claim gate tests each one. 8 don't survive correction.

Run: R-multiple distribution + insight gate

R-MULTIPLE DISTRIBUTION โ€” 200 trades (units of initial risk) 0R -2R -1R +1R +2R +3R Avg winner: 1.4R ยท Avg loser: -1.1R ยท Expectancy: +0.18R
INSIGHT GATE โ€” 12 journal insights tested (BH FDR + deflated Sharpe + 70/30 OOS) CLAIM GATE 1. FDR ฮฑ=0.05 2. Deflated Sharpe 3. 70/30 OOS YOUR JOURNAL SAYS... VERDICT 8 REJECTED 3 CERTIFIED 1 ABSTENTION (N=4, no score)
What RGI shows that your journal can't
Demo 7 ยท Judgment Memory ยท The Compounding Moat

"One Trade, Three Improvements"

Context
Fork the code tonight โ€” it's Apache 2.0. But watch what happens over 6 months. Your enriched record pulls away from a cold start. The gap widens every month. That's the moat.

Run: two equity curves, same engine, different starting points

EQUITY CURVE DIVERGENCE โ€” enriched record vs cold start ($50K portfolio, 6 months) $80K $65K $55K $50K Mo 1 Mo 3 Mo 5 Mo 6 cold start ยท fork your enriched record +$26K by month 6 (modeled). The gap never closes.
Alpaca IBKR CSV โ†’ one graph
Judgment Memory โ€” the moat
Demo 8 ยท Premium Timing + VRP Term Structure ยท v1.1 Roadmap

"Sell Premium Only When It's Rich"

v1.1 · Roadmap · For volatility traders and investors
If your strategy is a bet on market volatility — selling premium, buying protection, timing VIX — this is the timing layer you don't have. Same strategy, split three ways: by IV/RV regime, by DTE, and by VRP state. The difference isn't the strategy — it's when you enter.
IV/RV < 1.2 (thin premium)
49% win rate · avg: -$180/trade (modeled)
IV/RV > 1.5 (rich premium)
78% win rate · avg: +$420/trade (modeled)
VRP TERM STRUCTURE — richness by days to expiration (DTE) 2.0% 1.0% 0% 0DTE 7DTE 14DTE 30DTE 45DTE 0.2% 1.8% 1.4% 0.9% 0.6% lottery tickets sweet spot
VRP STATE — current regime THIN FAIR MODERATE RICH ← sell here
Same strategy. $600/trade difference (modeled). Your edge peaks at 7DTE when IV/RV > 1.5. The 0DTE volume is noise. GREEN only when premium is rich. v1.1 — on the roadmap.
The 0DTE trap: You already know 0DTE is noise — it's > 75% of retail SPX volume and retail lost ~$125M there. The VRP term structure shows where the real premium edge is: 7DTE, IV/RV > 1.5. That's a $600/trade difference just from timing. Most traders enter by feel. This is the math.
Demo 9 ยท Desk View ยท v1.1 Roadmap ยท For Teams & Shared Books

"Which of Your Traders Is Running a Decayed Strategy Right Now?"

v1.1 ยท For teams, desks, or anyone who shares signals
Five traders on a shared book โ€” or five strategies you share with a buddy. Per-strategy conservation status. One person leaves โ€” their Judgment Memory โ€” the evidence trail โ€” transfers to the next seat. The governance gap that Demo 4 shows for one trader, applied across the whole book.
STRATEGY DECAY SCORECARD โ€” 5 TRADERS ร— 3 STRATEGIES (rolling 30-day accuracy) MOMENTUM MEAN-REV VOL-SELLING STATUS CROSS-STRATEGY DECAY CORRELATION When multiple strategies decay together โ†’ regime change (not strategy failure). When one decays alone โ†’ strategy-specific drift. Traders 2 + 4 show correlated momentum decay (ฯ = 0.82, modeled) โ†’ likely regime shift, not individual error
For desk pilots

Which trader is running a decayed strategy right now? Judgment Memory in action: a departed trader's ~200 learned values transfer to the new seat โ€” 8,000 trades of judgment, transferred in minutes. Portfolio-collapse signal: the $30โ€“80K tail, across the whole book. $120โ€“200K retune cost (modeled) โ†’ $0 with evidence trail.

Recap

Seven live reads. All from your own record. Two on the roadmap.

48%โ†’71%
favorite vs best setup โ†—
$16โ€“26K
leakage surfaced /yr โ†—
$17,200
the cliff, one flag โ†—
+0.18R
expectancy (R-multiple) โ†—
+$26K
enriched vs cold start (6mo) โ†—
Charts you already read โ€” equity curves, P&L calendars, R-multiples, profit factor lines, heatmaps. What's new: the layer on top that shows which of your signals have verified edge, where your drawdowns come from, and when your strategy left its competence zone. Post-trade, observation-only. The material earns the next conversation.

Open-source ยท post-trade ยท runs on your machine ยท Your record, your data, your machine. RGI never sees your fills.

RGI Trading ยท Demo v23 ยท October 2026 ยท Post-trade, observation-only (no trade directives) ยท Figures modeled / illustrative from sample ยท No production customers ยท Apache 2.0