01 COMPANY / CONTRACT
From the company
to the contract.
Company quotes, price charts, news and available fundamentals connect with option chains, contract comparisons, flow and modeled exposure.
QUOTESCHAINSFLOW
PRECISION DECISION LLC / MAIN STREET TERMINALPRIVATE DEVELOPMENT
RESEARCH, IN CONTEXT
A wider view.
A closer look.
Company to contract.
The research belongs together.
Equities, options, earnings and market context in one connected workspace. Built for people doing their own research and making their own decisions.
Explore the research studyMAIN STREET
TERMINAL
TERMINAL
01COMPANY & CONTRACT
Quotes, charts, chains and contract detail.
Explore company & contract research ↗02EARNINGS & EVENTS
Calendars, historical reactions and public-source events.
Explore earnings & events ↗03MARKET CONTEXT
Brief, Markets, Macro and Bonds & Fed.
Explore market context ↗04SAVED RESEARCH
Watchlists and saved setups retain the research thread.
Explore saved research ↗PRODUCT MAPRESEARCH WORKSPACE / IN DEVELOPMENT
INDEPENDENT RESEARCH. CONNECTED PERSPECTIVES.Inside the terminal ↓
01 / THE WORKSPACE
Depth in the detail.
Context around it.
A question rarely stops at one view. Follow it from the business to the instrument, through the event and into the wider market.
From the company
02 EARNINGS / EVENTS
The next event.
The history around it.
Earnings calendars and historical reactions sit alongside public-source event records. Dedicated engines organize event-related contract research.
LATEPROJECTEDGAMMARUNUP
03 CONTEXT / CONTINUITY
The wider market.
A continuing thread.
Brief, Markets, Macro and Bonds & Fed add context. Watchlists and saved setups keep the research available as the questions change.
MACROWATCHLISTSSETUPS
Features described are in private development. Modeled exposure is descriptive, not actual dealer holdings or a price prediction.
THE APPROACH / STRATEGY RESEARCH
Ideas worth investigating.
From equity behavior to volatility pricing and the wider market. Explore the questions behind established strategy families—and the assumptions that need testing.
MAIN STREET TERMINAL / RESEARCH ATLAS
EQUITY & EVENTS
OPTIONS & VOLATILITY
MACRO & REGIMES
IMPLIED VS. REALIZED
Compare the movement priced into options with the movement that subsequently occurs. Any strategy must account for option premiums, hedging costs and losses during large moves.
A RESEARCH LANDSCAPE, NOT A LIST OF IMPLEMENTED STRATEGIES. Our engines have not established an investment edge. Gold indicates the selected topic.
02 / INTERACTIVE RESEARCH STUDY
An idea. A rule.
A result to question.
Watch a mean-reversion algorithm make decisions on a synthetic price path. Every trade follows a rule. Every result includes modeled costs.
MST / RESEARCH WORKSPACESTUDY 01 ILLUSTRATIVE
MEAN REVERSIONLONG ONLY / EDUCATIONAL ALGORITHM
- Price
- —
- Deviation
- —
- Position
- —
- Net P&L
- —
DEVIATION FROM THE TRAILING MEAN White: current z-score · particles: prior 30 prices standardized to that window
RULE STATEAT CURSOR
GROSS / NET P&L · DOLLARS PER 1 UNIT
SIGNAL STANDARD DEVIATIONS FROM MEAN
DRAWDOWN NET P&L BELOW PRIOR PEAK · $
LOW → HIGH ABSOLUTE DEVIATION CURRENT SIGNAL◆ GREEN: BUY · CORAL: EXITHover to inspect. Click the chart or press Enter to pause, resume or replay.
Enable JavaScript to explore this synthetic session.
01 / THE HYPOTHESIS
A price far below its recent average might recover. The algorithm measures that distance in standard deviations using the previous 30 one-minute observations. The glowing field shows the history behind that reference.
02 / THE RULES
Buy one unit when the z-score falls below −1.5. Exit on a return to the mean, a 1% loss from entry, or 30 minutes held. Decisions fill at the next observation; any remaining position closes at session end.
03 / THE FRICTION
A falling price can keep falling. Each fill costs 0.05% of its value, representing simplified fees and slippage. Net results include open-position gains and losses. Stops can fill beyond their threshold; losses remain visible.
Simulation assumptions & trade record
391 seeded synthetic prices, starting at $100; a 30-observation warm-up; one unit maximum; no leverage or shorting. Trailing population standard deviation excludes the current observation. No new entries in the final two observations. Fills use the following price plus a 0.05% cost; the scheduled closing liquidation uses the final price. This model omits liquidity constraints, market impact and taxes. P&L is in dollars, not a portfolio return or benchmark comparison. Particles show historical observations, not orders; diamond markers show fills.
The trade record appears as the session unfolds.
An implemented educational algorithm running on synthetic data—not an MST engine, market backtest or evidence of an investment edge. Parameters are illustrative. No claim of profitability or market outperformance.
A workspace for investigation.
The judgment stays yours.
Main Street Terminal is research software. It does not execute trades, hold funds, manage portfolios or provide personalized investment recommendations.
03 / ACCESS
In development.
Built with intention.
A working product in private development. Public browser access and desktop downloads are planned; a release date has not been announced.
01
Browser
Public access planned
PLANNED02
macOS
Desktop download planned
PLANNED03
Windows
Desktop download planned
PLANNED