Trading signals from the geometry of price paths
Pick an asset and a timeframe. A path-signature model analyses the most recent price path and suggests Long, Short or Hold – including take-profit and stop-loss.
Not investment advice. Signals are automatically generated statistical model outputs for information and educational purposes only. Trading cryptocurrencies, forex and commodities involves a substantial risk of loss. Read the risk disclosure
Timeframe
HOLD
Confidence
Entry
Take-profit
Stop-loss
Reward/risk
Model metrics
Out-of-sample figures come from a walk-forward validation on the most recent 25 % of the history. Past hit rates do not guarantee future results.
How does the model work?
- Build a path: The last 24 candles are turned into a path made of time, the volatility-normalised log price and its lagged copy (lead-lag).
- Compute the signature: The signature of a path is a sequence of iterated integrals. Truncated at level 3 it yields 39 features that describe trend, fluctuation and the order of price moves.
- Learn: A ridge regression learns from up to 1,500 historical windows how these features relate to the subsequent return.
- Decide: If the standardised score exceeds ±0.75 and the model shows out-of-sample predictive power, a long or short signal is issued. Otherwise: hold.
- Risk: Stop-loss = 1.5 × ATR(14), take-profit = 2.5 × ATR(14).
Data sources: cryptocurrencies via Binance's public market-data API, forex and gold via Yahoo Finance. Prices may be delayed, incomplete or wrong; the latest candle may not be closed yet.
Pricing
Free
€0
- 1 free analysis to try SigPath
- Any asset and timeframe
- Signal with take-profit and stop-loss
- Free account required
Pro
- Unlimited analyses
- All 17 assets: 7 cryptos, 9 forex pairs, gold
- All timeframes from 15 min to 1 day
- Cancel any time, effective at the end of the term