Quantitative insights powered by Opening Range mechanics, sweep detection, and session-level analysis. Built for serious DAX CFD traders.
A comprehensive analytical engine that transforms raw 1-minute OHLC data into actionable institutional-level insights.
Multi-timeframe OR computation (5m, 15m, 30m) with extension ratios, breakout classification, and displacement quality scoring for each trading session.
Core EngineAutomated liquidity sweep identification with sequence analysis (high-first, low-first), prediction accuracy tracking, and institutional fakeout pattern recognition.
Smart DetectionStatistical clarity scoring combining London session direction, final-day bias, Frankfurt-London alignment, and next-day continuation patterns.
Prediction ModelGranular analysis across Asian, Frankfurt, London, and New York sessions with interactive date-detail views, Fibonacci retracements, and extension diagnostics.
Full ContextDark-mode interface designed for extended analysis sessions with glassmorphism cards and real-time data visualization.
A fully automated pipeline that processes every trading session into institutional-grade analytics.
1-minute OHLC candles are ingested from 20:00 NY (previous day) through 17:00 NY, covering all major trading sessions.
The vectorized Polars engine computes 107+ metrics per day including Opening Range, sweeps, Fibonacci levels, and session boundaries.
Explore results through interactive statistics cards, daily breakdowns, session charts, and diagnostic date-detail views.