Software Updates

Every new account received one full validation at no cost, with no payment method asked for at any point. It was not a demo or a reduced version: it ran all 20 statistical tests, the Edge Matrix Score, Monte Carlo at 50,000 iterations, Insights, Compare, Portfolio Mode and all 8 exportable reports on a backtest of the account holder's choosing, and produced exactly what a paid validation produced.

Validations became purchasable in one-time packs rather than only through a subscription. A pack of 5 cost $9.99, 25 cost $29 and 75 cost $59, and one credit covered one new backtest. Packs were one-time purchases, so nothing renewed and nothing needed cancelling. Subscriptions continued unchanged for anyone who preferred unlimited validations, and a subscriber's credit balance sat untouched while the subscription was active.

A credit was charged the first time a particular backtest was validated, and never again for anything done with it afterwards. Every test, every Monte Carlo run, every Insight, every Compare, every Portfolio and all 8 report exports on that backtest were unlimited and free from that point on, including loading the same file again. A backtest was identified by its trade data, so a re-export of the same result was recognised as the same strategy, while re-running the same expert advisor over a different period produced different trades and counted as a new backtest.

The tab bar showed the remaining balance for accounts using credits, and hid it entirely for subscribers and Lifetime holders, who were never metered. Clicking the balance opened a panel listing every backtest the account had already paid to validate, with the instrument, timeframe and the time it was validated, each marked as free to load again. Importing a backtest showed whether a credit had been spent or whether the file was already owned, rather than leaving a balance change unexplained.

Portfolio Mode needs at least two validated strategies to produce anything. Selecting more files than the remaining balance covered previously spent a credit and then left a portfolio that could not run. The app now checks before uploading anything, explains what the balance covers, and spends nothing when the result would be unusable. Comparing strategies already validated cost nothing, and a comparison that could not be afforded was refused before any credit moved rather than partway through.

The pricing page was rewritten around the choice between paying per strategy and paying for unlimited use, with the free validation shown first. The Solo Trader plan was withdrawn from sale; existing Solo subscribers were unaffected and kept the plan and the access they had. Refund terms were updated to cover credit packs, with unused credits refundable within 14 days of purchase at the pack's per-credit price and credits already spent treated as delivered.

Edge Matrix read position exports downloaded from MQL5 signal pages, alongside the MT4 and MT5 account statements it already accepted. These exports record deposits and withdrawals in the same list as the trades, so those entries were separated out rather than counted as trades, which would otherwise have added a fake winner the size of each deposit. Each trade result combined profit, commission and swap so the figures matched the account, and performance was measured against the capital that was actually at risk at the time of each trade rather than against the full deposited total. Signal accounts that traded more than one instrument were recognised as such instead of being reported as a single pair. The CSV import option was enabled on the import screen for these files.

When a simulation was run with block bootstrap, the exported report described it as a plain bootstrap. The result itself was always computed with the method you selected, but the report labelled it wrongly. The report now names the method that actually ran, and older saved results that carry no method setting still read correctly.

The Monte Carlo section of the exported report now explains the resampling method that was used and why it was appropriate. For block bootstrap it sets out how runs of consecutive trades were resampled so that losing streaks and volatility clustering survived into the simulated paths, and it shows the figures behind the choice: the automatically selected mean block length, the lag-one autocorrelation of trade results, the same measure on squared results, and the significance threshold each was judged against. Block length was selected from the data rather than set by hand, and the selection ran on squared results because drawdown is driven by clustering in the size of moves rather than by dependence in the average trade. Bootstrap and permutation runs carry their own shorter explanations.

The full report, the one that covers analysis, Edge Matrix, Monte Carlo and the closing verdict together, now carries the Statistical Plausibility result throughout rather than only in the test list. It appears as its own test, the executive summary and the closing recommendation adapt when a strategy is flagged, the conclusion tally reports the gate separately from the averaged tests, and a technical section sets out the mathematics with the strategy's own figures. A flagged backtest no longer reads as an endorsement anywhere in the document.

Edge Matrix added a validation test that asked a question the others could not: was the combination of win rate, reward-to-risk, and trade frequency even consistent with a genuine, durable edge? Using the relationship between those quantities and the Sharpe ratio (Lopez de Prado, Advances in Financial Machine Learning), the test calculated the annualised Sharpe a strategy's results implied, then compared it against the highest verified track record on record. Results beyond that bound were flagged as more consistent with overfitting or performance that may not persist out of sample than with a durable edge. The full calculation was shown in the app and the exported report, every input, the formula, and the sources, so it could be audited directly. It was applied as a score gate rather than averaged, so a smooth-looking overfit curve could not outvote its own detection. Genuine strategies passed untouched. The test measured statistical plausibility; it was not a determination of intent.

When the plausibility gate engaged, strategies were no longer collapsed toward a single midline score. Each was mapped into a capped band whose position preserved its ranking against other gated strategies, so a strategy that was only implausible sat above one that was implausible and weak across the other tests. Gated strategies remained clearly below a genuine pass, but they spread by real quality instead of flattening to one number.

The exported Edge Matrix report carried the new test as its own card, led the analytical findings with it when a strategy was flagged, and included a full technical section, the formula, the strategy's own figures, and the research basis. The report abstract adapted to the result: an implausible strategy no longer read as an unqualified endorsement, while a genuine one stayed clean.

Statistical Plausibility led the validation test list. Each test's detail panel opened its own explanation reliably, and an information button revealed the underlying mathematics and research for the plausibility test. Redundant risk-findings text that duplicated the new test was retired, so a single consistent explanation remained on screen.

Portfolio analysis now required at least two strategies before it ran, since a single strategy is not a portfolio. Loading one on its own returned a clear prompt rather than an empty portfolio result.

The free Monte Carlo analyser accepted trading-journal exports in addition to MT4, MT5, and cTrader reports. It located the profit column by name, read the per-trade results, and ran the same browser-based simulation. Everything stayed local to the browser, with no upload.

Edge Matrix now read live and demo account statements, not only strategy tester backtests. MT4 account statements and MT5 trade history were parsed directly, with deposits, withdrawals, and transfers separated from the trading. For an account funded over time, performance was reconstructed against the balance that was actually at risk on each trade, so drawdown and returns matched how a broker or a track-record service reported the same account rather than assuming all the capital was present from day one. The dashboard showed absolute gain, the true maximum drawdown, and the time-weighted return. The full statistical suite ran unchanged, and the integrity checks stayed active, since a statement could be incomplete or unrepresentative just as a backtest could. Report wording adapted to the loaded account history instead of referring to a backtest.

The Monte Carlo tab now lets you choose your resampling method — Bootstrap (resample with replacement), Permutation (reorder, no replacement), or both side by side. "Both Methods" ran the same backtest under identical settings and compared the results, which isolated how much the robustness score depended on the method rather than the strategy. The exported report included the full comparison, with a separate robustness grade for each method.

A new eye toggle in the tab bar replaced your strategy's real name with an anonymous code everywhere — across all tabs, reports, and download filenames. Set it before loading and the name never appeared on screen, which suited sharing screenshots or recording videos without revealing the strategy.

Projections moved to block-bootstrap resampling, which preserved winning and losing streaks instead of treating each trade as independent. Confidence intervals were added on key metrics, so the numbers reflected how returns actually clustered rather than an idealized random walk.

Corrected how trading days were pooled, which had compressed the timeline for strategies that trade less often. Projections then spanned the full backtest date range honestly instead of overstating activity.

Cleared up faint or hard-to-read labels in several panels, aligned scrollbars to the app's theme, and tidied a range of small interface details across the tabs.