Add any stock to your watchlist and let our deep learning models predict its next move. Get daily, high-probability buy/sell alerts and backtest your strategies before risking capital.
13
Algorithms
1.7M+
Backtests
9
Exchanges
Choose a symbol below to interact with our real-time forecasting panel. Experience how our AI calculates targets and signals dynamically.
Our TFT models assign weights directly to historical price cycles, identifying which patterns correlate to future breakouts.
Spot equities utilize Local Specialist models, while options derivatives are routed to optimized Global Engines.
Calculates continuous probability distributions to prevent whipsaws, sizing bets exactly to transaction bounds.
Extracts premium decay under anti-persistent conditions, maximizing execution efficiency.
Imagine a chess grandmaster who has memorized millions of historical games. When they look at the board, they don't guess their opponent's next move. Instead, they instantly recognize the configuration of pieces, map it to past victories, and calculate the highest probability path to win.
That is exactly how our predictive engine operates. We utilize state-of-the-art Transformer Models—the exact same neural sequence architecture behind systems like ChatGPT. However, instead of teaching the models English or code, we trained them on millions of hours of historical microstructural data across 9 global exchanges.
It parses volumes, prices, volatility anomalies, and macro yields, then simulates thousands of future outcomes. The result is a clear daily forecast with specific targets and buy/sell alerts. No emotional trading, no guessing—just mathematical advantage.
Our engine runs model calculations in the background, keeping the dashboard lightning fast.
Each stock pick and alert is categorized by one of our 13 specialized playbooks, designed to extract returns from specific structural inefficiencies.
Filters for assets where volume is low relative to price changes, capturing the premium paid by the market to hold less liquid assets.
Uses Average True Range breakouts and directional momentum filters to capture high-velocity, explosive trend starts.
Dynamically scales exposure constraints and alpha filters depending on the current market's efficiency state and regime volatility.
Optimizes active trading breadth (number of independent bets) and cross-sectional accuracy metrics to maximize the active information ratio.
Locates stocks that have overextended relative to their historical rolling averages, betting on a statistical snapback toward microstructural equilibrium.
Identifies long-term, persistent trend paths utilizing Hurst exponent filters (H > 0.55) and high-confidence neural networks.
Integrates size, value, momentum, and investment factors to capture multi-factor anomalies across the global equity universe.
Adjusts momentum vectors based on asset volatility, scaling back position exposure during volatile, choppy markets to stabilize returns.
Employs Deflated Information Coefficient algorithms to adjust predictive correlations for multiple-testing bias, filtering out false signals.
Designs positions to capture positive convexity (unbounded upside, limited downside) in markets characterized by fat-tailed return profiles.
Targets extreme, low-probability tail deviations in spot price, trading under the expectation of a rapid correction to baseline levels.
Incorporates rough fractional Brownian motion of volatility surfaces to identify and trade structural mispricings in options markets.
Focuses on writing near-the-money options to collect daily time decay (theta) in range-bound or anti-persistent (H < 0.35) markets.
Our Exogenous Dynamic Bayesian Network (ED-DBN) continuously monitors treasury yields and segment volatility, adjusting strategy rules for the active regime.
Market-wide volatility is low, liquid capital flows freely, and microstructural trends persist cleanly. Ideal for trend-following and breakout models.
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We anchor our packages to fit your trading volume. Prove your strategy works using our 90-day backtesting engine.