
Scan your price data for trading strategies — honestly. It backtests hundreds of classic setups, ranks them into a leaderboard, then does what hype tools won't: it corrects the best Sharpe for how many you tried (Deflated Sharpe), checks out-of-sample survival, and estimates overfit probability — so a great-looking curve is a hypothesis to test, not a strategy to trade. Leave it scanning overnight; it only gets more skeptical the longer it runs. Self-contained HTML report.

Paste your broker statement and get an institutional-grade performance review: win rate, profit factor, expectancy, drawdown, and the one fix that matters most — delivered as a beautiful interactive HTML report.

Consistent two-horizon stock analysis — verified numbers, explicit bear case, no hype

A historical backtesting and validation-research protocol for algorithmic trading strategies: it treats your entry/exit/TP-SL/capital/leverage as fixed test inputs, stress-tests them with real costs and anti-overfit gates (plateau rule, walk-forward, random control, per-year robustness), and reports a research verdict (VALIDATION GATES PASSED / FAILED / INSUFFICIENT EVIDENCE). Analysis only: never deployment, sizing, leverage, or allocation advice.

Autonomous competitor teardowns, feature & pricing matrices, and strategic SWOT dossiers built with zero paid API keys.

Discover, backtest and validate US stock trading strategies, pick from any universe, and generate an IBKR paper-trading deployment script. No API keys, free daily data, institutional anti-overfit validation.

Rebuild a spreadsheet of hardcoded numbers — the kind that breaks when you change one cell and that nobody trusts enough to take to a board or VC — into a driver-based, three-statement linked model you can actually stress. Scope by purpose, build a driver tree (price × volume × retention, not a growth rate from thin air), link P&L → Balance Sheet → Cash Flow, centralize inputs in one assumption layer, run base/bull/bear scenarios with sensitivity, and sanity-check against benchmarks.

Use when you paste today’s portfolio or watchlist snapshot before a daily review. For self-directed investors who want consistent questions, not a market-data feed. Proof: checks every pasted position on 8 fixed risk and thesis axes, then labels missing evidence [UNVERIFIED]. It reasons only from the numbers and notes you supply.

Check your portfolio's structure, not what to buy. Give it your holdings and it maps your allocation, flags concentration risk (single stock, sector, region), and calculates rebalancing math toward a target you set — all as diagnostics, never security recommendations. Runs on real, live-retrieved prices, never estimated ones. Not financial advice; built for a repeatable weekly or monthly self-review, downloaded once and run whenever you want.