Quantitative Precision for
Independent Investors
Unite multi-factor dynamic screening, zero-lookahead point-in-time backtesting, and automated non-custodial broker execution. Eliminate the broken workflow of disconnected spreadsheets, screeners, and manual orders.
Magnificent 5 Momentum Rotation
Rotates top US mega-cap tech leaders by 12-month relative price momentum. Backtested with 5 bps slippage against SPY benchmark.
Replace 4 Disconnected Tools with One Unified Closed-Loop
Self-directed traders waste hours jumping across screeners, spreadsheets, and brokers. AlphaSteady bridges the entire cycle.
Dynamic Universe Screener
No more static watchlists. Filter across PE, ROE, revenue growth, and 3M/6M/12M momentum to identify top-decile market leaders.
Point-in-Time Backtesting
Strictly aligned with official Point-in-Time 10-Q/10-K filing dates. Models slippage and commissions against SPY benchmark with zero lookahead bias.
Automated Broker Execution
Automatically calculates target share weights at 15:50 EST. Executes sell-first rebalancing with fractional shares down to $1.
Production-Ready Systematic Strategies
Validated through academic factor models and real historical market data. 1-click backtest and deployment.
Magnificent Momentum 5
Ranks mega-cap tech leaders (NVDA, AAPL, MSFT, AMZN, GOOGL, META, TSLA) by 12-month relative price momentum, equally allocating to top 3 leaders.
Buffett Quality & FCF
Focuses on ROE > 15%, reasonable PE multiples, and robust free cash flow across wide-moat stalwarts (AAPL, BRK.B, JNJ, PG, JPM, GOOGL, MSFT).
Defensive Low-Beta Shield
Screens consumer staples and healthcare leaders (JNJ, PG, KO, PEP, WMT, MCD, XOM) for dividend yields > 2.5% and low historical volatility.
Why Choose AlphaSteady?
See how AlphaSteady compares to Finviz, TradingView, Composer.trade, and Portfolio Visualizer.
| Feature / Capability | AlphaSteady (This Platform) | Finviz Screener | TradingView | Composer.trade | Portfolio Visualizer |
|---|---|---|---|---|---|
| Dynamic Multi-Factor Screener | Valuation + Quality + Momentum filters | Basic filters | Single-ticker chart focus | Basic technicals only | Static tickers only |
| Cross-Sectional Rotation Backtest | No-code point-in-time rotation | No portfolio backtest | Requires complex PineScript | Visual logic blocks | Static asset allocation |
| Point-in-Time Filing Dates | Zero lookahead bias (filing_date) | Latest snapshot only | Susceptible to reporting delay bias | Opaque fundamental lags | Monthly macro focus |
| Automated Broker Execution | Automated MOC 15:50 rebalance | Not supported | Requires custom Webhook relay | Automated Execution | No broker execution |
| Fractional Share Rebalancing | Sell-first, down to 0.001 shares | Not supported | Whole shares only | Supported | Not supported |
| Custody & Account Security | 100% Non-custodial (SIPC insured) | Non-custodial | Non-custodial | Non-custodial | Non-custodial |
| Pricing & Open Architecture | Open-Access Institutional SaaS | $39.50/mo (Elite) | $29.95/mo (Pro+) | $38.00/mo (Pro) | $35.00/mo (Commercial) |
Zero Lookahead Bias: The True Quantitative Foundation
Why do most retail backtests collapse in real-world trading? Rigor makes all the difference.
Point-in-Time Filing Dates
While Q2 ends on June 30, companies typically file their 10-Q between July 25 and August 10. AlphaSteady never allows strategies to access financial statements before their official public filing date, eliminating lookahead bias.
Realistic Slippage & Friction Costs
Every trade incorporates a 5 bps (0.05%) liquidity slippage penalty by default. Only strategies that generate consistent alpha after real-world execution friction earn capital allocation.
15:50 EST Market-on-Close Execution
By avoiding opening volatility and executing 10 minutes before market close (15:50 EST), AlphaSteady accesses peak end-of-day liquidity, minimizing tracking error against daily closing bar backtests.
Frequently Asked Questions
Everything you need to know about our architecture, compliance, and execution mechanics.
What is Point-in-Time (PIT) backtesting, and why do typical backtesters fail? ▼
Standard backtesting software mistakenly uses the fiscal quarter end date (e.g. 2023-06-30) to populate fundamental ratios. In reality, that 10-Q filing wasn't publicly accessible until August 5. Using unreleased data in July introduces fatal lookahead bias, causing inflated paper returns. AlphaSteady strictly indexes official Point-in-Time timestamps (filing_date), guaranteeing historical realism.
How does AlphaSteady connect to brokerages? Is Paper Trading supported? ▼
AlphaSteady natively supports major institutional broker APIs (including Alpaca). Simply enter your API credentials in the Execution Console. Paper Trading is enabled by default with a $100,000 virtual balance for risk-free strategy validation before deploying real capital.
Do I need to pay expensive external market data or exchange subscription fees? ▼
No external data subscriptions required. AlphaSteady directly embeds institutional-grade split-adjusted market feeds across 9,000+ US equities and official Point-in-Time regulatory company fundamentals. Cross-sectional factors are pre-computed in our proprietary high-throughput time-series engine for sub-second query and backtest performance, fully bundled into your plan.
Does AlphaSteady hold custody of my funds? How is my account protected? ▼
Never. AlphaSteady is strictly a non-custodial software and technology provider. Your capital remains safely held in your personal SIPC-insured brokerage account. AlphaSteady can only submit trading orders via your authorized API keys; it cannot withdraw or transfer funds.
How does the 'Sell-First' rebalancing algorithm protect cash balances? ▼
On scheduled rebalance dates, the system first liquidates exiting or overweight positions to release settled cash before submitting buy orders for incoming positions. Coupled with a 30% single-stock maximum weight guardrail, this eliminates cash overdrafts.
Can beginners use the prebuilt strategies immediately? ▼
Yes. The platform includes three prebuilt strategies: Magnificent 5 Momentum, Buffett Quality & Value, and Defensive Low-Beta. You can load and backtest each with a single click, then dry-run in Paper Trading mode to build systematic trading confidence.
Ready to Upgrade Your Systematic Trading Workflow?
No complex Python setup. No expensive data subscriptions. Start testing and automating your equity strategies in your browser today.