ABOUT · TRADING RESEARCH LAB
Evidence before conviction.
TRADE EVIDENCE is a bilingual trading research lab. We turn recurring market claims into explicit definitions, reproducible tests, and reports that preserve uncertainty.
감이 아니라, 데이터로.
We do not begin by assuming that FVGs must be revisited, liquidity sweeps must reverse, or extreme funding must predict the next move. We first define the event, then examine what the historical sample actually shows.
What we publish
Learn
Clear explanations of FVG, liquidity, market structure, Order Blocks, Killzones, and related concepts.
Research
Predefined protocols, event datasets, outcome distributions, sensitivity checks, and limitations.
Risk & Data
Expectancy, drawdown, position sizing, Risk of Ruin, Open Interest, Funding Rate, and workflow design.
What remains private
We may publish educational code fragments, data schemas, and general methodology. We do not publish private API credentials, live execution infrastructure, proprietary production detectors, optimized parameter sets, or the complete logic of any system intended for live deployment.
Editorial principles
- Definition before result: rules should be fixed before performance is inspected.
- No look-ahead: an event is timestamped when it could first have been known.
- Distribution before anecdote: full samples matter more than selected charts.
- Costs and limitations: fees, slippage, data quality, and regime dependence must be acknowledged.
- No performance promise: historical relationships do not guarantee future outcomes.