One sleeve
Signals from a single strategy.
$99/mo
$891/yr
- Realtime signals via API, WebSocket, Telegram
- Full track record and event feed
- Swap which sleeve at any time
Trading one idea
Get One sleevelive algo signals · NQ futures
Strategies that survived seven years of tick data.
Trading live, in public.
Thirteen sleeves — momentum, mean-reversion, dealer-gamma, calendar — each one validated on our own tick archive and trading live on the same feed we sell. Every trade lands in a public record we don't edit: 7 of 13 in profit right now, and the losers stay on the page.
- 812 live trades published
- real costs on every fill
- auto-execution optional
- cancel anytime
Undertow +$13,202
29 trades · shaded: backfill 2026-06-01 → 2026-06-29
Backdraft +$12,608
16 trades
Surge +$12,207
23 trades
The current top three by live P&L — sorted and labelled as such. The full list, losers included, is below.
Why you can check these numbers instead of trusting them
- 01One of the thirteen is a placebo — on purpose.
Wickline was built without an edge, as the control group for a viral strategy we were debunking. It beat the strategy it was meant to lose to, so we published both and kept it running. A signal seller doesn't ship a control group. A lab does. Its record →
- 02We corrected our own book down by $70k — and published it.
On 2026-07-31 we replayed every record through the agents' own production code against the archived tick path. It caught fills booked at trigger levels instead of prices that actually printed. The book moved from +$5.1k to −$65.7k. It's still on this page.
- 03Reproducible on data you can buy.
The curves are computed on the same tick archive we sell and served by the same public endpoint your own code would read. Nothing on this page exists only as a screenshot.
That is also why there is no win rate anywhere on this page — win rate is the easiest number in trading to manufacture with exit geometry.
Every record — including the ones that are down
Unedited, recomputed on our archived tick path, reproducible. Shaded stretches are marked backfill from before a sleeve went live.
Bellwether +$5,825
39 trades
Slipstream −$16,576
54 trades
Riptide −$8,424
36 trades · shaded: backfill 2026-06-01 → 2026-06-20
Riptide Day +$4,091
33 trades · shaded: backfill 2026-06-01 → 2026-06-25
Aftershock −$35,665
52 trades
Aftershock Day −$8,580
33 trades · shaded: backfill 2026-06-01 → 2026-06-25
Ignition −$12,725
40 trades
Backdraft +$12,608
16 trades
Slingshot −$31,927
179 trades
Surge +$12,207
23 trades
Daybreak +$4,293
28 trades
Wickline +$4,491
250 trades
Undertow +$13,202
29 trades · shaded: backfill 2026-06-01 → 2026-06-29
The thirteen
| Sleeve | The idea | Live since | Paper P&L | |
|---|---|---|---|---|
| UndertowNQ | Buy-the-dip mean reversion on NQ. | 2026-06-29 | +$13,202 | record → |
| BackdraftNQ | First-15-minute momentum, traded only when dealers are short gamma. | 2026-06-01 | +$12,608 | record → |
| SurgeNQ | Breakout on days QQQ implied vol predicts a surge. | 2026-06-01 | +$12,207 | record → |
| BellwetherNQ | Institutional positioning, distilled to one daily bias. | 2026-06-01 | +$5,825 | record → |
| WicklineNQ | The placebo that beat the strategy — pullbacks to ordinary candle lows. | 2026-06-01 | +$4,491 | record → |
| DaybreakNQ | The 30-minute opening range, traded long — and flat by five. | 2026-06-01 | +$4,293 | record → |
| Riptide DayNQ | Riptide, flat overnight — for prop desks. | 2026-06-25 | +$4,091 | record → |
| RiptideNQ | Fade overshoots when dealers are short gamma. | 2026-06-20 | −$8,424 | record → |
| Aftershock DayNQ | Aftershock, flat overnight — for prop desks. | 2026-06-25 | −$8,580 | record → |
| IgnitionNQ | Intraday consolidation breakouts, structure-stopped. | 2026-06-01 | −$12,725 | record → |
| SlipstreamNQ | Long-only trend on NQ, vol-targeted. | 2026-06-01 | −$16,576 | record → |
| SlingshotNQ | Buy the pullback, ride the continuation — intraday. | 2026-06-01 | −$31,927 | record → |
| AftershockNQ | Long the week after options expiry. | 2026-06-01 | −$35,665 | record → |
Sorted by live P&L — yes, that makes the top a leaderboard. The difference is that the bottom is printed too.
From signal to your account — you hold the switch
- 01The sleeve fires
Computed on the same live feed we sell, on our infrastructure.
- 02You receive it
API, WebSocket, or Telegram — whichever you wired up. Stops and targets included where the sleeve has them.
- 03You decide — or your rules do
Trade it by hand, or arm the Execution API once and let it mirror the sleeve on your own broker, with the stop resting at the exchange.
- 04Hard safety rails
Fixed contract caps, flat before the session close, kill switch in the dashboard. tickstream never places an order you didn't arm.
Auto-execution is included in the Every-sleeve plan and supports prop-firm accounts (Apex, Topstep, Lucid …). How the Execution API works →
Pricing
Every sleeve
All thirteen, plus execution.
$299/mo
$2691/yr
- Signals from every sleeve
- Account & Execution API included
- Auto-execution on your own broker
- New sleeves as they ship
Running a book
Get Every sleeveOne sleeve ($99/mo) runs 1 sleeve at a time — swap which one whenever you like. Every sleeve ($299/mo) is the whole book plus the Account & Execution API. Full source for a sleeve is a separate one-time licence — details.
Read this before you subscribe
- Every track record here is paper, and it starts 2026-06-01 — a young record. The backtests are seven years; the live proof is months.
- Where a sleeve went live later than that, the earlier stretch is a recomputed backfill and is shaded in its curve.
- We do not predict what markets will do. A total loss of the capital you put behind a signal is possible.
- This is not investment advice. We deliver signals; whether you trade them is your decision alone.
- Sizing suggestion: start at the smallest size that still feels real, and let the live record earn anything bigger.
Questions people actually ask
Are these real-money results?
No — and we say so everywhere it matters. Every record is live paper trading: one contract per signal on our own realtime feed, with each sleeve's commission and slippage charged on every fill, published since 2026-06-01. The backtests behind the sleeves run on seven years of our own tick data. Paper with honest costs is the strongest evidence that exists short of years of audited live capital — nobody selling you "verified real results" after two months is telling the truth either.
What happens when a sleeve loses?
It stays on the page and keeps trading. Several are down right now — you can open every losing record on this page. We publish the whole book because a page that only ever shows winners is indistinguishable from survivorship, which is the thing we built this to not be.
Can the signals trade my account automatically?
Yes, if you arm it. The Every-sleeve plan includes the Account & Execution API: link your own broker account (prop-firm logins supported), activate a sleeve against it with a fixed contract count, and the engine mirrors the signal — with the sleeve's stop resting at the broker, a hard daily flat-before-close rule, and a kill switch. Until you arm it, nothing ever touches your account: signals are delivered over API, WebSocket or Telegram and the decision is yours.
Why should I believe the numbers?
Because they are checkable, not because we say so. The records are served by the same public endpoint your code would read, every curve can be recomputed from the tick archive we sell, and when our own audit found fills booked better than the tape, we corrected the book downward by $70k and published that too.
Can I cancel?
Any time, from the dashboard, effective at the end of the billing period. No calls, no forms.
Running these on your own account is non-professional use. Forwarding the signals to anyone else — a room, a service, a product — is redistribution, and that is a different licence in both directions: ours and the exchange's. Set it up properly first.
Provable gap or a wrong print in your stream? That month is free. Automatically — no ticket, no argument.
Gap history is public →Where these numbers come from
| Figure | Source | Checked |
|---|---|---|
| 13 sleeves, 7 of them in profit | /v1/algos — the same endpoint a subscriber's code reads. Counted at page render, not curated. | live |
| Records start 2026-06-01 | Deliberate and documented in the launch commits. A sleeve that went live later carries a marked backfill window at the front of its curve. | 2026-08-03 |
| Paper, not real money | One contract per signal, each sleeve's own commission and slippage charged on every fill | live |
| Rebuilt from the tick archive on 2026-07-31 | Every record replayed through the agents' own production code against our archived tick path. It corrected fills booked at the trigger level instead of the price that printed — the book moved from +$5.1k to −$65.7k and we left it. | 2026-07-31 |
| Every price on this page | pricing.config.mjs | live |
Still deciding? Read one losing record end to end — if the way we handle losing doesn't convince you, the winners shouldn't either.
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