Actual vs Shadow Book uniform 10% slot replay
■ Your record■ Signal-aligned only
Differentiator Product
QL Signal Shadow
Most tools tell you what the chart says or what an AI thinks. QuantLogix publishes a factor-transparent signal — and Signal Shadow is the only product that prices the gap between that signal at entry and what you actually did. Import your trades, we look up the engine's composite on each entry date, and show adherence, the conviction tax, and what a signal-filtered book would have returned on the same capital.
🔒 Stateless — your trades are graded in memory and never stored
Import your record CSV paste or file — headers auto-detected
Waiting for data
Required: date + ticker + return (or entry/exit prices). Optional: side (defaults to buy). Minimum 8 trades. We look up the QuantLogix composite from daily signal history at each entry date — tickers without history are flagged, not guessed.
Fix First
Worst Signal Fights counter-signal entries ranked by return
Run an audit to see trades where you entered against the engine.
The Three-Lab Verdict discipline · conviction tax · shadow spread
QL Signal Shadow is diagnostic research, not investment advice. Signal history is looked up from QuantLogix's daily capture — if a ticker predates our history window, that trade is excluded from adherence math. Nothing you import is stored. Adherence rule: buy when composite ≥60, sell/short when ≤40 — same as the paper-trading ledger's signal_adherent flag.