How it works
The engine behind every strategy.
One pipeline turns the entire US equity market into a short list of vetted picks. It runs in four layers: data, math, live-web research, and a vote. Every strategy on this site runs on the same engine.
Four layers, one pick.
A candidate enters at the top as a row in the market and leaves at the bottom as a vetted pick, or it is dropped along the way. Each layer adds a different kind of scrutiny.
Layer 1 · Data
The whole market, as raw material
Six kinds of data on every public US company, pulled daily and stored exactly as it was known on the day. We own the substrate every signal is built on, not a feed of someone else's picks.
- ~7,000 US equities
- Prices · fundamentals · insider · analyst · news · earnings
- Daily history since 2022
- Point-in-time
Layer 2 · Quant engine
Math ranks the candidates
Momentum and quality screens score the universe and rank it. Every strategy is proven on a walk-forward, out-of-sample backtest before a dollar trades. The warehouse of clean history is the part a competitor can't copy overnight.
- 12-1 momentum
- Quality screens
- z-scored
- Walk-forward · out-of-sample
- No look-ahead
Layer 3 · AI research
Live-web research on every name
Each surviving candidate gets a fresh research brief built from live web search by Perplexity, not stale model memory. It catches what the math can't see: an SEC probe, an acquisition, a broken supply chain.
- Perplexity · grounded
- Five-section brief
- Per candidate
- Live web, not training data
Layer 4 · Verdict council
Three AI models vote
Gemini, Claude, and OpenAI each read the same brief and vote PROCEED, CAUTION, or SKIP. Two or more SKIPs veto the name. For live strategies the gate is fail-closed: no clear verdict, no trade. Every vote and reason is logged.
- Gemini · Claude · OpenAI
- PROCEED / CAUTION / SKIP
- Two SKIPs veto
- Live = fail-closed
- Full audit trail
A vetted pick
Placed on a real broker account, marked daily, and shown to you in full: the rank, the factor values, the research brief, and all three verdicts.
One engine. Many strategies.
Each strategy is a product on top of the same pipeline. Adding one is a new set of rules and a backtest, not a new platform, so the cost of the next strategy is small and the rigor is identical.
- LiveView →
Quality Momentum
Real capital, monthly rebalance, with a daily paper shadow as control.
- Research-stageView →
Analyst Upside
Paper-traded today. Backtest history is still accumulating.
- Just launchedView →
Bottleneck Solvers
Paper-traded since June 2026. Live track and backtest still accumulating.
- On the roadmap
Hierarchical Risk Parity
Risk-parity allocation across the universe by return-correlation clusters.
More strategies are on the roadmap. Each ships only after its own out-of-sample backtest clears.
Why you can trust the numbers.
A track record is only worth as much as its bookkeeping. Four design choices make this one auditable instead of marketing.
See the track record →- IsolationPaper and live never touch
- Paper and live run on separate broker accounts in separate environments. A live order can't reach the paper book: the broker confirms the connected account before any order is placed.
- ReconciliationEvery pick reconciles end to end
- Pick, decision, order, fill, position: one audited chain, reconciled every day against the broker's actual positions. The headline return and the equity curve are computed from the same executed fills.
- BoundaryThe site is read-only
- The website reads a small set of public database views through a restricted login. Only normalized percentage returns cross the wire, never dollar balances. The broker connection stays off the site.
- Single sourceOne drawdown number
- Max drawdown is computed once on the backend and read from a single column, so the figure you see can't drift from the figure we record.
See the engine at work, pick by pick.
Every strategy publishes its rules, its backtest, its live paper track, and the reasoning behind each name. Read it, then decide.