This tool is for research and educational purposes only. Past performance does not guarantee future results. Default: $10 buy + $10 sell commission. Questrade scenarios: $0 commission (CDR stocks) or 1.5% FX fee (US stocks). Consult a licensed financial adviser.
First-Time Setup
Initialize the database, import stock picks, and fetch price data.
Run all 10 preset scenarios against the same stock picks and compare performance side by side.
Strategy Comparison (Ranked by Return)
#
Strategy
TP%
SL%
Hold
Trades
Win Rate
Return %
Final $
Max DD
Commissions
Sharpe
Profit Factor
Compare Algorithms
Test each algorithm independently under the same trading rules.
Algorithm Performance (Ranked by Return)
#
Algorithm
Trades
Win Rate
Return %
Final $
Max DD
Commissions
Sharpe
Profit Factor
Avg Hold
Alternative Data Factor Families
7 research-backed alternative data families bolted onto the core algorithm engine. These factors provide incremental alpha beyond traditional price/volume signals.
Click a button above to explore the factor framework.
Current Macro Regime
Regime-Based Factor Weights
How the Meta-Allocator adjusts factor exposure based on the current regime.
Portfolio Templates
Pre-configured portfolio strategies. Click "Backtest" to run a simulation.
Name
Type
TP%
SL%
Hold
Capital
Commission
Pos Size
Action
Imported Stock Picks
Ticker
Company
Algorithm
Pick Date
Entry $
Score
Rating
Risk
Timeframe
Saved Backtest Results
Run Name
Strategy
Algos
Trades
Win Rate
Return %
Final $
Max DD
Sharpe
Created
Alpha Forge — Quant Lab Engine
Regime-aware, multi-sleeve portfolio construction with 20+ expanded metrics. Dynamic allocation based on 4-quadrant market regime detection.
Current Market Regime
Detecting regime...
Regime Allocation
Sector Momentum Heatmap
Multi-Sleeve Portfolio Backtest
Three independent sleeves (Momentum Hunter, Quality Compounder, Event Arbitrage) weighted by the current regime, plus a cash reserve. Click Run to see how each sleeve performs.
Alpha Forge Composite Ranking
All tickers ranked by composite score: Momentum(25) + Quality(25) + Risk(25) + Signal(25). Grades A through F.
#
Ticker
Company
Score
Grade
Momentum
Volatility
Trend
RSI
Vol Ratio
Picks
Price
Ticker Deep Dive — Expanded Metrics
20+ Alpha Forge metrics: multi-horizon momentum, downside deviation, beta decay, Amihud illiquidity, PEAD drift, volume anomaly, tail risk, Kelly sizing, and more.
Feature Importance — Ablation Analysis
Which metric categories actually predict winning trades? Measured by ablation: remove one feature at a time and measure accuracy change.