How Punch built a pattern-recognition engine that finds historical market analogues — and projects how the next thirty days of bars may unfold.
Scans current-date price bars and flags B-level formations the moment they complete.
Identifies recurring cyclical behavior hiding across years of market data.
The analytical core — links every detection to its historical precedents and powers the forward projection.
Which patterns are present on today's bars?
Find every prior occurrence in the history.
Track how price behaved over the next 30 days, each time.
Model the path the current setup may take.
Compare projections against actuals; refine.
Every ML subtask gets an independently measured quality-control metric — a discipline we built with Numin's quants in the first engagement, still running in this one. (SAMPLE VALUES — CONFIRM)
What the team actually watches while the system runs — agents competing, features earning their place, patterns surfacing, correlations forming and breaking.
Analysts know the feeling: this chart looks like something we've seen before. Proving it means scanning years of price data for every prior occurrence — impractical by hand, perfect for a machine.
Punch built an engine that detects patterns on the current bars, finds every historical match, and models how price tended to behave over the following 30 days.
Case study PDF ↓