
See, filter, screen, and compose your entire strategy library in one system — from individual signals to institutional-grade portfolios.
See all strategies at a glance. Filter by Sharpe ratio, max drawdown, category, or creation date. Sort, group, and drill into any strategy with one click.
Auto-naming, tagging, and categorization keep your library searchable as it grows from 10 to 2,000 strategies.
Filter strategies by IC (Information Coefficient), ICIR (IC Information Ratio), and Sharpe ratio. Only the statistically robust signals advance to composition.
Compose 1,000+ qualified signals into one trading system using institutional portfolio construction methods.
Free tier includes the C++ backtest engine, regime detection, and YFinance + Dukascopy data — everything you need to start building at scale.