PSRC Stratum
- Sandra Wakefield
- Aug 7
- 2 min read
Volume-Weighted Trend Engine with Institutional Daily Bias and Markov Regime Forecaster
Most trend indicators show you a signal and ask you to trust it.
PSRC STRATUM shows you the signal — and the evidence.
Download the full manual and whitepaper
Built by Plazo Sullivan Roche Capital's quant research desk, PSRC STRATUM pairs a volume-weighted SuperTrend core with two layers drawn from systematic and managed-futures methodology — a Carver-scaled daily bias ensemble and a self-calibrating Markov regime classifier — and wraps all three in a live forward-outcome attribution engine that grades every signal against its own measured result, on the chart, in real time.
WHY IT'S DIFFERENT
Non-repainting by construction
Every higher-timeframe read uses TradingView's explicit no-lookahead setting against the last closed bar. Nothing in the signal path can see a bar before it closes.
Forecast scaling, not fixed thresholds
The bias layer is expressed in volatility-adjusted forecast units — the same approach used across systematic trend-following funds — so it's comparable across instruments with very different price and volatility scales.
Self-calibrating regime states
Regime thresholds are percentile ranks against each instrument's own rolling history. "Quiet" and "stressed" mean something different, correctly, forgold than for a currency pair.
Walk-forward validation, live, always
Most indicators are backtested once and shipped. PSRC STRATUM carries its own in-sample / out-of-sample split in the chart continuously, so "does this still hold" is always answerable from the current session.
Grade, don't gate
Every signal displays with a grade and a tracked outcome — never silently filtered by an assumption the tool hasn't proven. When an earlier layer (a k-NN confidence score) failed its own validation test, it was removed. The reasoning is in the changelog, not hidden.
CURRENTLY IN CLOSED BETA
XAUUSD · EURUSD · GBPUSD · US500 — 15-minute primary timeframe.
PSRC STRATUM is a signal-generation and attribution tool, not a complete trading strategy, and does not constitute investment advice. Trading leveraged instruments carries a high level of risk.
Download the full manual and whitepaper
Plazo Sullivan Roche Capital
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