SEE Academy — free, forever

Before you use the screen, understand the risk.

This is the free tier. No signup, no card. Everything here exists so that by the time you're ready for the live screen, you already understand why it's built the way it is — and why most of what it shows you will lose money on purpose.

01

What a stop-loss actually does

A stop-loss is just a price you decide on before you buy: if the stock falls to that level, you sell, no matter what the story is at the time. Its only job is to turn an unknown loss into a known one.

Without one, a bad trade doesn't have a size limit. With one, it does. That's the entire concept — everything else is detail.

In The SEE System

The stop sits 25% below your entry price and does not move — with one exception. If the trade doubles, the stop moves up once, to your entry price. From that point on, the trade can no longer lose money, no matter how it moves afterward.

02

The risk-sizing discipline that makes the edge work

Here's the part most new traders get backwards: you don't decide how many shares to buy — you decide how many dollars you're willing to lose, and the stop tells you the rest.

A wider stop means the price has more room to move before you're out, so you buy fewer shares to keep the dollar risk the same. A tighter stop means you can afford more shares. The risk per trade stays fixed either way — only the position size changes.

Here's what that looks like on a $2,000 example position, holding risk constant at $200 a trade:

StopPosition sizeRiskResult if stopped out
6%$3,333$200 Tight stop, big position, easy to get shaken out
15%$1,333$200 More room, smaller position
25%$800$200 The SEE System's default
50%$400$200 Wide stop, small position, hard to get stopped out early

Every row loses exactly $200 if the stop is hit. That's the whole point — the stop percentage changes how much room the trade has to be volatile, not how much you can lose.

03

Why most trades are supposed to lose

Win rate is the number new traders obsess over, and it's close to the least useful number in the whole system. What actually matters is the size of the average win relative to the average loss.

Because every loss is capped at a fixed dollar amount, and winners are allowed to run as far as the trade wants to go, a system can lose on most trades and still be solidly profitable — as long as the rare winner is big enough to cover all the losers and then some. That's not a flaw to route around. It's the design.

933
trades in the backtest sample
36–42%
win rate, by design
+$116
average result per $2,000 trade
8 / 11
quarters profitable

Three trades carried roughly half the total profit in that sample. That's not a red flag — concentrated wins are what an asymmetric system is supposed to produce. The failure mode isn't losing on a trade; it's abandoning the stop discipline right before the rare winner shows up.

04

The research, including what got rejected

The current rule isn't the first version. It's what survived after testing ideas that didn't hold up — and the honest version of this page includes the ones that failed, not just the one that stuck.

A tighter 6% stop
The original rule used a much tighter stop. Live results showed it cutting real winners short before they had room to run — one of the reasons the stop was widened to 25%.
Breakout-only screening
Early versions only flagged a match if price closed above its 60-day range on the volume day. Real signals were being missed — stocks with genuine 15x volume expansion that closed back inside the range. The "ignition" shape was added to catch these too.
Reinventing an existing tool
Before building further, the pattern was checked against comparable existing screening tools to confirm this wasn't duplicating something already free and available. It wasn't — but that check happened before more time went in, not after.
Full rule spec, backtest detail, the liquidity ceiling that shapes the whole business, and more rejected ideas: read the full research →
05

Signal archive

A delayed and historical archive of past SEE signals will live on this page — so you can see what the pattern actually looks like across real names before you ever consider the live, real-time screen.

Not live yet. This will be built once the live screen itself is stable — publishing a delayed feed alongside real-time is only worth doing when both are reliable.