Scan, backtest and deploy 20 institutional-grade algorithmic strategies across crypto, forex, stocks and commodities — with walk-forward validation, Monte Carlo simulation and real-time paper trading.
480 strategy/asset/period combinations backtested with real commissions (0.1%), slippage (5bps), position sizing (25%) and short selling. Walk-forward validated.
From Hidden Markov Models to XGBoost every strategy is backtested, walk-forward validated and deployable as a live bot in one click.
Hidden Markov Model detects 5 market regimes and adjusts position sizing dynamically.
Random Forest trained on 15 technical features. Classifies market direction with ens. voting.
Gradient boosting on OHLCV + momentum indicators for high-confidence entry signals.
Support Vector Machine classifies trend dir. using RBF kernel on normalized features.
Gaussian Mixture Model segments market into 4 volatility regimes for adaptive positioning.
Kalman filter estimates the dynamic mean; trades z-score deviations for mean reversion.
Classic RSI with configurable oversold/overbought thresholds and short-selling support.
Volatility breakout and mean reversion using configurable standard deviation bands.
MACD crossover with signal line confirmation and histogram divergence detection.
Price momentum over configurable lookback with vol confirmation and short support.
Breakout trading on N-period high/low channels with long and short entries.
Three EMA crossover system (9/21/55) for trend following with pyramiding support.
ATR-based dynamic support/resistance with trend flip signals and trailing SL logic.
Intraday VWAP mean reversion — trades deviations beyond configurable % bands.
Volatility-adjusted mean reversion using z-score of returns. Top Sharpe: 2.17 on SOL.
Engle-Granger cointegration with OLS hedge ratio and z-score entry/exit thresholds.
Cross-asset pairs with rolling correlation and spread z-score for market-neutral positions.
Dollar Cost Averaging with configurable buy intervals. Best return: +27% on SOL/1y.
Optimal position sizing via Kelly formula computed from rolling win/loss statistics.
Volume-confirmed breakout strategy enters on N-period high with volume surge filter.
Multi-feed data pipeline: Binance for crypto, Alpaca for stocks & indices, yfinance for forex & commodities.
Binance WebSocket tick pricing
Alpaca — institutional feed
yfinance EOD — 6 major pairs
yfinance — futures contracts
Everything you need to research, validate and deploy algorithmic strategies at institutional scale.
Scan all 20 strategies on any asset in one click. Results stream in real-time ranked by Sharpe ratio with walk-forward consistency scores.
Real capital tracking, 6 position sizing methods, commission + slippage, stop loss/take profit, trailing stops and circuit breakers.
5-fold walk-forward validation to detect overfitting, plus 500-simulation Monte Carlo with spaghetti plot and percentile distribution.
Per-bot trailing stops, allocation %, max drawdown circuit breaker, Kelly sizing and ATR-based dynamic stop loss.
Real-time P&L, equity curve, open positions, signal feed with live prices, trade log and daemon health monitoring.
Per-strategy parameter grid search ranked by Sharpe. Deploy the optimal configuration directly to a live bot in one click.
Run the Wizard on any asset, backtest the best strategy, and deploy a live paper bot all in under 5 minutes.