Prismatic Algos · Algo Consistency Index

Algo Consistency Index

Is the market paying the patterns our algos trade?

A daily reading by mechanism family: trend/breakout (TB), mean-reversion (MR), session-clock (SC). Frozen textbook recipes are replayed on real ticks with published costs and read against their own two-year history and against random entries. Every validation test and its verdict is on this page, failures included.

01 / Probe index · two-year history · z of 20-day R per trade vs random control

Hypothetical results of frozen textbook recipes replayed on historical ticks with published costs; not investment performance. Dashed = backfill computed after the fact; solid = readings printed live after the live-since date (the T4 record).

02 / What moved · Layer 2

03 / Scoreboard · Layer 1, coincident, lagging

04 / Sizing multipliers · dropped 2026-10-28

05 / Validation record

Every test is pre-registered before it runs; failures are published. Methodology, change notices and reports · JSON · CSV history

06 / Benchmark-relative · descriptive · live accounts against their family's probe reading

07 / External panel · Collective2 (descriptive) · outside algos by mechanism family, hypothetical model accounts

Prismatic Algos · Trade the market from every direction. · Proof, not promises.