about perfiltrade

An engineer who believes nothing until it is measured

Perfiltrade was not born in an investment office or a startup room. It was born from an obsession: that of a civil engineer who, after more than six years in trading, decided that no trader should ever again decide with numbers nobody shows them.

Who is behind it

Before paying for a tool it is worth knowing who runs it, how it is funded and how to write to them.

Company that operates Perfiltrade

Legal name
Perfiltrade SpA
Country
Chile

We reply by email. You can also use the contact form.

What it is

  • A statistics and tools platform for futures: historical frequencies with their sample, market profile, positioning, journal and backtest lab.
  • Data updated every night; the in-session reading arrives delayed by up to 15 minutes and is for reference only.

What it is not

  • It is not investment advice and gives no personalised recommendations or buy and sell signals.
  • It does not manage anyone else's money or execute orders.
  • It promises no results: a historical frequency is not a forecast, and simulated results are hypothetical.

How it is funded

By its users' subscriptions.

The platform does not execute orders, so it receives no payment for order flow.

Data and method

Statistics are calculated from historical futures data. Every figure carries its sample and interval; conditional figures are shown beside their base rate.

We also publish what we measured and did not work, the service status with its incident history, and the changelog, corrections included.

Obsessed with numbers

I am a civil engineer. In my profession nobody accepts a "this should hold": before a structure goes up, someone studies the ground, calculates the loads and leaves a safety margin. What cannot be measured does not get built.

That way of looking at the world stuck with me. I am obsessed with numbers, and even more obsessed with testing what I am told. When someone claims something works, my first question is always the same: how many times, over what period, and compared with what?

More than six years, many teachers

I came to trading more than six years ago and it hooked me the way it hooks almost everyone: a market that moves every second, rules that look simple, and the feeling that the answer is one course away.

So I went looking for it. I went through different methodologies and different mentors. Some were real: people who actually traded and taught me things I still use. Others were a lot more fictional: well-lit shop windows, screenshots of the trades that worked, results without a sample and profits without context.

I had good stretches and not-so-good stretches. And over time I understood something that made me very uncomfortable: I almost never knew why one or the other had happened.

Hitting rock bottom

And I hit rock bottom. The details do not matter: anyone who has spent a few years in this knows how it feels when the method you trusted stops working, the account does not forgive, and you discover you never had a way of knowing whether it was evidence or pure narrative.

There, at the lowest point, the engineer spoke up again. I stopped asking which method to follow and started asking a different question: what do the numbers really say, without the shop window?

What measuring taught me

Once I started measuring seriously, four ideas were left that I no longer negotiate:

  1. 01

    A figure without its sample is not data.

    70% out of 10 cases and 70% out of 4,000 do not mean the same thing. If you do not know "out of how many", you are looking at advertising.

  2. 02

    Compare it with chance.

    Many famous rules hold about as often as chance would. If you do not measure against that baseline, any coincidence looks like a finding.

  3. 03

    Context rules.

    It matters what day it is, how it opened, where it closed yesterday and which session you are looking at. The same situation behaves differently depending on the setting.

  4. 04

    What you do not log, you do not learn.

    Without a journal of what you did and why, you repeat the same mistakes in different clothes.

My mission: make the numbers transparent

From that low point came the mission that guides everything I do today: to show and make transparent the numbers that circulate in this industry. The rules repeated in courses and on social media, the figures quoted without a source, the percentages nobody bothers to measure. Measure them, publish them with their sample, and also say when they do not hold.

Not to tell anyone what to do, but so that every trader has as much information as possible before deciding on their own. The information I lacked for years.

How Perfiltrade was born

Like any engineer, when a tool is missing, I build it. Perfiltrade brings together in one place what I needed and could not find: statistical reports on 30 futures with history from 2010 for most of them, the session's Market Profile reading, weekly positioning, a Journal to log what you do and a Lab to measure defined setups and compare your own history against chance.

Every figure comes with its sample and its date range. When the sample is small, we say so. When something we measured did not work, we publish that too. A platform that hides its limits would do exactly what I learned to avoid.

What Perfiltrade is not

We do not sell signals, we do not promise returns and we do not manage anyone's money. Trading futures carries a risk of loss, and historical frequencies describe what happened; they do not guarantee what will happen. You decide; we put the evidence on the table.

If you have ever felt lost among gurus, indicators and promises, this is the tool I wish I had had on day one. And if you have ever hit rock bottom like I did, I hope these numbers help you look at the market with different eyes.

The founder of Perfiltrade, civil engineer and trader

Who stands behind every number

Perfiltrade is a futures analysis platform: Market Profile, historical statistics and COT positioning, with the sample always in view. This page says who runs it, where the data comes from and where its limits are.

Where the data comes from

The statistics are calculated from historical data for 30 futures. History reaches back to 2010 for most instruments; some series are shorter (RTY from 2017, crypto and SR3 from 2017-2021) and every table shows its date range.

Positioning comes from the CFTC's weekly COT report, published on Fridays with Tuesday data.

How they are calculated

Every figure is a historical frequency: how many times something happened out of how many comparable sessions. The sample size (n) always sits next to the percentage, and cells with too few observations are dropped.

The formulas for Initial Balance, Value Area, POC and gaps are described on the methodology page.

How we correct

If a published figure cannot be reproduced, or changes when recalculated with more data, it is corrected on the page and its modified date is updated.

What we do not do

  • We do not give buy or sell signals or personalised recommendations.
  • We do not manage anyone else's money or execute trades.
  • We do not promise results: a historical frequency is not a forecast.

Contact and method

You can write to us through the contact form and we reply by email. The methodology and the results of our own tests, including the ones that came out badly, are published.