Portfolio Analysis v2

This tool is for research and educational purposes only. Past performance does not guarantee future results. Default: $10 buy + $10 sell commission. Questrade scenarios: $0 commission (CDR stocks) or 1.5% FX fee (US stocks). Consult a licensed financial adviser.
Stocks
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Picks
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Price Records
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Algorithms
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Backtests
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What-If Analysis
Compare Strategies
Compare Algorithms
Alt-Data Factors
Portfolio Templates
Stock Picks
Backtest History
Alpha Forge

What-If Parameters

Natural Language Query

Try: day trader, 2-day hold, 10% target | buy & hold 6 months | conservative swing, 10% TP, 3% SL | aggressive 1 week, 20% target

Compare All Strategies

Run all 10 preset scenarios against the same stock picks and compare performance side by side.

Compare Algorithms

Test each algorithm independently under the same trading rules.

Alternative Data Factor Families

7 research-backed alternative data families bolted onto the core algorithm engine. These factors provide incremental alpha beyond traditional price/volume signals.

Click a button above to explore the factor framework.

Portfolio Templates

Pre-configured portfolio strategies. Click "Backtest" to run a simulation.

NameTypeTP%SL%Hold CapitalCommissionPos SizeAction

Imported Stock Picks

TickerCompanyAlgorithmPick Date Entry $ScoreRatingRiskTimeframe

Saved Backtest Results

Run NameStrategyAlgosTrades Win RateReturn %Final $Max DD SharpeCreated

Alpha Forge — Quant Lab Engine

Regime-aware, multi-sleeve portfolio construction with 20+ expanded metrics. Dynamic allocation based on 4-quadrant market regime detection.

Current Market Regime

Detecting regime...

Regime Allocation

Sector Momentum Heatmap

Multi-Sleeve Portfolio Backtest

Three independent sleeves (Momentum Hunter, Quality Compounder, Event Arbitrage) weighted by the current regime, plus a cash reserve. Click Run to see how each sleeve performs.

Alpha Forge Composite Ranking

All tickers ranked by composite score: Momentum(25) + Quality(25) + Risk(25) + Signal(25). Grades A through F.

Ticker Deep Dive — Expanded Metrics

20+ Alpha Forge metrics: multi-horizon momentum, downside deviation, beta decay, Amihud illiquidity, PEAD drift, volume anomaly, tail risk, Kelly sizing, and more.

Feature Importance — Ablation Analysis

Which metric categories actually predict winning trades? Measured by ablation: remove one feature at a time and measure accuracy change.