PRISMARK SYSTEMS // LEXICON
Build multi-step trading strategies in plain English. Backtest them in seconds. No code.
Sequential setups. Sustained conditions. Higher-timeframe filters. Cross-market confirmation. Built from 94 indicators and 41 temporal anchors — the previous day's high, the weekly low, a custom-window high or low. Assemble them into a readable sentence as you go, then run it against real history. Nothing to install, no data to source.
Seeing a setup is not the same as trusting it. The difference is data.
Illustrative structure only — ordered setup logic, not a historical result.
Illustrative example structures
Two concise examples of how a setup can be expressed.
Opening Range Breakout — Long (GC)
A session anchor, an indicator confirmation, an ordered sequence, a persistence requirement, an indicator-based exit, and a trailing stop — assembled as one definition.
Cross-Market VWAP Crossover — Short
Cross-market divergence confirmation from an instrument you're not trading, an ordered sequence with deadlines on each step, a persistence requirement, a volume filter, and bracketed trade management — one definition.
PROBLEM AND DIFFERENTIATION
Your setup happens over time. Most backtesters only check one bar.
You think in setups. Context builds, confirmation follows, sequence and timing matter, and the whole idea is dead if a step arrives too late. An ordinary backtester asks one question — were all of these conditions true at the same instant? — and if the answer is no, it moves to the next bar and asks again.
- Checks every condition against a single bar
- No memory of what formed first
- No deadline between one event and the next
- Asks: were all conditions true at once?
- Holds state across bars while the setup develops
- Enforces order — what forms first, what has to confirm next
- Deadlines on every step; the setup expires if it doesn't complete
- Asks: did the full setup form?
Ordinary backtesters ask whether the signal fired. Lexicon asks whether the setup formed.
Lexicon SRP
From what you see to what you know.
You already spot the pattern. The hard part is finding out whether it actually holds up — and that usually means learning to code, or giving up and trading it on faith.
Order matters, and so does how long it takes.
Define what forms first, what has to confirm next, and how long the setup has to complete before it's dead. The level that broke stays anchored through the whole sequence.
Trade the 5-minute with the 4-hour's permission.
Establish regime on a slower chart, then require every entry to agree with it. One strategy, not two.
Confirm with a market you're not trading.
Require another instrument to agree — or to disagree. Lead-lag, divergence, confirmation.
Every one of these is a dropdown. None of it is code.
Results
A number for the whole run tells you almost nothing.
Every backtester gives you a win rate and a P&L. Both are averages, and averages hide the thing you need to know — your edge is almost never spread evenly across the market. It lives somewhere specific, and a single number buries it.
Total P&L, trades, win rate, profit factor, expectancy, Sharpe, Sortino. Maximum drawdown three ways — dollars, percent of peak, percent of initial capital. Average win, average loss, longest winning and losing streaks. Hold duration split by winners and losers, so you can see whether the strategy is cutting gains short and letting losses run.
The full report breaks every one of those numbers down by regime, session, day of week, week, month and year. Best and worst slices are called out by name. A strategy that loses across the whole run can still be profitable in one regime and bleeding in another — and until you break it apart, you can't tell which.
Every trade the strategy took, listed with entry, exit, side, price and P&L, sortable and clickable through to the chart. Filter by session, day of week, regime, or a window inside the session, and every statistic recalculates against what's left.
Then you change one thing and run it again.
Coverage
What you can test.
Futures at launch: indices, energy, metals, agriculture, FX and rates. Crypto, equities and indices to follow.
1-minute, 5-minute, 15-minute, 30-minute, 1-hour, 4-hour, daily and weekly. Higher-timeframe filters and cross-market conditions can reference any of them from inside a single definition.
Futures history reaching back to 2008, depending on the contract. Run the full available range in seconds.
Two engine modes. Candle-close evaluates conditions at the close of each bar. One-minute granularity walks the bar minute by minute, so a setup that completes mid-bar enters mid-bar. You choose which.
Current Day · Prior Day · Prior Bar · Current 90m · Prior 90m · First 15m · Custom Window · Asia · London · NY · NY AM · NY PM · Current Session · Prior Session · Midnight Day · Prior Week · Prior Month · Yearly
Market Open · Prior Day Close · Opening Price · Midnight Open · NY 09:30 Open · Session Gap % · Custom Gap
Total P&L · Trades · Win rate · Profit factor · Expectancy · Sharpe · Sortino · Average win · Average loss · Average trade · Max consecutive wins · Max consecutive losses · Closed-trade max drawdown · Max drawdown % of peak · Max drawdown % of initial capital
Equity curve · Hold duration by outcome, mean and median, winners against losers · Session breakdown · Regime breakdown · Day-of-week breakdown · Weekly breakdown · Monthly breakdown · Yearly breakdown · Best and worst slice callouts
Session · Session window · Day of week · Regime, with every statistic recalculating against the filtered set
Open · High · Low · Close
EMA · SMA · VWAP · WMA · ALMA · KAMA · ZLEMA · LSMA · T3 · DEMA · TEMA · VWMA · HMA · Supertrend · Parabolic SAR · ADX · DMI ADX · DMI Plus · DMI Minus · Price to Moving Average Ratio · Moving Average Ratio
RSI · MACD · MACD Signal · CCI · MFI · Williams %R · ROC · PPO · PPO Signal · Awesome Oscillator · DPO · Balance of Power · Aroon Up · Aroon Down · Aroon Oscillator · TSI · TSI Signal · Ultimate Oscillator · Chande Momentum Oscillator · Choppiness Index · Connors RSI · Vortex Bull · Vortex Bear · Stochastic %K · Stochastic %D · Stochastic RSI %K · Stochastic RSI %D
ATR · ATR Windowed · NATR · ATR Ratio · Range ATR Windowed · Range/ATR Ratio · Historical Volatility · Z-Score · Mass Index
Bollinger Bands · Bollinger %B · Bollinger Width · Keltner · Keltner %B · Keltner Width · Donchian · Donchian %B · Donchian Width · MA Envelope · MA Envelope %B · Linear Regression Channel · LRC %B · LRC Width · Standard Error Bands · SEB %B · SEB Width
OBV · CMF · ADL · RVOL · RVOL Windowed · RVOL % · Klinger Oscillator · Klinger Signal · Volume Oscillator · Volume ROC · Force Index · Ease of Movement · PVT · PVT Signal · Positive Volume Index · Negative Volume Index
Fibonacci · Pivots · Custom Gap
Trade Management
Getting in is half the definition.
How you manage the position is part of the strategy, not an afterthought.
Fixed targets and stops in ticks or ATR multiples. Indicator-based exits, built in the same composer as your entry, so the position closes when a condition stops holding. Use either, or both — whichever comes first. Exit before session close with a configurable buffer.
Trail from the moment you're filled, taking the place of a static stop. Or set an activation level — the trail engages only once the trade has moved that far in your favour, then follows from there.
Split the position across legs with their own quantities, targets and stops. Scale out at one level while the rest runs.
Two fill methods: exact bracket fill, or close fill. Commission and slippage per side, configurable. Results include them, so what you see is what the strategy would have cost you.
Apply if you want to test the setup, not just the trigger.
Lexicon is built for traders who think in setups — sequences, anchors, conditions, and context. Apply to test that structure as historical research and help shape what the Beta language surface becomes.
- 01Apply
Tell us what you want to test and how your setup is structured.
- 02Manual review
Applications are reviewed before any access decision is made.
- 03Selective invites
Selected applicants may be invited while the workflow and coverage continue to be validated.
- 04Access granted
Invited applicants receive access instructions by email.
Common questions about the Beta.
No. Every condition, sequence, timing rule and exit is built from dropdowns. The definition assembles into a readable sentence as you go, so you can check it says what you meant before you run it.
In plain language. You build it from dropdowns and it assembles into a sentence you can read back — close above VWAP, then within six periods a crossdown, then below for three periods. The same way you’d write it in a trading journal or explain it to someone.
Futures at launch — indices, energy, metals, agriculture, FX and rates. Crypto, equities and indices to follow.
1-minute through weekly, with history reaching back to 2008 depending on the contract. A full multi-year run completes in seconds.
Yes. Establish regime on a slower chart and require every entry to agree with it — trade the 5-minute with the 4-hour’s permission. It’s one definition, not two strategies stitched together.
Yes. A cross-market condition lets another instrument confirm or contradict your setup — require ES to be above its weekly high while NQ is below its own, and only take the trade when they disagree. Lead-lag, divergence and confirmation are all expressible.
Yes, both configurable per side, and both included in the results.
Most backtesters evaluate every condition against a single bar. Lexicon holds state across bars, so you can define what forms first, what has to confirm next, and how long each step has before the setup expires.
No. Lexicon is a research tool for testing your own ideas against historical data.