Separate skill
from luck.
Did you profit because you were right, or because the market bailed you out? The Alpha Engine analyzes every tick of your trade to calculate your true efficiency.
The Quant Framework
Beyond P&L. Measuring Efficiency.
MFE Analysis
Max Favorable Excursion
"Did I sell too early?"
MFE measures the maximum profit a trade offered before you closed it. If your captured profit is consistently low vs. MFE, you have an Exit Problem.
MAE Analysis
Max Adverse Excursion
"Did I enter too late?"
MAE measures the drawdown you endured. If your winning trades suffer -10% MAE before going green, your Entries are Late.
Efficiency Rating
Total Capture Ratio
We combine MFE and MAE into a single "Alpha Score."
High Efficiency means tight entries (Low MAE) and maximum profit capture (High MFE capture).
Stop leaving money on the table.
Most traders have no idea they are exiting winners at 40% of potential. The Alpha Engine reveals the exact percentage of the move you captured.
Tighten Stops
If your average MAE is only -2% but your stop is -5%, you are taking unnecessary risk.
Hold Winners
If your MFE consistently hits +20% but you sell at +10%, the data proves you have "paper hands."
Automated Audit
Every trade is scored instantly upon import.
Your edge is hidden in the data.
Connect your broker. Let the Alpha Engine run the numbers. Find your leaks.
Start Free Analysis