Platform Guide

How to use AXLFI as a market navigation system

AXLFI is built to answer three questions in sequence: is the market supportive, which names are leading, and what supporting evidence confirms or challenges the trade.

System Blueprint

Read the market first, then deploy the stock basket

The regime layer decides whether the platform should be long or flat. When the regime is long, the AXLFI strategy focuses on an equal-weight basket of 6 market-leading stocks. Those names can be held while the regime stays long, or managed more actively with stop losses and target profits.

1. Market Filter

Regime Strat

Defines the allowed posture, shows the active tier, and answers whether risk should be deployed at all.

2. Leader Selection

AXLFI Strat

Ranks the leaders and builds the top-6 equal-weight basket when the regime is in a long state.

3. Confirmation

Research Stack

Factors, clusters, sectors, option walls, and dark pools add timing, confirmation, and risk-location context.

Start with the market

The system first answers whether conditions support taking risk. If the market is hostile, the rest of the workflow becomes defensive.

Then find leadership

Once the regime is supportive, AXLFI shifts to stock selection and ranks the names showing the strongest leadership profile.

Use research as confirmation

Factors, clusters, sector rotation, option walls, and dark pools are supporting evidence. They help confirm the trade, refine risk, and improve timing.

Daily Operating Loop

A practical way to move through the platform

1

Read the regime

Check if the market is long or flat, and note the active tier before committing capital.

2

Select the leaders

If the regime is long, AXLFI focuses on the top 6 names as an equal-weight basket.

3

Manage the trade

The default posture is to hold while the regime stays long, but the names can also be traded with stops and target profits.

4

Cross-check evidence

Use factor, cluster, sector, option, and dark-pool pages to understand why a name is working and where risk may be concentrated.

Execution Note

The platform is designed so the regime decides whether the system should be exposed, while the stock pages help decide what to own. Support pages are there to improve judgment, not to replace the primary workflow.

Guided Walkthrough

What each page is for

Every page has a specific job in the workflow. The easiest way to use the platform is to begin with posture, move into selection, then use supporting pages to confirm, refine, and manage risk.

Core System

These pages run the top-down decision engine: market posture first, stock selection second.

Market Overview

Dashboard

Open page

The fastest place to read the current state of the platform. Use it as the daily starting screen before drilling deeper.

Best use

Open this first each day to get the market read, top strips, and broad context.

Regime filter state and whether risk is on or offIndex and breadth context that frames the rest of the sessionQuick links into the pages that need deeper inspection

Market Regime

Market Regime

Open page

This is the market direction layer. It tells you whether the system wants to be long or flat and shows the regime tier driving the posture.

Best use

Use this before entering AXLFI positions and anytime market conditions look unstable.

Current long or flat postureRegime tier and the context behind itAssociated backtest and QQQ behavior to understand how the filter acts

Strategy

AXLFI Strategy

Open page

The main stock-picking engine. When the regime is long, the system goes long an equal-weight basket of the top 6 ranked names.

Best use

Use this after the regime confirms risk-on conditions.

Top-ranked names and performance metricsThe active top-6 equal-weight basket when the regime is longLeader-quality names that can be held with the regime or managed with stops and targets

Strategy

Global Asset Allocation

Open page

A macro allocation view across SPY, QQQ, GLD, and TLT. It helps frame whether risk appetite is concentrated in equities, bonds, or defensive assets.

Best use

Use this when you want a slower macro overlay in addition to the faster regime signal.

Relative strength across major asset sleevesWhether capital is flowing into risk or defenseMacro trend confirmation for the broader risk environment

Market Context

These pages explain where leadership is rotating, where flows are concentrating, and how the tape is behaving beneath the surface.

Relative Rotation

Sector Rotation

Open page

Shows where sector leadership is rotating across the major index universes. Use it to understand which groups are improving, weakening, or already extended.

Best use

Use this to align stock picks with the parts of the market already taking leadership.

Leading and lagging sectorsRelative momentum shifts across quadrantsWhether your stock ideas live in strong or weak groups

SPDR Sector ETFs

Sector Performance

Open page

A return and seasonality lens across the SPDR sector ETFs. It helps answer whether the current tape favors certain groups across short and intermediate horizons.

Best use

Use this to validate the strength or weakness seen in sector rotation.

Cross-horizon leadership and dispersionMonthly and seasonal tendenciesWhether a sector tailwind supports the trade

Options Positioning

Option Walls

Open page

Shows likely support and resistance pressure zones derived from delta-adjusted open interest. It is a timing and risk-location tool more than a directional system by itself.

Best use

Use this before entries to understand where dealer positioning may pin or reject price.

Nearby call and put wallsExpiration clusters that could create pressure zonesPotential friction areas for entries, stops, and targets

FINRA Short Volume

Dark Pools

Open page

Tracks net short volume and cumulative off-exchange activity. It helps reveal where non-displayed flow is building in the background.

Best use

Use this when you want additional evidence on accumulation, pressure, or unusual participation in a symbol.

Net short volume trends20-day cumulative net volume behaviorWhether off-exchange activity supports or challenges the visible price trend

Stock-Level Research

These tools help explain why a single stock is interesting right now and what its historical pattern distribution looks like.

Signal Diagnostics

Factor Analysis

Open page

Tests individual factors on the selected stock and shows forward-return behavior, signal history, and prediction windows. It is the single-name evidence page.

Best use

Use this once AXLFI surfaces a candidate and you want to inspect the factor-level setup.

Which factors are active on the stockForward-return statistics for similar past signalsCurrent factor-driven prediction windows before taking the trade

Signal Scanner

Factor Universe

Open page

A broad scanner for the latest daily and weekly factor signals. It is useful when you want to search the universe instead of starting from a single symbol.

Best use

Use this to discover names, then jump into the stock view for detail.

Fresh daily and weekly factor signalsRegime-quality filters to clean the candidate listFast handoff into single-stock factor analysis

Pattern Recognition

Clusters

Open page

Groups recurring return and volatility patterns for the active symbol, then compares the current setup with the historical distribution of that cluster.

Best use

Use this when you want pattern-based context for a stock already on your radar.

The cluster the stock is currently trading inHow similar historical states behaved afterwardDistribution-based context for continuation or failure

Pattern Recognition

Cluster Universe

Open page

A universe scanner for cluster-based setups. It helps rank names by horizon and keeps the selected preview path in view while you work the table.

Best use

Use this to find symbols with attractive cluster behavior before reviewing them one by one.

Cluster-ranked symbols across the universePrediction paths and horizon rankingHistorical rows and preview behavior for the selected name

Learning

These pages help users turn signals into a repeatable process and deepen the investing concepts behind the platform.

Research

Blog

Open page

The educational library behind the product. It covers investor playbooks, systematic ideas, risk concepts, and labeling methods that make the rest of the platform easier to understand.

Best use

Use this when you want to deepen the theory behind a signal, pattern, or portfolio rule.

Investor playbooks and breakout frameworksRisk management, sizing, and trend conceptsQuant labeling and research methods that feed systematic workflows

Blog Skill Map

Blog posts and the skills users can learn from them

The blog is the theory shelf behind the product. These posts help users build the pattern-recognition, risk, and execution vocabulary that makes the signals more useful.

Investor Playbooks

Peter Lynch's Investing Approach: Growth, Valuation, and Simple Business Math

12 min read

A breakdown of Lynch's simple business math, how he classified stocks, and why Magellan's track record still matters.

Skills you can learn

growth at a reasonable pricebusiness quality framingsimple valuation heuristics
Fundamental Valuation GARP

Investor Playbooks

CANSLIM: O'Neil's Formula for Finding Big Stock Market Winners

15 min read

A breakdown of O'Neil's seven-letter framework, why it combines fundamentals with price action, and how the sell discipline makes it work.

Skills you can learn

breakout screeningearnings accelerationleadership confirmation
Momentum Fundamental Risk Rules

Trading Systems

Turtle Trading: The Original Breakout System Built on Rules, Not Prediction

14 min read

A breakdown of the original Turtle system: channel breakouts, volatility-based sizing, pyramiding into winners, and why the edge was discipline, not prediction.

Skills you can learn

trend-following rulesbreakout executionposition scaling
Momentum Systematic Risk Management

Position Sizing

The Kelly Criterion: The Math of Betting Big When the Odds Are in Your Favor

15 min read

A breakdown of the Kelly criterion: the math behind optimal bet sizing, why overbetting destroys edges, and how fractional Kelly protects against estimation error.

Skills you can learn

position sizingedge versus volatilityrisk budget discipline
Quantitative Risk Management Position Sizing

Trading Systems

Nicolas Darvas: The Dancer Who Turned Momentum Into a Trading System

13 min read

A breakdown of the Darvas Box system: consolidation boxes, breakout entries, trailing stops, and why a dancer’s method still maps to modern momentum trading.

Skills you can learn

box breakoutstight risk definitiontrend continuation structure
Momentum Breakout Risk Management

Factor Investing

Relative Strength Investing: Buying the Market’s Leaders Instead of Its Bargains

14 min read

A deep look at relative strength and momentum: the RS line, decile performance, leader rotation, and why buying winners works better than most investors expect.

Skills you can learn

leadership rankingbenchmark-relative selectionrebalancing leaders
Momentum Factor Investing Relative Strength

Factor Investing

The 52-Week High Effect: Why Stocks Near Their Highs Often Keep Winning

14 min read

Why nearness to the 52-week high predicts future returns, how it relates to momentum, and the behavioral logic of anchoring to prior peaks.

Skills you can learn

momentum persistencenear-high screeningabsolute trend filters
Momentum Quantitative Behavioral

Trading Systems

Stan Weinstein’s Stage Analysis: How Great Trends Often Begin Before the Big Move

15 min read

A breakdown of Weinstein’s four-stage cycle: basing, advancing, topping, and declining — and why the Stage 1 to Stage 2 transition is where the biggest winners often begin.

Skills you can learn

stage identificationbase and breakout contexttrend deterioration cues
Momentum Systematic Risk Management

Market Internals

Marty Zweig’s Trend + Breadth Approach: Why the Best Bull Moves Often Begin With Broad Participation

16 min read

Zweig’s framework combines price trend with breadth participation to identify higher-quality market advances.

Skills you can learn

breadth confirmationinternal market participationmacro override context
Market Breadth Momentum Regime

Trading Systems

Mark Minervini’s Volatility Contraction Pattern: Why Tightening Price Action Often Precedes Explosive Breakouts

15 min read

The VCP identifies leading stocks that tighten in price and volume before breaking out, exploiting supply exhaustion in strong uptrends.

Skills you can learn

volatility contraction patternsvolume dry-up readspivot timing
Momentum Breakouts Risk Rules

Trading Systems

Ed Seykota's Trend Following: Why Big Money Often Comes From Riding a Few Large Trends

14 min read

Seykota's rules-based trend following: ride major trends, cut losses quickly, and let a few outsized winners drive long-run performance.

Skills you can learn

trend disciplinecutting lossesletting winners compound
Systematic Momentum Risk Rules

Trading Systems

Jesse Livermore: Why the Big Money Is Often Made at the Right Moment, Not at the Lowest Price

14 min read

Livermore's pivotal point theory says the best entries come from buying strength at key levels where the market proves its intent, not from bottom-fishing.

Skills you can learn

pivotal entriespyramiding into strengthleader selection
Momentum Breakouts Risk Rules

Factor Investing

The Post-Earnings Announcement Drift: Why Earnings Surprises Often Keep Moving Stocks After the News

14 min read

A breakdown of PEAD: why earnings surprises keep moving stocks long after the announcement, how it connects to momentum, and why the anomaly persists.

Skills you can learn

event-driven momentumsurprise rankingdrift-window holding periods
Quantitative Fundamental Momentum

Quantitative Research

Trend Scanning: Adaptive Labeling for Financial Time Series

14 min read

An adaptive labeling method that picks the look-ahead horizon where trend evidence is strongest, avoiding the arbitrary window choices that plague most financial ML pipelines.

Skills you can learn

adaptive labelstrend horizon selectionresearch pipeline design
Quantitative Machine Learning Labeling

Quantitative Research

The Triple Barrier Method: A Better Way to Label Trades Than Using a Fixed Horizon

12 min read

A labeling framework that asks “which barrier gets hit first?” instead of “where is price at time t+h?” — producing labels that reflect actual trade outcomes.

Skills you can learn

label engineeringmeta-labeling inputsevent-based exit logic
Quantitative Machine Learning Labeling