---
title: "Edge Stats: Free Trading Statistics for Your Setups"
description: "See how often your trading setup actually works. Edge Stats runs gap fill, opening range, and seasonality reports on your own market data, free and open source, with a real sample size behind every answer."
canonical: https://www.luxalgo.com/edge-stats/
---

# Edge Stats: Free Trading Statistics for Your Setups

> See how often your trading setup actually works. Edge Stats runs gap fill, opening range, and seasonality reports on your own market data, free and open source, with a real sample size behind every answer.

## How often did it actually work?

Stop guessing whether your setup has an edge. Edge Stats answers from your own market data: how often it worked, under the exact conditions you trade it, with the sample size and confidence interval attached so you know when to trust the number.

## Know if your setup works, down to the weekday.

Does the gap fill more often on a Monday? Pick a setup, pick a ticker, and the report answers with real numbers and real sample sizes. Gap fills, opening range breaks, inside days, and everything between.

## Every classic report, ready on day one.

Gap fills, opening range breaks, inside days, session behavior: the reports data-driven traders live by ship as 42 presets across 11 categories. Every preset cites the LuxAlgo Library indicator that draws the same setup on your chart, so the statistic and the visual come from one playbook.

- [Session Gap Fill](https://www.luxalgo.com/library/indicator/session-gap-fill/): cited by 6 presets
- [Ultimate Opening Range Breakout](https://www.luxalgo.com/library/indicator/ultimate-opening-range-breakout/): cited by 5 presets
- [Session Levels Predictor](https://www.luxalgo.com/library/indicator/session-levels-predictor/): cited by 5 presets
- [Seasonality Widget](https://www.luxalgo.com/library/indicator/seasonality-widget/): cited by 2 presets
- [Session Streaks](https://www.luxalgo.com/library/indicator/session-streaks/): cited by 2 presets
- [FVG Sessions](https://www.luxalgo.com/library/indicator/fvg-sessions/): cited by 2 presets

## See the bars behind the number.

Every result lists the sessions it counted, and any of them opens on a chart: that session’s one-minute bars with the prior high, low, and close, the session open, the gap band, and a marker at the minute the outcome happened. A “gap filled 80%” is a claim about sessions; this is where you pick one and look. Drawn in your browser by Vela™, our open source charting engine, and loaded only when you open it, so nothing else on the page slows down.

## Let your agent run the analysis.

Ten read-only tools let Claude, Cursor, or any assistant run any report or custom question against your data mid-conversation, and show the sessions behind the answer. Analysis that used to be a spreadsheet weekend becomes one message. Three of them (edge_symbols, edge_presets, edge_report) are live on the hosted LuxAlgo MCP, keyless, serving the nightly precomputed reports; run the server locally for the full engine over your own store.

- `edge_query`: Any composed P(outcome given conditions), in the full envelope.
- `edge_fields`: The registry: every outcome, predicate, and field, with definitions.
- `edge_sessions`: The historical sessions behind a result.
- `edge_report`: A preset from the catalog, with parameters.
- `edge_reports_list`: The catalog, with parameter specs.
- `edge_freshness`: Configured symbols, last bar per symbol, calendar versions.
- `edge_export`: CSV or parquet written locally, path returned.
- `edge_trades`: Which trade tags your imported trades produced, and how to query them.
- `edge_live`: Live Board state: forming, active, and resolved setups.
- `edge_session_bars`: One matched session's bars with the levels drawn from its features: the chart behind the number.

Local MCP server (`@luxalgo/edge-stats-mcp`, from a clone): `git clone https://github.com/LuxAlgo/edge-stats && cd edge-stats && pnpm install && pnpm edgestats init --demo` · hosted: https://www.luxalgo.com/mcp/

## Your bars, from wherever they live.

Seven adapters, two of them free and keyless. Daily canaries pull a sample from every vendor and fail CI on schema drift.

- Binance: spot crypto, full 1m history (free, keyless)
- Coinbase: Coinbase Exchange 1m candles (free, keyless)
- Alpaca: US equities and ETFs, 1m bars (free tier)
- Databento: CME futures, continuous 1m (pay as you go)
- Massive: Massive flat files from disk (your subscription)
- CSV file: anything you can export to a file (free)
- Demo store: deterministic synthetic bars, ~900k of them (built in)
- Your trades: your own fills, imported through the Broker SDK (read-only)

Broker sync and fill imports run through the open LuxAlgo Broker SDK, read-only by design.

## Statistical honesty

- No naked percentages: There is no code path that prints a percentage without its sample size.
- Intervals, always: Every estimate carries N and a Wilson 95% confidence interval.
- Guarded small samples: A warning below 30 sessions. No estimate at all below 10.
- Stability, split: First half versus second half, plus a recency view over the last 250 sessions.

## Any condition you can think of.

By ticker, by weekday, by session, by gap size, on event days or off them. Any condition you actually trade can be asked directly, and combined freely with the others, so the question you ask is exactly the trade you take.

```
gapFill WHERE dayOfWeek = Tue AND gapPct BETWEEN 0.05% AND 0.6%
orbBreak(15m, up) WHERE gapUp AND NOT eventDay('CPI')
eventOccurs('TRADED_WIN') WHERE eventDay('TRADED') AND prevNr7
gapFill WHERE dayOfWeek = Tue AND NOT eventDay('FOMC')
```

Answers land in about 20 milliseconds over years of 1-minute bars (the architecture doc’s own measurement), because the heavy work happens once when your data syncs, not every time you ask.

## Prove it on the demo store first.

One clone, one install, and the deterministic demo store answers in seconds: ~900k synthetic bars with the full envelope on every query. Point an adapter at real data when you believe the machinery.

```bash
git clone https://github.com/LuxAlgo/edge-stats && cd edge-stats
pnpm install
pnpm edgestats init --demo
# ~900k synthetic bars, derived in seconds

pnpm edgestats query "gapFill WHERE dayOfWeek = Tue" \
    --symbol DEMO_STK
pnpm edgestats serve
# dashboard + API on localhost
```

## Distributions, not promises.

Every answer carries its N. No order execution, ever. No telemetry, no accounts. Just historical conditional frequencies with sample sizes, computed on your machine, or served precomputed from the hosted LuxAlgo MCP. MIT code, CC BY 4.0 bundled data.

- GitHub: https://github.com/LuxAlgo/edge-stats

Every Edge Stats result carries the same fixed line: historical conditional frequencies with sample sizes, not predictions and not advice. Past frequencies do not guarantee future results.

"TradingView" and "Pine Script" are trademarks or registered trademarks
of TradingView, Inc. LuxAlgo is not affiliated with, sponsored by, or
endorsed by TradingView, Inc.

Sitemap: https://www.luxalgo.com/sitemap.xml · Machine-readable index: https://www.luxalgo.com/llms.txt