Introducing the Thorium Engine
Infused from worldwide data points, the engine recursively acquires the edge investors need. Using Thorium, our historical simulations show vast outperformance versus the market.
01 / THE INDICATOR COMPARISON
The Thorium engine delivered higher annualized returns and ending wealth than every classic strategy tested in this S&P 500 historical simulation.
1995 – October 7, 2026 · Fixed 1× exposure · $100,000 initial capital · Historical simulation
| Strategy | Annualized return | Ending value | Largest closing drawdown | Position changes |
|---|---|---|---|---|
| Thorium engine | 14.77% | $7,936,097 | −39.43% | 18 |
| S&P 500 / SPY buy & hold | 11.24% | $2,946,435 | −55.19% | 0 |
| Golden Cross · 50/200-day SMA | 10.47% | $2,364,189 | −33.72% | 28 |
| 40-week SMA | 9.13% | $1,602,939 | −26.27% | 86 |
| 200-day SMA | 8.92% | $1,508,010 | −26.47% | 210 |
| Bollinger Bands · 20 sessions, 2σ | 7.41% | $967,983 | −49.90% | 169 |
| Supertrend · ATR 10, multiplier 3 | 5.56% | $556,928 | −39.60% | 270 |
| RSI · 14 days, 30/70 | 5.42% | $533,832 | −51.48% | 58 |
| MACD · 12/26/9 | 4.77% | $439,432 | −31.25% | 684 |
| Donchian breakout · 55/20 sessions | 3.05% | $259,515 | −33.51% | 157 |
| Stochastic · 14/3/3 | 2.96% | $252,753 | −38.56% | 168 |
Buy success: the next sell executes higher.
Sell success: the next buy executes lower.
Thorium engine: 82.4% combined success · 14/17 resolved decisions successful · 1 pending.
| Strategy | Buy success | Sell success | Combined success |
|---|---|---|---|
| Thorium engine | 87.5%7/8 successful | 77.8%7/9 successful | 82.4%14/17 successful |
| S&P 500 / SPY buy & hold | — | — | — |
| Golden Cross · 50/200-day SMA | 84.6%11/13 successful | 21.4%3/14 successful | 51.9%14/27 successful |
| 40-week SMA | 50.0%21/42 successful | 9.3%4/43 successful | 29.4%25/85 successful |
| 200-day SMA | 32.7%34/104 successful | 13.3%14/105 successful | 23.0%48/209 successful |
| Bollinger Bands · 20 sessions, 2σ | 88.1%74/84 successful | 51.2%43/84 successful | 69.6%117/168 successful |
| Supertrend · ATR 10, multiplier 3 | 51.5%69/134 successful | 25.9%35/135 successful | 38.7%104/269 successful |
| RSI · 14 days, 30/70 | 82.8%24/29 successful | 35.7%10/28 successful | 59.6%34/57 successful |
| MACD · 12/26/9 | 45.5%155/341 successful | 22.8%78/342 successful | 34.1%233/683 successful |
| Donchian breakout · 55/20 sessions | 51.3%40/78 successful | 12.8%10/78 successful | 32.1%50/156 successful |
| Stochastic · 14/3/3 | 73.8%62/84 successful | 43.4%36/83 successful | 58.7%98/167 successful |
Each executed buy or sell is scored against the next opposite transaction. Combined success counts successful buys and sells across all resolved decisions. Only decisions executed after the first 1995 close are scored; earlier signals determine initial exposure. The final unmatched decision stays pending. Equal prices count as unsuccessful; buy and hold has no alternating decisions to score.
Execution prices use the study’s normalized price proxy, including reinvested dividends throughout the 1995–2026 comparison. These measure price improvement between transactions, not accuracy at identifying market tops or bottoms, and do not include cash interest or trading costs.
Return leadership among the tested strategies. Several classic strategies had smaller drawdowns. The ETF charts below use their own periods and do not change this fixed comparison.
Nine specified classic strategies and the Thorium engine are compared on the same S&P 500 price history, with $100,000 initial capital and 1× exposure. The classic parameters were recorded before their comparison results. RSI uses daily 14-period Wilder smoothing: buy when RSI crosses above 30; sell when RSI crosses below 70. Sell instructions move to cash, with no short positions. It uses the same dates, price series and execution assumptions as the other strategies. RSI signal convention. Each account is rebased to $100,000 at the study’s starting close in 1995. Strategies retain their exposure at that close, with all earlier indicator history preserved; buy and hold starts invested. Subsequent position changes occur between fully invested and fully in cash.
Signals use completed closes and execute at the next session’s open. The scored return series uses SPY adjusted returns, including reinvested dividends, throughout 1995–October 7, 2026. Cash interest, taxes, trading costs and slippage are excluded. Closing drawdowns can understate intraday losses.
The Thorium engine’s rules were selected retrospectively. Macro histories are retained from the prior snapshot while price data extends through October 7, 2026. The comparison does not reconstruct all information available at each historical date and is not independent forward validation. The original indicator calculations passed causal prefix checks. The 1995 comparison independently replays all eleven daily account paths and checks every execution date and trade balance against the rebased study.
These results describe the specified implementations and timeframes, not every possible setting or use of each indicator. Historical results do not establish future outperformance.
02 / EXPLORE THE ETF RESULTS
Research should earn its place in the results. Explore Thorium’s historical simulations on the S&P 500, Nasdaq-100 and Russell 1000, each at 1× or 3× exposure. Each market’s date range is shown below.
OUR NORTH STAR / S&P 500
For investors pursuing U.S. large-cap equity returns, the S&P 500 is a defining benchmark. Beating it for a year is one thing. Staying ahead over decades is much harder—even a celebrated reputation does not assure lasting outperformance.
YOUR INVESTMENT IN 1995
One $100,000 investment. No additional contributions. Historical simulation, not a forecast.
SPY adjusted returns with dividends reinvested throughout the comparison.
1995 – October 7, 2026 · Dividends reinvested throughout the comparison
Market prices show the movement between signals.
Loading the historical comparison…
Market prices · Weekly closes and signal dates · Logarithmic scale
| Strategy | Annualized return | Ending value | Largest closing drawdown |
|---|---|---|---|
| S&P 500 / SPY buy & hold | 11.24% | $2.95M | −55.19% |
| Thorium engine | 14.77% | $7.94M | −39.43% |
The Thorium engine added 3.53 percentage points of annualized growth and finished with 2.69× the benchmark’s ending value.
These are hypothetical historical simulations using retrospectively selected rules, not a live or independently validated investment record. Actual results can differ materially.
The S&P 500 / SPY views run 1995–October 7, 2026. Saved daily equity curves are rebased to $100,000 at the first 1995 close, inheriting the engine’s existing exposure. Nasdaq-100 / QQQ views run March 10, 1999–October 7, 2026, beginning with QQQ’s first trading session. Russell 1000 / IWB views run May 19, 2000–October 7, 2026, starting with the first available IWB trading session. All three markets include reinvested dividends throughout their displayed periods.
The QQQ and IWB strategies apply the same S&P 500 Thorium signals to their selected ETFs, without retuning the indicator to their prices. IWB’s Thorium account starts in cash under the inherited pre-start instruction; its buy-and-hold account starts invested. The engine remains based on the S&P 500. Each view compares Thorium with ordinary 1× buy-and-hold in the selected market. A hypothetical 3× buy-and-hold path appears as a secondary table comparison in the leveraged views. The markets have different start and end dates.
The 3× views are hypothetical daily-reset SPY, QQQ and IWB proxies, not actual leveraged fund histories (including SPXL and TQQQ) and not simply three times the unleveraged ending balances. Synthetic execution prices also apply 3× to overnight returns. Additional leverage financing and fund fees are excluded and could materially reduce results. Leveraged losses and drawdowns are substantially larger.
The investment tabs show a single $10,000 or $100,000 contribution at the start, with no later deposits or withdrawals. Dollar balances scale with capital; annualized returns and percentage drawdowns remain the same. Starting positions inherit prior engine instructions. Changes execute at the next session’s open. Cash earns no interest. Taxes, trading fees, and slippage are excluded.
Current rules were selected using repeatedly reviewed historical data. Stored inputs do not reconstruct data available at each historical date. Contextual market inputs are frozen from the earlier study through October 2, 2026, while asset prices extend to each view’s end date. The fixed-rule QQQ and IWB transfers are not independent forward validation. Largest drawdowns use daily closing values, including intermediate dates omitted from the annual chart; intraday losses can be larger.
Returns describe capital growth, not a dividend yield or guaranteed income stream. Only the Thorium engine is featured. Past results do not establish future outperformance.
03 / HOW THORIUM WORKS
We analyze all the relevant world's data points which include, policies in the economic, politic, social and market areas. We infused the strongest signals into a unified large mathematical model. Our engine evolves as new data becomes available, supported by continued research and validation.
04 / THE FLUX LAB MEMBERSHIP
Thorium leads the way. Market Read adds a daily market view, sector research and historical perspective, with a weekly brief to keep you informed between signals.
Membership preview · The tools below describe the planned subscription. Online access and alert delivery are coming at launch.
Top and bottom signals focused on the S&P 500, prompt notifications when a signal is issued, and a dated history you can revisit. A clear explanation accompanies each alert.
Read a sample alertSentiment, breadth, volatility, credit stress and leverage in one focused view. See the observation dates and where the readings agree or diverge.
Compare sector valuations with their history and review earnings and margin expectations. Give your investment research a clearer starting point.
A concise weekly read: Thorium’s current status, the important shifts in market conditions and what deserves attention next.
Read a sample briefExplore similar market conditions and the returns and declines that followed. Sample sizes and date ranges stay visible so you can judge the comparison.
Short walkthroughs explain the dashboard, signal types and research limitations. Learn how to interpret the tools alongside your own investing process.
05 / A LOOK INSIDE
Explore the last recorded bottom and top alerts, plus a weekly Market Read brief reconstructed from the archive. Each combines verified market observations with broader commentary, policy context and questions to carry forward.
THORIUM ENGINE / LAST RECORDED ALERT
The latest BUY / potential-bottom signal in the archived study was recorded in May 2025. Momentum had improved, while the longer-term trend remained unconfirmed.
06 / FROM RESEARCH TO YOUR ROUTINE
Follow Thorium’s signals, understand the surrounding conditions and revisit the evidence as the market develops. The membership brings that research into a routine you can use.
Explore membership plansCompare Thorium with nine fixed classic indicator strategies under the same execution and capital assumptions. Explore returns alongside drawdowns and the study’s limitations.
Market Read provides sentiment, sector and historical context. These views help explain the environment; they are distinct from Thorium’s signal rules.
The planned membership pairs signal notifications with a regularly updated market view and weekly brief. A quiet signal week still has useful research to explore.
07 / THE PERFORMANCE HURDLE
Individual intraday traders in the equity cash market incurred losses in FY2023, according to SEBI.
Source: SEBI · July 2024 ↗98.96% of active U.S. large-cap funds underperformed the S&P 500 on a risk-adjusted basis over the 15 years ending June 30, 2026.
Source: S&P DJI · SPIVA, report 1b ↗These studies cover different markets, periods and measures. They provide context for the challenge of trading and active management; they do not compare these traders or funds directly with Thorium’s historical simulations.
08 / MEMBERSHIP PLANS
Full access with either plan. Choose monthly flexibility or save $98 with annual billing. All prices are in USD.
Planned pricing · Subscriptions are not open yet. Preview what each plan will include.
Planned charge: $49 each month.
Cancel renewal anytime; access continues through the paid period.
Planned charge: $490 annually.
$40.83/month equivalent · Save $98/year.
Cancel renewal anytime; access continues through the paid period.
09 / GOOD QUESTIONS
The planned Flux Lab membership includes Thorium signals, prompt notifications, Market Pulse, Sector Radar, a Weekly Market Brief, historical context and getting-started guides. Monthly and annual plans include the same tools. Subscriptions and online delivery are not open yet.
We focus exclusively on the S&P 500, Nasdaq 100 and Russell 1000. Together, these three major U.S. indices give us a broad view of the market’s pulse.
The Thorium engine had higher annualized returns and ending wealth than all nine tested classic strategies: the 200-day SMA, 50/200-day Golden Cross, 40-week SMA, MACD, Supertrend, Donchian breakout, Bollinger Bands, Stochastic and RSI (14-day, 30/70 recovery crossings). The comparison covers 1995–October 7, 2026. It evaluates specified implementations and parameters; it does not rank every indicator or every possible configuration. Several classic strategies had smaller maximum drawdowns.
A buy succeeds when the next executed sell has a higher price. A sell succeeds when the next executed buy has a lower price. The Buy & sell success tab applies the same rule to every tested strategy and displays successes, resolved decisions and pending decisions. Combined success uses all resolved buys and sells together. An unmatched final decision remains pending, and equal prices count as unsuccessful.
These comparisons use the same 1× simulation execution-price series as the returns study, including reinvested dividends throughout the 1995–2026 comparison. They measure price improvement between transactions, rather than the separate historical criteria for correctly identifying a market top or bottom.
The classic comparison runs 1995–October 7, 2026, using SPY adjusted returns with dividends reinvested and the same $100,000 initial capital for each strategy. The separate ETF charts use their displayed periods: SPY from 1995, QQQ from 1999 and IWB from 2000. QQQ and IWB apply the same S&P 500 Thorium signals. Their results are separate comparisons, not three independently tuned engines.
Thorium outperformed buy and hold in the historical simulations shown here. These results use retrospectively selected rules and the stated assumptions. They do not establish future outperformance. Explore closing drawdowns and the full comparison notes alongside returns.
Planned pricing is $49/month or $490/year in USD. Annual billing saves $98 compared with twelve monthly payments and includes identical access. The $40.83 monthly equivalent is paid as a single $490 annual charge. Cancellation stops the next renewal, with access continuing through the paid period. Checkout is not open yet.
The membership is designed to notify you promptly after Thorium issues a signal based on completed market observations. This describes notification timing, not continuous intraday signal generation. Delivery channels and the service schedule will be confirmed before subscriptions open.
The alerts and weekly brief are reconstructed from archived research, with technical context calculated for their recorded observation periods. They are not originally issued emails or a live notification feed. Public timing is approximate, and indicator values may be shown as rounded ranges. The performance comparisons separately show hypothetical historical simulations.
You receive the signals, their context and the research views. The proprietary code, thresholds and complete decision logic remain private.
A signal gives you market context to evaluate alongside your own strategy and risk limits. It is not a personalized recommendation, an execution instruction or a guarantee of returns.
THORIUM SIGNALS. MARKET READ CONTEXT.