SPY/DIA Pattern Trader

What you're looking at. A live simulation of a multi-stage technical trading strategy. It watches SPY and DIA at 1-second resolution and fires a BUY alert when: (1) SPY is trending down, (2) SPY levels off ("flat-bounces"), (3) DIA is also down at the same time, and (4) DIA starts trending up. It then holds the position until SPY recovers to its pre-downtrend high (SELL). All price data on this page is synthetic — patterns are injected periodically so you can watch the whole detection flow in action. Click the tabs to see the trade ledger, time-of-day analytics, and adjustable pattern thresholds.

Chart bars: Sim speed:

1SPY downtrend

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2SPY flat-bounce

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3DJ also down

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4DJ trending up

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BIn position

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STarget reached

SPY normal — · slope60 — DIA normal — · slope60 —

y-axis: % change from leftmost visible bar (rebases as bars scroll) hover for price + %

Alert log

No alerts yet — connect a feed and start the engine.

Trade ledger

Win rate by hour-of-day (local time)

Win rate by day-of-week

Avg return % by hour

Cumulative P&L

Backtest. Replays a long synthetic session (many hours of 1-second bars with periodic injected patterns) through the same state machine to sample how the strategy behaves over more data than a single live demo produces. The full production version replays real Polygon 1-second aggregates for any historical date range.

Simulated minutes

Backtest trades

Tune the pattern thresholds. Tighter = fewer, higher-conviction trades. Looser = more trades with more noise. Saved to localStorage.

Pattern thresholds

Downtrend threshold (% over 60s)

Flat range (% over 30s)

Uptrend threshold (% over 30s)

DJ-SPY concurrency window (seconds)

Pattern timeout (seconds, after SPY hits flat)

Max hold time (seconds, after BUY)

Stop loss (% below entry)

Pre-downtrend lookback (seconds)

Position size (shares per trade)

Position size is the share count assumed for each simulated trade. P&L = (sell − buy) × shares. Invested ≈ shares × entry price. New trades use the current setting; existing trades keep the size they were recorded with.

About this demo

This is an interactive demo of a technical-pattern trading system. The full version connects to a live 1-second market data feed (Polygon.io) for real-time SPY and DIA aggregates and supports historical backtests over any date range.

Everything on this page runs entirely in your browser — no server, no cookies, no network calls beyond the initial page load. Refresh to start over.

Not financial advice. All prices, trades, and returns shown are synthetic simulations.