A strategy replay runs the same eight specialists, the same consensus layer, and the same risk rules against a chosen stretch of past trading days. Every metric you'd want is reported — return, win-rate, drawdown, holding times, plus a breakdown of which specialists drove the calls.
The runs below are sample replays designed to show the shape of a report. Real replays against live history are available inside the dashboard.
Jan 2025 → Mar 2025 · 8 stocks · 6 trades
Bullish bias from a government incentive scheme; market climate stayed strongly bullish through the period. 4 of 6 trades hit their target, 1 stopped out, 1 closed early on a governance flag.
Oct 2024 → Dec 2024 · 12 stocks · 9 trades
Market climate flipped from bullish to range-bound mid-period. The trailing-stop ratchet locked in three winners before the chop, but five trades hit stops and ate the gains. A clean illustration of why the climate read matters.
Apr 2025 → Jun 2025 · 6 stocks · 5 trades
News sentiment and a weakening rupee aligned bullishly for the IT-export majors. Smaller universe, tighter conviction; 4 of 5 hit their target inside two weeks.
Replays make assumptions a real broker doesn't — instant fills, no slippage, no commission. Live execution will differ. Past performance, real or simulated, never predicts future returns.
Numbers above are illustrative. Run your own replays once you have dashboard access.