Mode params
Tune the portfolio-construction params for this combination. Blank = inherit the global mode default. Run Snapshot / Backtest use these.
Positions & Rebalance
Review the proposed rebalance before applying.
| Symbol | Security | Sector | Change | Current | Proposed | Δ |
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| Symbol | Quantity | Price | Current Value | Cost Basis | Unrealized | Return | Target Weight | Actual Weight | Rebalance |
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| Rank | Symbol | Security | Sector | Target | Actual | Qty | Price | Value | P&L | Score | Adjusted |
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What-if Backtest
Run a backtest to hold the current/suggested holdings over the past year vs the benchmark.
Equity Curve
Drawdown
Period Returns
Risk Exposure rolling 21d volatility, annualized
Simulated Return Path
| From | To | Period Return | Cumulative |
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Rebalance History
Audit trail of pre → suggested → final rebalances.
| Proposed | Strategy | Prior | Suggested | Status | Decided |
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AI Portfolio Validation
DeepSeek review of this portfolio's positions, returns, rebalance drift, and risk flags.
Run validation to review the current holdings.
Stop-Loss Events
No stop-loss events yet.
| Time | Scope | Symbol | Entry | Trigger | Loss | Action | Realized P&L |
|---|
Live Account
Holdings Mix
Paper Account
Generated Exposure
Paper Performance
Generate or refresh a paper portfolio to calculate returns.
| Captured | Total Value | P&L | Total Return | Period Return | Drawdown | Invested | Cash |
|---|
Research Files
Saved artifacts from this portfolio's last analyses.
Covariance Risk
Run a research snapshot to generate covariance analysis.
Top Risk Contributors
Strategy Comparison
Latest available backtests across the current research universes.
| Strategy | Positions | Ending Equity | CAGR | Volatility | Max Drawdown | Gross | Net |
|---|
Assumptions & Disclosures
Use these constraints when interpreting model output or presenting the research product.
Research Scope
Outputs are model portfolios, rankings, risk measures, and historical simulations for research and education.
Backtest Limits
Backtests are hypothetical and depend on available data, transaction-cost assumptions, rebalance rules, and universe definitions.
Short Book Limits
Long-short simulations include dividend-adjusted price returns and dividend attribution, but do not yet include borrow availability, borrow fees, short rebates, or margin interest.
Data Roadmap
Production use needs institutional-grade market, fundamental, news, and point-in-time historical data.
New Mandate
Create reusable mandates and attach them to portfolios.
Backtest This Mandate Across Strategies
Select a mandate, pick the strategies to test, and find the sweet spot.
Model Portfolio
No portfolio generated yet.
| Rank | Side | Symbol | Sector | Weight | Score | News | Beta | Vol | RSI |
|---|
Equity Curve
Strategy value versus benchmark over the full backtest window.
Drawdown
Peak-to-trough loss path for strategy and benchmark.
Period Returns
Monthly or weekly strategy return bars.
Risk Exposure
Gross exposure after any risk overlay scaling.
Strategy Drawdown Comparison
Peak-to-trough loss across all backtest variants and the benchmark.
Simulated Return Path
Signed weights are applied to each period's stock returns.
| From | To | Strategy Return | Dividend Return | Benchmark Return | Stops | Turnover | Equity |
|---|
Backtest Latest Holdings
No backtest generated yet.
| Side | Rank | Symbol | Weight | Score |
|---|
Rebalance Trade Log
Entries and exits at each monthly rebalance.
| Date | Positions | Entered | Exited |
|---|
Earnings Season Overlay
Scan upcoming earnings and classify setup strength before events.
| Symbol | Date | Setup | Action | Core Wt | Overlay | Final Wt | Beat Rate | Avg Reaction | EPS Rev | ML Up | News |
|---|
Earnings Overlay Backtest
Latest baseline vs earnings overlay simulation.
| Research Action | Events | Correct | Win Rate | Avg Reaction | Avg Incremental |
|---|
Bad Earnings Short Drift
Post-confirmation short strategy after negative earnings surprises.
Equity Curve
Variant Sweep
| Variant | Hold | Trades | Win | Avg | Sharpe | DD |
|---|
Largest Winners
| Date | Symbol | Surprise | Short Return |
|---|
Largest Losers
| Date | Symbol | Surprise | Short Return |
|---|
Good Earnings Long Drift (PEAD)
Post-confirmation long strategy after positive earnings surprises.
Equity Curve
Variant Sweep
| Variant | Hold | Trades | Win | Avg | Sharpe | DD |
|---|
Largest Winners
| Date | Symbol | Surprise | Long Return |
|---|
Largest Losers
| Date | Symbol | Surprise | Long Return |
|---|
Security Analysis
Search a ticker or company, or select a symbol from a portfolio table.
Select a row to inspect earnings, indicators, score, and weight logic.
Live Market engine stopped
Delayed data: this feed is ~15 minutes behind the market. Signals are for research, not execution timing.
Watchlist
| Symbol | Last | Chg% | EMA20 | EMA50 | RSI | vs VWAP | Day range | Last signal |
|---|
Signals
Symbol
Order Ticket
Automation
| Time | Strategy | Symbol | Side | Notional | Decision | Reasons |
|---|
Automation Positions
| Symbol | Qty | Avg entry | Last | Unrealized P&L | Stop | Target |
|---|
Orders
| Time | Symbol | Side | Qty | Limit | Filled | Mode | Status | Detail |
|---|
How many securities should a portfolio hold?
Loading the latest Monte Carlo run...
Our strategy by number of stocks (vs benchmark)
Top-N names by model score, equal-weight, monthly-rebalanced. The benchmark row is shown for comparison; the best risk-adjusted rows are highlighted.
| # Stocks | CAGR | Volatility | Sharpe | Max DD | vs Bench (CAGR) |
|---|
Risk-Adjusted Return (median Sharpe)
Median Sharpe across random baskets per size. Shaded band = recommended range.
Outcome Dispersion (diversification benefit)
Std-dev of total return across baskets. The drop = idiosyncratic risk being diversified away.
Portfolio Volatility (median)
Annualized volatility actually experienced, by portfolio size and sector regime.
CAGR Outcome Spread (diversified regime)
p5-p95 and p25-p75 bands with the median. The fan narrows as the portfolio diversifies.
Sectors × securities
Each cell is a portfolio of N securities spread across exactly S GICS sectors. Does spreading wider actually reduce risk?
Single-Sector Portfolios (all 11 GICS sectors)
How the size-vs-risk curve looks if the whole portfolio is concentrated in one sector. Each line is a sector; the curve stops where the sector runs out of names.
Risk-Adjusted Return by Sector (median Sharpe)
Sharpe of single-sector equal-weight baskets versus how many names are held.
Outcome Dispersion by Sector
Within-sector idiosyncratic risk. Higher = riskier to pick the wrong names in that sector.
Sector ranking by median Sharpe
Single-sector portfolios compared at a common size all sectors can fill.
Outcomes by Size & Sector Regime
Median statistics across all Monte Carlo trials, per portfolio size and sector-exposure regime.
| Size | Sector Regime | Trials | Median CAGR | Median Vol | Median Sharpe | Median Drawdown | Dispersion | Avg Sectors |
|---|
Pipeline runs
Re-run a job
Queued to the background worker — long ingests do not block the page. Watch the run appear above.
Data freshness what each table actually holds
Bar gaps
Source attribution which feed served, came back empty, or failed
Risk Profiling Questionnaire
Answer the questions to determine your behavioural risk profile.