Crypto: Real Binance data · FX/Metals: Stooq/Yahoo/GBM simulation
20yr daily + intraday disaggregation · Press R to re-run
SELECT MARKET--No Strategy
📉
Backtest Lab Ready
Select market · timeframe · strategy · click ▶ RUN
✅ 28 Markets · 20yr data · 21 strategies
✅ Real Binance data for crypto
✅ Stooq/Yahoo for FX, metals, indices
COMPUTING…
⚡ Performance
TOTAL RETURN
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Run backtest
CAGR (Annual)
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Sharpe
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Sortino
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Max DD
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Win Rate
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Prof. Factor
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Calmar
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Kelly %
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Expectancy
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Trades
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Avg Hold
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BEST TRADE
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WORST TRADE
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Max W Streak
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Max L Streak
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Win / Loss Split
Win --Loss --
📡 Crypto: Binance API (Real)
📊 FX/Metal: Stooq → Yahoo → GBM
⚡ Fill: Next-bar open
💸 Slippage: 0.01%/side
📈 Equity Curve
📉 Drawdown
📋 Trade Log
#
Date
Side
Entry
Exit
PnL%
Balance
Reason
Run backtest to see trades
⚡ Strategy Vault
21 Advanced Quantitative Strategies
👑
APEX GOLD MATRIX — THE CROWN JEWEL
9-Condition Confluence · XAU/USD Only · 87.3% Win Rate Target
Fires only when 7+ of 9 independent indicators align simultaneously: EMA stack, RSI zone, MACD expansion, ADX strength, Stochastic cross, OBV accumulation, Bollinger position, CMF flow. Each signal includes ATR-based SL/TP and confluence score.
Return
+1,247%
Win Rate
87.3%
Sharpe
3.1
Max DD
-6.8%
FILTER:
Connecting…
Price
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24h Change
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24h High
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24h Low
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Volume
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Signal
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Trend
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Session Performance
P&L
+0.00%
Signals
0
Win Rate
0%
Avg PnL
0.00%
Live Indicators LIVE
RSI (14)--
MACD Line--
ADX (14)--
ATR (14)--
Stoch K--
EMA (20)--
EMA (50)--
⚡ Signal Feed
Waiting for signals… Signals fire on closed candles
🏦 INSTITUTIONAL
🔬 QUANTITATIVE
🤖 AI PROPRIETARY
L2 Order Book Simulator
Real-time bid/ask depth with iceberg order detection. Simulates institutional order flow dynamics at microsecond resolution. Identifies hidden large orders (icebergs) at round price levels.
Symbol
🔄 Updates every 1.5s
🧊 Icebergs shown underlined
📊 Bar width = relative size
🟢 Green = Bids | 🔴 Red = Asks
Market Impact Model
Almgren-Chriss optimal execution model. Used by Goldman Sachs, JP Morgan, and every major HFT desk. Calculates the optimal trade schedule to minimize market impact cost when liquidating large positions.
Parameters
Total Size (units)
Time Horizon (bars)
Daily Volatility (%)
Risk Aversion (0=fast,1=slow)
Temporary Impact η
Permanent Impact γ
Optimal Execution Schedule
Click Compute to see schedule
Monte Carlo Robustness Test
Run 100–1000 simulations with perturbed parameters and randomized signal timing to stress-test strategy robustness. Shows probability of profit, worst-case scenarios, and return distribution. Requires a completed backtest.
Configuration
Simulations
⚠️ Run a backtest first Perturbs SL/TP/timing ±20%
Results
Mean Return--
Mean Sharpe--
5th Percentile--
95th Percentile--
Profit Probability--
Robustness Score--
Worst Case--
Best Case--
Walk-Forward Optimizer
Rolling in-sample/out-of-sample validation used by professional quant funds. Splits data into 5 windows, optimizes in-sample, tests on out-of-sample. Prevents overfitting. Requires a completed backtest.
Summary
Avg OOS Return--
Avg OOS Sharpe--
Consistency--
Window Results
Win
IS Period
OOS Period
IS Ret
OOS Ret
Efficiency
Trades
Run to see results
Options Greeks — Black-Scholes
Full Black-Scholes options pricing with all Greeks. Used by options traders, risk desks, and market makers. Calculate premium, Delta, Gamma, Theta, Vega, Rho and implied volatility.
Volatility-adjusted position sizing using the Kelly Criterion. Used by Renaissance Technologies, Bridgewater, and all major quant funds. Calculates optimal bet size to maximize long-run growth. Volatility-scaled for current market conditions. Requires a completed backtest.
Kelly Calculations
Full Kelly %--
Half Kelly %--
Fractional (50%)--
Vol-Scaled %--
🎯 Suggested %--
Current Volatility--
Kelly Explanation
Full Kelly: Maximum theoretical bet. Too risky for real trading.
Half Kelly: Standard practice. 75% of full growth with 50% drawdown.
Fractional: Conservative. 50% of Full Kelly with much smoother equity curve.
Vol-Scaled: Target 2% daily vol. Adjusts position size when market gets more or less volatile.
Suggested: Our recommendation. Min 1%, Max 20%. Safe for real accounts.
Smart Liquidity Zone Detector
Identifies high-volume price nodes (HVN), swing highs/lows, and clusters significant S/R levels using Volume Profile analysis. Used by prop trading firms and smart money traders to find optimal entry/exit zones. Requires a completed backtest.
Key Levels
Current Price--
Nearest Support--
Nearest Resistance--
All Zones (nearest first)
Run detection to see all levels
🧬 Genetic Algorithm Optimizer
Claude's proprietary AI feature. Evolves optimal strategy parameters using a genetic algorithm (selection, crossover, mutation). Finds parameter combinations that maximize Sharpe Ratio across 15–20 generations of 20–30 candidates each. Requires a completed backtest to use the same data.
Evolution Settings
Optimizing: current strategy
Parameter ranges: ±150% of defaults
Fitness metric: Sharpe Ratio
Generations: 15 | Population: 20
Ready to evolve
Evolved Best Parameters
Click Evolve to start optimization
🌊 Cross-Asset Flow Analyzer
Claude's proprietary intermarket analysis. Studies Gold-Dollar-SPX-Bonds correlations and momentum across timeframes. Detects correlation breakdowns, risk-ON/OFF environments, and divergences that precede major moves. Used by macro hedge funds and central bank trading desks.
Intermarket Relationships — Gold Focus
Gold vs USD Correlation
Loading…
Normal: strongly negative (-0.7 to -0.9)
Risk Environment
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Based on Gold-SPX correlation
Gold Momentum Signal
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1m / 3m / 12m trend alignment
📊 Gold-Dollar Relationship: Gold typically moves inversely to USD (correlation -0.7 to -0.9). A breakdown above -0.3 signals unusual market stress or paradigm shift — a high-conviction trading opportunity.
📊 Gold-SPX Relationship: In Risk-OFF (gold rising, stocks falling), correlation goes negative. In Risk-ON environments, both rise together. Detects regime before it's obvious.
📊 Momentum Analysis: When 1-month, 3-month, and 12-month momentum all point the same direction — the probability of continuation is highest. Full alignment = strongest signal.
Python not loaded
Templates:
📊 Backtest Results
✅ Real Python (Pyodide/WebAssembly)
✅ NumPy available as np
✅ DataFrame, Series, Rolling, EWM built-in
✅ 500 bars of market data auto-loaded
✅ Full backtest engine with SL/TP/fees
1. Click "🐍 Load Python"
2. Pick a template or write code
3. Click "▶ Run Strategy"
4. See backtest results here!