Edge Desk — Trading Terminal

Equity curve start capital + realized, by close date

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Performance computed from closed trades in the journal

Closed trades0

Win rate—

Profit factor—gross wins ÷ gross losses

Expectancy—avg R per trade (needs stops logged)

Avg win / avg loss—

Max drawdown—

Best trade—

Worst trade—

Total fees paid—

Target math what your goal demands per trade — judge it honestly

Annual target %

Trades / month

Risk per trade %

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Reward : risk	Required win rate	Verdict

Recent closes last five journal entries

Symbol	Side	Closed	P/L	R	Setup

Open position stop is required — no stop, no measurable risk

Symbol

Side

Qty

Entry

Stop

Target

Current price

Notes

Live prices come from Settings: a quote proxy URL (JSE symbols like NPN.JO, plus US and most global tickers) or a free Finnhub key (US only). Price cells stay editable either way.

Symbol	Side	Qty	Entry	Stop	Target	Price	Value	Unrealized	R now	Risk left

Log a closed trade the journal is the product — 40–50 entries tell you if you have an edge

Symbol

Side

Qty

Entry

Exit

Stop (initial)

Fees

Opened

Closed

Setup tag

Notes

Filter by setup

Symbol	Side	Qty	Entry	Exit	Fees	P/L	R	Closed	Setup	Notes

Watchlist levels you are stalking, not positions

Symbol

Trigger level

Note

Symbol	Last	Trigger	Distance	Note

Daily brief not fetched yet

Headlines for every symbol in Positions and Watchlist. The AI brief classifies news tone — it does not predict which stocks will be profitable, because public news is largely priced in by the time you read it. Treat this as a reading list feeding your own decisions, and journal the outcomes like everything else.

Quant scan not run yet

Ruleset v1 — six deterministic checks per chart: price vs 200-day average, 50/200 trend, price vs 20-day, RSI(14), MACD(12,26,9), 52-week structure. A score of ±4 out of 6 is required for a bias; everything else is NO TRADE. Stops are 2×ATR(14), targets 2R. No AI touches this — signals must be reproducible math or the test means nothing. These are the most public indicators in existence, so assume no edge until your journal proves one: log the paper trades and read the "quant" setup expectancy after 30–50 closes.

Universe screen

Universe

Same six checks, pointed at a candidate universe and ranked by score. "Promising" means "currently in a strong trend state" — a momentum screen, not a prophecy. Promote candidates to the Watchlist; the paper journal still decides whether any of this earns money. The auto lists pull live from Yahoo’s public screeners and change daily; the 210-bar rules filter out one-day pumps, and the liquidity floor (over $5, over ~$5m/day traded) exists because thin stocks fill paper orders at prices you would never get for real.

Position sizing size from the stop, never from conviction

Account equity

Risk %

Entry

Stop

Target (opt.)

Risk amount—

Shares—

Position value—

Reward : risk—

Account saved locally in this browser — nothing leaves your machine

Starting equity

Currency symbol

Default risk % / trade

Max open risk % (all positions)

Finnhub API key (optional)

Quote proxy URL (JSE + global)

Proxy secret (optional)

Auto-refresh every 60 s

Data backups are your job — export regularly

Sync one book across devices — via your worker + Cloudflare KV

Manual and explicit: Push uploads this device's whole book; Pull replaces this device's book with the cloud copy (it asks first). Last push wins — finish on one device, push, then pull on the other before working there. Needs the proxy secret set on both sides and a KV namespace bound to the worker as SYNC.

This desk is a ledger and a discipline tool. It tracks what you did and tells you the truth about it. It does not generate signals, and no dashboard turns a strategy without an edge into 15–30% a year — the journal stats above will tell you, within about fifty trades, whether the edge is real. Not financial advice.