Portfolio
$102,800
P&L
+$380+0.37%
Day Range
H+$520L−$85
Benchmark
SPX
NDX
RUT
Cash Available
$26,720
Buying Power
$58,400
Margin Used
43%
Open Positions
12
4 long · 8 short
Pending Orders
3
2 limit · 1 stop
Active Strategies
3
01
Research
Data you can trust. Down to every delist.
Survivorship-bias-free US equity index history, deep coverage across equities, futures, forex, and crypto — or bring your own.
Every strategy must earn it. Five stages. No shortcuts.
Every strategy is optimized, stress-tested across unseen data, and validated in live conditions—before a single dollar is committed.
01
In-Sample optimization
Every parameter combination searched, ranked, and stress-tested on historical data.
02
Out-of-Sample testing
If it only works in-sample, it's probably curve-fit. Out-of-sample tests it on data it's never seen.
03
Holdout validation
A pre-defined slice of data, sealed from the start. Strong holdout performance strengthens confidence that the edge is real.
04
Live Simulation
Runs in real-time with little or no capital. Execution, timing, and slippage verified.
05
Capital Deployment
Capital introduced gradually. Performance proves out under real conditions.
Only the best get through. That’s the point.
AlphaFind is a filter, not an oracle. Most ideas fail here—so they don’t fail with real capital.
Strategy Ideas
Hypothesis
In-Sample
Out-of-Sample
Holdout
Live Simulation
Capital Deployment
Start with an idea. AlphaFind helps explore it.
Part professor, part assistant, part lab — the scientific structure and tools to test whether your idea holds water.
Project Name
Instrument Universe
Search instruments...
Data Start
Data End
Holdout Period
Performance Requirements
Sharpe
> 1.2
CAGR
> 10%
Max DD
< 5%
Strategy Philosophy
Entry Logic
Evidence over intuition. Each stage keeps score.
Each phase must produce enough evidence to move forward. If it doesn’t hold up, it doesn’t get deployed.
In-Sample
✓
2.14
Sharpe
18.3%
CAGR
-5.3%
Max DD
Out-of-Sample
✓
1.86
Sharpe
17.0%
CAGR
-7.0%
Max DD
Holdout
✓
1.72
Sharpe
15.6%
CAGR
-8.7%
Max DD
Live Simulation
Paper live · real-time execution
✓
1.61
Sharpe
14.3%
CAGR
-10.4%
Max DD
Capital Deployment
Deployed with real capital
1.52
Sharpe
target > 1.2
12.9%
CAGR
target > 10%
-12.1%
Max DD
target < 15%
Your alpha. Your machine. Private by default.
Everything runs locally — nothing leaves your machine unless you choose to share it.
Your IP, Your Vault
Strategy logic, parameters, and research data stay on your device by default. You decide what leaves your machine.
Work Offline
Optimization, backtesting, and validation all run locally — no internet required. Connect when you want to, not because you have to.
No Cloud Compute
Every backtest runs on your hardware, not someone else's server. No metered bills, no usage tracking, no data collection.
02
Charts
No lag. No web engine. Your GPU, unleashed.
Every frame rendered by your GPU at native resolution.
Fluid, pixel-perfect, and fast.
Fluid, pixel-perfect, and fast.
120 FPS
AAPL1D
O—H—L—C—Vol—
SMA(10)—
SMA(25)—
BB(20,2)—
RSI(14)—
Professional-grade charting. Nothing held back.
70+ drawing tools, 150+ indicators, 21 chart types, up to 16 panels per workspace, visual simulation replay, one-click export, unlimited alerts, custom timeframes — and more.
Draw
Indicators
Chart Types
Layouts
Simulation
Linked
70+ Drawing Tools
Fibonacci
Gann
Pitchforks
Channels
Patterns
Annotations
Mar 31Mar 31Mar 31Mar 31Mar 31
150+ Built-in Indicators
Build Your Own
Community Library
Indicator Exchange
CANDLESTICK
BARS (OHLC)
HOLLOW CANDLES
VOLUME CANDLES
HEIKIN ASHI
LINE
LINE WITH MARKERS
STEP LINE
AREA
HLC AREA
BASELINE
COLUMNS
HIGH-LOW
RANGE
RENKO
KAGI
POINT & FIGURE
LINE BREAK
VOLUME FOOTPRINT
TIME PRICE OPP.
SESSION VOL PROFILE
21 Chart Types
1
2
3
4
5
6
7
8
10
12
16
NVDA
MSFT
AMZN
META
TSLA
GOOGL
55+ Layouts
Up to 16 Panels per Workspace
Entry Logic Gates
SMA(10) > SMA(20)
RSI(10) > 50
Exit Logic Gates
SMA(10) < SMA(20)
RSI(10) < 50
Entry Met
Entry Near
Exit Met
Exit Near
Not Met
1×
2×
5×
10×
Bar-by-bar Replay
Variable Speed
Forward & Reverse
AAPL · 1D
A
Oct 19Dec 2Jan 13
NVDA · 1D
A
Oct 19Dec 2Jan 13
TSLA · 1W
B
Oct 16Dec 1Jan 16
TQQQ · 1D
B
Oct 19Dec 2Jan 13
AMD · 1W
C
Oct 16Dec 1Jan 16
GLD · 1W
C
Oct 16Dec 1Jan 16
Symbol
Crosshair
Scroll
Zoom
Test millions of combinations. See the full picture.
Results in seconds, not hours.
Robust performance shows up as a plateau, visible at a glance.
Robust performance shows up as a plateau, visible at a glance.
Risk, return, and consistency. One view. Full clarity.
CAGR, Sharpe, and drawdown plotted together.
The efficient frontier reveals where the strongest strategies converge.
The efficient frontier reveals where the strongest strategies converge.
03
Strategy
Work the way you think. AlphaFind adapts to you.
Plain language, code, or visual diagrams — whichever you choose, AlphaFind translates between all three automatically.
Plain English
Code
Visual Builder
Plain English
Message Gilbert...
Code
class MomentumCrossover(Strategy):
"""Dual SMA crossover with RSI filter."""
# Optimisable parameters
fast = ctx.param("fast", 25, 5, 50)
slow = ctx.param("slow", 50, 20, 200)
rsi_thresh = ctx.param("rsi_thresh", 50, 30, 70)
def indicators(self, data):
self.fast_sma = ctx.indicator("SMA", close, self.fast)
self.slow_sma = ctx.indicator("SMA", close, self.slow)
self.rsi = ctx.indicator("RSI", close, 14)
def entry_signal(self):
trend = self.fast_sma > self.slow_sma
momentum = self.rsi > self.rsi_thresh
return trend & momentum # AND: both required
def exit_signal(self):
trend_lost = self.fast_sma < self.slow_sma
rsi_weak = self.rsi < self.rsi_thresh
return trend_lost | rsi_weak # OR: either triggers
def compute_weights(self, data):
w = np.where(self.entry_signal(), 1.0, 0.0)
w[self.exit_signal()] = 0.0
return ctx.fill_forward(w)
Visual Builder
LIVE SYNC
Strategy locked in.
Now watch it perform.
Now watch it perform.
Inside Forge, your equity curve is always running — change a parameter, see the impact instantly.
SMA Fast
SMA Slow
RSI
NVDA1DSMA(25)—
SMA(50)—
RSI(14)—
RSI(14)
Equity
0.00
Sharpe
vs. Buy & Hold
0.0%
CAGR
vs. Buy & Hold
0.0%
Max DD
vs. Buy & Hold
0%
Win Rate
A complete quant workflow. Brutally fast.
From parameter search to robustness testing, every method is built in and works together natively.
Up to 50,000 backtests / sec · single-instrument peak
Search
Grid Search
Exhaustive parameter sweep
Random Sampling
LHS · Sobol · quasi-random
Bayesian
Gaussian process surrogate
Simulated Annealing
Escapes local optima
Evolutionary
Genetic Algorithm
NSGA-II · multi-objective
Differential Evolution
Mutation-based optimization
Particle Swarm
Swarm convergence search
CMA-ES
Adaptive covariance strategy
Validation & Stress Testing
Walk-Forward
Anchored · rolling · expanding
K-Fold CV
Stratified · repeated · grouped
CPCV
Purged cross-validation
Monte Carlo
Bootstrap · permutation
Build it. Validate it. Trade it. Without switching tools.
Connect directly to your Interactive Brokers account and manage execution, positions, and risk from the same platform you use for research and strategy development.
Interactive Brokers
alex_tU482···Live
Connected
🇺🇸NYSEOpen
04
Community
Find your next edge. Or sell your own.
A marketplace for strategies and indicators — built by the community, available to everyone.
STAFF PICK
SPX Regime Momentum
Sharpe 1.87 · Max DD −12.4% · CAGR 18.2% · 3Y
vs SPX: +8.4% · Updated 2d ago
1.87Sharpe Ratio
3Y Backtest · Verified
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PairsBACKTEST
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534 users$19
Mean Rev VERIFIED
ETF Mean Reversion
Sharpe 1.24 · DD −14.1%
2,104 usersFree
BreakoutSTAFF PICK
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891 users$24
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MacroLIVE TRACKED
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Sharpe 1.42 · DD −11.8%
189 users$39
Mean Rev VERIFIED
RSI Divergence Scanner
Sharpe 0.98 · DD −18.5%
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Sharpe 1.71 · DD −13.2%
423 users$29
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1,856 users$35
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Sharpe 1.55 · DD −10.8%
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Sharpe 1.48 · DD −12.1%
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Not a forum bolted on. A community built in.
Discussion, mentorship, challenges, and roadmap voting — all inside AlphaFind, not scattered across separate apps, tabs, and platforms.
How to share a backtest — formatting guide & code snippets
VWAP bounce + volume filter on Russell 2000 — full 3yr walk-forward
Why I stopped using RSI — 10,000 backtests say it's noise after 2014
Open-sourcing my regime-detection framework
Overnight gap fade on ES futures
What's your actual edge?
Preview
strategy
VWAP bounce + volume filter on Russell 2000 — full 3yr walk-forward
Sharpe 2.1·CAGR 31.4%·Max DD -8.4%
Walk-forward analysis across Russell 2000 constituents using VWAP reversion with volume confirmation filter. Testing 2022-2025 with 6-month windows. Results hold across multiple market regimes including the 2022 drawdown.
💬 23 replies
Open thread →
Planned
Options chain data
OI, IV & skew
Crypto CEX feeds
Binance, Bybit, OKX
New broker integrations
Tradovate, Alpaca
Options strategy backtesting
Commission modelling
FX & futures data feeds
Mobile companion app
In Progress
AI signal alerts
Strategy sharing v2
PDF tearsheet export
Strategy marketplace
Public API access
Shipped ✓
Portfolio backtesting
Strategy builder
Performance metrics
Benchmark comparison
Monte Carlo simulation
Walk-forward engine
IBKR paper trading
CSV export
Dark mode
Custom indicators
Multi-timeframe support
Position sizing tools
Drawing tools
Parameter optimisation
SC
Dr. Sarah Chen✓ verified
Ex-Citadel Securities · PhD Econometrics, MIT
Systematic equity & portfolio construction
Systematic equity & portfolio construction
Specialises in: multi-factor models, stat-arb, risk-adjusted sizing, regime detection
"She reviewed my walk-forward setup live and spotted a lookahead bias I'd missed for months. Worth more than any course I've bought."
MW
Marcus Webb✓ verified
Ex-Goldman Sachs equity derivatives · 12 yrs on options desks
Options & volatility trading
Options & volatility trading
Specialises in: vol surface modelling, earnings plays, delta hedging, systematic options strategies
"Completely reframed how I think about IV rank and skew. He builds systematic frameworks around options — not just rules of thumb."
JL
James Liu✓ verified
Ex-Two Sigma · MSc Machine Learning, Stanford
Alternative data & ML signal research
Alternative data & ML signal research
Specialises in: alt data sourcing, NLP alpha, feature engineering, avoiding overfitting
🏆6d 14h
May 2025 — Live Sprint LIVE
algo_hunter
+14.7%
Sharpe 1.88
quant_wizard
+18.4%
Sharpe 2.14
mean_reverter
+11.2%
Sharpe 1.61
you — #23 · +6.2% · Sharpe 1.12
🧠OPEN9d left
Strategy Lab — May 2025
⚡OPEN2d left
Speed Round — May 2025
🎯UPCOMINGNEXT UP
Momentum Breakout — June 2025
✓ENDED
Mean Reversion Open — April 2025
←
01 / 04
→
The core is built. Help us finish it.
Built by quantitative traders, HPC engineers, and research scientists with 60+ combined years in the markets. Founding members fund the final stretch to launch. Meet the team →
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