⚡ NO-CODE STRATEGY WIZARD
Build Your Custom Quant Strategy in 4 Steps
Point-in-Time · Zero Lookahead Bias
Step 1: Universe
01
Step 2: Core Factor
02
Step 3: Allocation
03
Step 4: Verify & Save
04
Strategy Configuration (Point-in-Time)
Total Return
--
CAGR
--
Max Drawdown
--
Sharpe Ratio
--
Win Rate
--
Alpha Benchmark
--
Stop Exits
0
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Underwater Drawdown (%) & Recovery Days
Max Duration: -- days
Allocation Alpha
--
Selection Alpha
--
Interaction Effect
--
Total Active Return
--
Strategy Equity (NAV)
Benchmark (SPY)
Forward Monte Carlo Stress Testing (1,000 Bootstrap Paths) 1-Year Horizon (252 Days)
Statistically projects tail ruin probability, Value at Risk (VaR 95%), and confidence fan chart.
1-Yr VaR (95%)
--
Worst 5% Threshold
Expected Shortfall (CVaR)
--
Avg Loss Beyond VaR
Prob. of Ruin (DD > 20%)
--
Severe Drawdown Odds
Win Probability (Return > 0)
--
Profitable Path Ratio
Expected Annual Return
--
Mean Path Outcome
95th Percentile (Bull Case)
50th Percentile (Median)
5th Percentile (Tail Risk)
1,000 Iterations • Non-Parametric Stationary Bootstrap
Monthly Returns Heatmap (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Run backtest to populate historical monthly returns matrix. | |||||||||||||