Invite-only beta systematic research platform

Strategy Lab

Build, stress-test, compare, blend, and export rules-based stock and ETF strategies across technical, fundamental, ownership, risk, yield, and allocation signals.

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Invited beta access is open now Invited users can accept their email link and use the app during beta. Billing remains off while beta access is free.
Multi-stepFilter, rank, gate, route
Point-in-timeHistorical research discipline
ExportableAllocation and rebalance CSVs
Private betaOne workspace per user

From idea to reviewable allocation.

Strategy Lab is built for research loops: define a universe, stack signals, validate behavior, then export the exact rebalance history needed for independent review.

1

Choose a universe

US equities, ADRs, broad ETFs, sectors, countries, themes, alternatives, or a custom basket.

2

Layer signals

Combine market cap gates, moving-average rules, volume behavior, yield, profitability, growth, valuation, and risk controls.

3

Backtest and compare

Review CAGR, Sortino, Calmar, Sharpe, drawdown, volatility, win rates, yields, holdings, and benchmark spread.

4

Save and export

Save screens, blend models, inspect every rebalance, and export clean long-form allocations.

Outputs that show the work.

Not just a scorecard. The dashboard exposes the path from rule design to realized portfolio behavior.

Strategy builder with screening rules and output preview
Screen builderStack filters, rankings, gates, holdings, rebalance cadence, and weighting rules.
Performance dashboard with risk metrics and benchmark diagnostics
Risk dashboardCompare return, downside, volatility, win rates, and benchmark behavior.
Rebalance history table with export button
Rebalance exportAudit and export exact holdings, ranks, weights, and turnover by rebalance date.

Interface images are illustrative research views. Backtests and charts are hypothetical, do not reflect actual client results, and depend on selected universe, dates, assumptions, costs, and data availability.

Signal research without the toy constraints.

Use single factors for discovery, multi-factor blends for portfolio design, and conditional routing for risk-off behavior.

Technical engine

Momentum, slope, trend, volatility, volume, breadth-style logic, and custom lookbacks built for fast experimentation.

Fundamental engine

Valuation, profitability, growth, yield, balance sheet, cash flow, ownership, and event-aware factor families.

Portfolio engine

Equal weight, score weight, blends of saved models, cash or ETF fallback logic, and rounded allocation exports.

Simple beta pricing.

Two tiers only: Base stays under development for now, while Pro is the full advisor-grade research workspace we have been building.

Base

Under development
TBD

Base will be designed later after the Pro workflow is hardened with early users.

  • Pricing and feature scope not finalized.
  • No checkout access during the initial beta.
  • Contact and demo requests remain open.

Pro

Private beta
$500/month

Full access for systematic strategy research, backtesting, blends, charts, methodology review, and allocation exports.

  • Generous professional fair-use backtesting and saved-screen blending.
  • Unlimited saved screens and cached reruns.
  • Long-form rebalance exports with normalized portfolio weights.
  • Email-locked referral discount codes supported in checkout.
  • Open-ended optimizer sweeps and LLM-driven auto-optimization are not included.

Invited beta users can use the app free now. Billing setup remains pending for launch.

Built for advisors who want evidence before conviction.

Strategy Lab gives research-driven teams a fast way to turn investment intuition into systematic rules, then challenge those rules against history before client capital is involved.

Large cap equities US + ADRs Sector ETFs Country ETFs Thematic ETFs Alternatives Custom baskets Saved strategy blends

RIA model research

Create allocation screens, benchmark them, and maintain auditable rebalancing history.

Independent B/D pilots

Give teams a controlled research workspace without exposing raw data plumbing to end users.

ETF rotation

Build tactical baskets across sectors, themes, countries, commodities, bonds, and alternatives.

Factor discovery

Scan single and paired variables to find durable, risk-adjusted signal combinations.

Important beta disclosures: Strategy Lab is research and analytics software. It does not execute trades, custody assets, provide individualized investment advice, or guarantee future results. Backtests, rankings, signal tests, exports, and screenshots are hypothetical model outputs and may be affected by data limits, hindsight, overfitting, assumptions, costs, taxes, liquidity, and execution differences.

Professional users are responsible for their own compliance review, books and records, client communications, and suitability or fiduciary obligations before using any output externally.

Backtest Disclosure Terms of Use Privacy Policy

Bring sharper models to the beta.

Invite-only beta access is available now for advisors and investment teams willing to pressure-test the research workflow and help shape the production platform.

  • Private workspace access with saved screens scoped to each user.
  • Hands-on onboarding for strategy design, exports, and benchmark review.
  • Early pricing for firms that help harden the beta before wider release.

Prefer direct email? Use [email protected].