Multi-asset portfolio analysis, backtesting, and alpha generation across stocks, mutual funds, forex, and crypto. 115+ algorithms. 77 scenarios. 7 alt-data factor families. 30+ technical indicators. Research-backed academic factor investing.
Multi-factor quantitative stock analysis powered by 6 academic factor families. Regime-aware, cross-sectional ranking, 9 strategies, automated daily refresh via GitHub Actions.
Self-learning day-trading scanner powered by 8 strategies across 68 tickers. Scans real-time Yahoo Finance data, calculates commission-aware profit targets (Questrade CDR = $0 fees), and auto-adjusts strategy parameters based on historical performance.
Each system provides backtesting (simulated historical trading), what-if scenario analysis, and algorithm-driven stock picks for a specific asset class. Click any card to open its dashboard.
Full backtesting engine with 115+ algorithms across 30+ families. Academic factor investing, God-Mode + Alpha Forge + No-Bed-Time ensembles, 7 alt-data factor families (Glassdoor, BDI, GPR, Dark Pool, ESG, Patents, Congressional), 30+ indicators, walk-forward validation.
NAV-based backtesting for Canadian mutual funds. 10 fund selection algorithms, expense ratio tracking, RBC/TD fund families.
Currency pair analysis with pip-based calculations. Trend following, carry trade, and mean reversion across major/minor pairs.
Cryptocurrency backtesting. DCA strategies, momentum, and volatility-adjusted sizing for BTC, ETH, SOL, and altcoins.
Side-by-side comparison of all 4 asset classes. Shows live performance metrics from our stock system and static profiles for mutual funds, forex, and crypto. Use this to decide which market suits your risk tolerance and investment horizon.
| Metric | Stocks | Mutual Funds | Forex | Crypto |
|---|---|---|---|---|
| Algorithms | 115+ | 10 | 8 | 8 |
| Risk Level | Med-High | Low | Medium | Very High |
| Market Hours | 9:30-4 ET | EOD NAV | 24/5 | 24/7 |
| Ideal Horizon | 1d-1yr | 1-5 yrs | 1d-3mo | 1d-1yr |
| Commissions | $0-10 | $0 + MER | Spread | 0.1-0.5% |
| Leverage | 1-2x | None | Up to 50x | 1-5x |
| Research Depth | 50+ yrs academic | Moderate | Carry/Trend | Emerging |
Professional-grade analytics endpoints. Each tool returns JSON data that powers our dashboards. Leaderboard ranks all algorithms by composite score. Ticker Profile gives 30+ indicators per stock. Walk-Forward tests strategy robustness over time.
Multi-metric ranking of all algorithms. Composite score combining Sharpe ratio, win rate, and average return. Find the best performers.
View Leaderboard30+ indicators: RSI, Stochastic RSI, MACD, Bollinger, TTM Squeeze, Supertrend, Ichimoku Cloud, OBV, CCI, Williams %R, Z-Score, ATR, SMA 20/50/200, buy/sell verdict.
View Stock ProfileAnti-overfitting test. Splits data into rolling windows and checks if strategies hold up out-of-sample. Consistency scoring: ROBUST / MODERATE / WEAK.
Run Walk-ForwardPerformance breakdown by market regime: bull, bear, sideways. Based on SPY 20-day trend. Identifies which algorithms thrive in each regime.
View Regime AnalysisDay-1 and Day-5 return distributions, VaR 95%/99%, expected shortfall (CVaR). Identifies worst picks and tail risk exposure.
View Risk ReportFull portfolio metrics: Sharpe, Sortino, Calmar, Kelly Criterion, VaR, equity curve, drawdown periods, monthly returns, skewness, kurtosis.
View Portfolio AnalyticsPer-algorithm deep analysis: pick count, date range, average score, top tickers, algorithm family, and strategy type breakdown.
View Algorithm Report7 alt-data factor families: Human Capital (Glassdoor), Supply Chain (BDI), Geopolitical Risk (GPR), Dark Pool Flow, ESG + Climate, Patents/IP, Congressional Trading. 50+ features.
View Factor FamiliesUnified regime model: VIX + BDI + GPR + DXY + yield curve + climate. Outputs factor weights per regime state. Powers the Meta-Allocator.
View Current RegimeExternal data feeds for all 7 factor families. Free and paid sources: FRED, SEC EDGAR, USPTO, FINRA ATS, GPR index, Glassdoor, MSCI ESG.
View Data SourcesResearch-backed alternative data factors bolted onto the core engine. Each family provides incremental alpha beyond traditional price/volume signals. Wired into the Feature Factory and Regime Meta-Allocator.
Glassdoor ratings, culture trends, leadership sentiment. Firms with high+improving scores earn significant four-factor alpha.
Baltic Dry Index, freight rates, port congestion. Leading indicator of global trade. Supply-tight vs supply-slack regime flags.
Caldara-Iacoviello GPR index. High GPR depresses risk assets. Sanctions avoidance, conflict zone exposure mapping per firm.
Dark pool block trades, congressional trading (Harvard study), insider clusters. Hidden institutional footprints precede moves.
ESG momentum, controversy velocity, climate physical risk. ESG + employee satisfaction composites show abnormal alpha.
Patent intensity, citation weighting, new CPC class entries. Innovation proxy for future growth and competitive advantage.
Harvard Law: negative trades earn strongest abnormal returns. Committee jurisdiction, trade clustering, disclosure timing.
Additional dashboards, reporting pages, and research tools that complement the main portfolio systems.
Live daily picks from our algorithms with real-time scoring and SHA-256 verification.
View Today's PicksDatabase health, algorithm win rates, permutation scan results, learning analysis.
View System StatusOriginal investment portfolio hub page linking the four asset class systems.
View HubResearch tools and data exploration for stock analysis.
Open ResearchSystem status for the mutual funds portfolio engine.
View MF StatsEvery algorithm is a unique stock selection strategy with its own logic. They are grouped by family (e.g., AcademicFactor = peer-reviewed research, NoBedTime = our final consensus ensemble). Algorithms with pick counts have been actively generating trades.
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Each scenario is a set of backtesting parameters: Take Profit (TP = auto-sell when gain reaches X%), Stop Loss (SL = auto-sell when loss reaches X%), and Hold period (max days before forced exit). "None" means unlimited. Different scenarios simulate different trading styles from aggressive day-trading to patient long-term holds.
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Portfolio metrics measure overall strategy performance (Sharpe = return per unit risk, Kelly = optimal bet size). Technical indicators analyze individual stocks (RSI = momentum oscillator, TTM Squeeze = volatility compression breakout signal). Hover over any metric for details.
Direct JSON API endpoints you can query. Each returns structured data. Useful for building custom dashboards or integrating with external tools. All endpoints are public GET requests requiring no authentication.