For active investors

Screen the PSX, then test the idea

A screener is only useful if what it surfaces has been tested. Both halves live on the same desk.

FFC-1.61% UBL-2.73% ENGROH-2.31% MEBL-0.18% HUBC-1.34% OGDC-1.37% LUCK-2.44% HBL-1.44% MCB-0.95% MARI-1.34% PPL-1.93% BAHL-0.29% SYS-0.85% EFERT-1.45% NBP-2.04%

Real closes from the desk's data layer · 2026-07-23

The problem

Screening the PSX is easy. Knowing whether a screen has ever worked is the hard part, and it is where most tools stop — they hand you a filtered list and leave the question of whether that filter has any predictive value entirely to you. A rule that looks obvious on today's chart usually looks obvious because you are reading history backwards.

What the desk flaggedrisk-off
FFCFAUJI FERTILIZER
BREAKOUT535.13-1.61%
UBLUNITED BANK
MOMENTUM452.12-2.73%
ENGROHENGRO HOLDINGS
OSCILLATOR267.43-2.31%
MEBLMEEZAN BANK
TREND538.50-0.18%
SBP 11.5%CPI 11.1%Breadth 21% Real figures, as of 2026-07-23 — not a live feed

Strategies tested on real history

Every strategy is a versioned rule file with a published backtest. Change a rule and it becomes a new version with a fresh backtest — old results never silently apply to new rules.

No lookahead, enforced

A signal at any bar may use only data available at that bar’s close. Fills use the next open or that close — never a price the signal could not have known.

Fair value, four ways

Four independent valuation methods rather than one number with false precision. Where they disagree, the disagreement is the useful part.

The record is public

Every dated call — the desk's own and those of Pakistani research houses — is timestamped and graded against what the price actually did afterwards. Misses included. You can read the scored record before deciding whether any of this is worth your attention, which is the correct order.

If you want to understand the mechanics the desk runs on, the writing covers settlement, book closure and index construction from the primary regulations — including where PSX's own published documents currently contradict each other.

FAQ

Common questions

How do I know the backtests are honest?

Two structural guards. Strategy files are frozen once they have produced a published backtest — a changed rule becomes a new version, so an old backtest can never be quoted for a rule it did not test. And no signal may use data from after the bar it fires on, which is the assumption that makes most published backtests worthless.

Does it place trades?

No. Henneth never places an order. It researches, scores and monitors; execution is entirely yours. That is a deliberate design constraint, not a missing feature.

What happens when a strategy stops working?

It is visible. Closed positions are reviewed and the lessons written into a log the desk reads on every cycle. Losses are expected and documented rather than quietly dropped from the record.

Is intraday supported?

No. The desk runs on a daily timeframe. Cycles run every thirty minutes for monitoring, but there are no intraday scalping setups — that is a rule, not a roadmap item.

Research, not advice

Every number on the desk is sourced

Prices, filings and dividends come from the data layer, dated and checkable. Where the desk does not know, it says so.

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