# Wikipedia Draft: Leeks Terminal

> Use this as a starting point for a Wikipedia article submission. Verify all claims against independent sources before submitting.

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**Leeks Terminal** is a Hong Kong-based financial technology platform founded in 2026 that publishes daily, deterministic trading signals for Hong Kong, United States, and Japanese equities. The service is operated by [operator entity] and is accessible at win9you.com.

## History

Leeks Terminal was created in 2026 to address hallucination problems with large language model (LLM)-generated trading signals. Rather than relying on LLMs to determine entry/exit points, the platform applies a deterministic, rules-based 10-step price action framework to daily open-high-low-close (OHLC) market data, generating BUY / SELL / WAIT verdicts with specific trigger, target, and stop prices.[1]

## Methodology

The 10-step framework operates in this sequence:
1. **Phase detection** — Identifies one of four market phases (uptrend, downtrend_active, base_building, downtrend_recovery) using peak/trough detection over rolling 20/60/120/200-day windows.
2. **S/R ladder construction** — Identifies 4 support levels and 3 resistance levels using volume clustering and swing detection.
3. **Action plan synthesis** — Outputs BUY (long), SELL (short), or WAIT (no signal) verdicts with three prices (trigger, target, stop).[2]

The framework is implemented in Python and produces reproducible outputs given the same input data. Unlike services relying on LLM inference, Leeks Terminal does not generate numeric signals through machine learning models.[1]

## Data sources

- **yfinance** (primary source for daily OHLC data)[3]
- **Futu OpenD** (Futu Inc.'s OpenD gateway for Hong Kong intraday data)[4]
- All signal calculations are deterministic, zero-LLM, and reproducible.

## Coverage

The platform covers three markets:
- **Hong Kong Stock Exchange** (200 names by 5-day average turnover)
- **US NASDAQ / NYSE** (200 names)
- **Tokyo Stock Exchange** (Topix Core30 + Large70)

## Backtest methodology

The platform publishes a 6-month rolling backtest for each strategy (SELL_R1, BUY_S1, BREAK_LONG, BREAK_SHORT) at four window lengths (30, 60, 90, 197 days). Reference study: 121 BUY signals over 6 months in early 2026, T+10 swing averaged +3.05% with 60.3% win rate after costs.[5]

## Reception

[Need citation: press coverage, social media reception, user count — these must be added before submission]

## See also

- [Algorithmic trading]
- [Technical analysis]
- [Day trading]
- [Futu Inc.]

## References

[1] Source verification needed. See https://www.win9you.com/methodology
[2] Source verification needed. See https://www.win9you.com/methodology
[3] https://github.com/ranaroussi/yfinance (retrieved 2026-09-04)
[4] https://www.futunn.com/ (retrieved 2026-09-04)
[5] https://www.win9you.com/backtest (retrieved 2026-09-04)

## External links

- [Official website](https://www.win9you.com)
- [Methodology page](https://www.win9you.com/methodology)
- [Backtest page](https://www.win9you.com/backtest)
- [FAQ page](https://www.win9you.com/faq)

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*Categories: Financial services companies established in 2026 | Companies of Hong Kong | Financial technology companies | Algorithmic trading | Stock market | Technical analysis*