Adaptive Universe Stock Screener
Multi-factor machine learning evaluation calibrated to the active macroeconomic regime.
| Ticker | Sector | Price | ML Conviction | Signal | 12M-1M Mom | RSI(14) | Efficiency | Kelly Weight | Trade Blueprint |
|---|
Active Paper Trading Portfolio
Live position tracker with dynamic ATR trailing stops, profit targets, and automated regime rebalancing.
TOTAL EQUITY
+0.00%
$0.00
Starting: $0.00
TOTAL UNREALIZED P&L
$0.00
0.00%
LIQUID CASH RESERVE
$0.00
0.0% Cash
ACTIVE POSITIONS
0 Assets
Realized: $0.00
π‘οΈ Trailing Stop Defense
Stops Optimal
$0.00
Locked Profit Above Breakeven
Monotonic High-Watermark
β‘ Macro Exposure
Stress & Beta
1.00Ξ²
Systematic Beta vs SPY
Stress & Beta Hedging
π― Capital Alpha
IRS Wash-Sale Guard
$0.00
Harvestable Tax Loss
Allocation & Kelly
DAILY P&L VS MAX LOSS
$0.00
/ -$500 Max
ACCOUNT OPEN RISK (STOPS)
$0.00
(0.0% Eq)
RISK OPTIMAL
DAILY PROFIT TARGET & LOCK
$1,000 Target
π Unlocked
PROGRESS: 0%
β‘ ALPACA BROKER GATEWAY
Synced: --:--:--
TOTAL EQUITY
$0.00
+$0.00 (+0.0%) Today
SETTLED CASH
$0.00
0.0% Cash
DAY TRADING BUYING POWER (4X)
$0.00
Intraday 4x Leverage
OVERNIGHT BUYING POWER (2X)
$0.00
Reg T 2x Margin
SECURITIES MARKET VALUE
$0.00 Long / $0.00 Short
Open Portfolio Assets
MARGIN & PDT INVARIANTS
Maint: $0.00 | Mult: 4x
0 / 3 Day Trades
β‘ RAPID EXECUTION
BRACKET OCO READY
Risk-First Fast Bracket Order Ticket
Sizing derived dynamically from defined dollar risk: Shares = Math.floor(Risk $ / |Entry - Stop|)
DESTINATION:
ACCOUNT:
$141.23
WATCHLIST:
RISK PRESETS:
SIZING & BRACKET TARGETS
VALID 1:2.0 R:R
CALCULATED SHARES
CAPITAL REQUIRED
$5,931.66
AVAILABLE BUYING POWER
Loading BP...
TARGET 1 (2.0R, 50% EXIT)
$148.29 (+$150.00)
TARGET 2 (4.0R RUNNER)
$155.35 (+$300.00)
Active Portfolio Holdings
Monitored live with dynamic ratcheting trailing stops
Account View:
| Asset | Account | Shares | Cost Basis | Current Price | Market Value | Weight | Unrealized P&L | Trailing Stop | Target 1 | Target 2 | Action |
|---|---|---|---|---|---|---|---|---|---|---|---|
| No open positions. Click "Deploy $100k Portfolio" to allocate capital based on current regime. | |||||||||||
BLOTTER ACCT:
| Order ID | Account | Time | Ticker | Side | Type | Qty | Filled | Limit Price | Stop Price | Status | Action |
|---|---|---|---|---|---|---|---|---|---|---|---|
| No open working orders. Submit a bracket order to monitor live fills. | |||||||||||
π‘οΈ CHANDELIER ATR TRAILING RATCHET STUDIO
IRONCLAD DEFENSE
Automated Stop-Loss Chandelier & ATR Trailing Ratchet Studio
Chuck LeBeau chandelier exit volatility bands, monotonic high-watermark ratchets, capital preservation floors & runner protection
TOTAL PROTECTED PROFIT
$0.00
Guaranteed Above Breakeven
TOTAL CAPITAL AT RISK
$0.00
Max Loss to Stop Price
RATCHET ELIGIBLE ASSETS
0 Positions
Pending Stop Elevation
AVG STOP DISTANCE
0.0%
Weighted Volatility Buffer
PORTFOLIO DEFENSE GRADE
IRONCLAD
Risk Hedging Posture
MAX GIVEBACK RISK
0.0%
Max Forfeited Peak Gain
| Holding / Symbol | Shares | Cost Basis | Current Price | High Watermark | 14D ATR | Active Stop | Recommended Stop | Distance to Stop | Protected Profit | Capital at Risk | Ratchet Status |
|---|---|---|---|---|---|---|---|---|---|---|---|
| No active positions found. Deploy portfolio to activate dynamic chandelier trailing stops. | |||||||||||
Chandelier ATR Trailing Ratchet Studio ready. Select an ATR multiplier above to evaluate trailing exits and protect accumulated portfolio equity.
π― 3-TRANCHE DIP-BUYING ORCHESTRATOR ($40,403)
PAPER SANDBOX
Staged Capital Deployment & Multi-Account Compliance Router
Automated 3-stage capital deployment across NVDA, SMH & QQQ with AccountGuard T+1 GFV & IRA anti-short enforcement
WORKING CASH RESERVE
$40,403.00
IIAXX Cash Sweep Ingested
DEPLOYED TRANCHE CAPITAL
$0.00 (0 / 3)
Target: NVDA / SMH / QQQ
T+1 SETTLED CASH AVAILABLE
$40,403.00
Good Faith Violation Shield
BASELINE EQUITIES + CASH
$96,031.93
7 Core Holdings ($55,628.93)
Dynamic Volatility-Adjusted Trailing Stop Profiles (NVDA 3ΓATR, SMH 9.0%, QQQ 6.5%, Blue-Chip Core 5.3%β10.5%)
| Symbol | Category | Vol Stop Model | Entry / Ref | High-Water Peak | Current Price | 14d ATR | Trail Band % | Ratcheted Stop | Buffer % | Status |
|---|---|---|---|---|---|---|---|---|---|---|
| Loading volatility-adjusted stop matrix... | ||||||||||
Portfolio Fill & Order Journal
Audited trade executions, R-multiple expectancy & strategy attribution
EXPECTANCY / TRADE
$0.00
AVG REALIZED R-MULT
0.00R
WIN RATE (PROFIT FACTOR)
0.0% (0.00x)
TOP ALPHA STRATEGY
β
| Date | Ticker | Type | Shares | Price | Realized P&L | Strategy Notes |
|---|
π‘οΈ MACRO SHOCK SIMULATOR
ARMORED
Portfolio What-If Scenario Stress Tester
Simulate flash crashes, liquidity freezes, stagflation rotations, and melt-ups against active trailing stops
PROJECTED POST-SHOCK EQUITY
$0.00
-$0.00 (-0.0%)
TRAILING STOP DEFENSES
0 Stops Triggered
$0.00 Capital Saved
RESILIENCE RATING
100 / 100
ARMORED (A+)
LIQUID CASH AFTER DEFENSE
$0.00
Preserved Purchasing Power
Select a market shock scenario above to simulate portfolio defense mechanisms and projected equity impact.
| Asset | Pre-Shock Price | Simulated Price | Shock % | Pre-Shock Value | Post-Shock Value | P&L Impact | Stop Defense / Milestone |
|---|---|---|---|---|---|---|---|
| No open positions to stress test. Deploy portfolio to simulate shock dynamics. | |||||||
π‘οΈ MULTI-FACTOR BETA HEDGE & COLLAR
BALANCED CORE
Dynamic Multi-Factor Beta Hedging & Tail-Risk Collar Engine
Systematic market risk neutralization, dynamic beta targeting (ΞΞ² = Ξ²_p - Ξ²_target), inverse ETF sizing, and zero-cost options collar defense
PORTFOLIO BETA (Ξ²_p)
1.00
Benchmark Covariance
SYSTEMATIC DOLLAR RISK
$0.00
Market-Exposed Equity
TARGET NET BETA
0.50
Post-Hedge Beta
HEDGE NOTIONAL REQUIRED
$0.00
Systematic Offset (ΞΞ²)
-10% CRASH ALPHA SAVED
$0.00
Buffered Downside
EST. ANNUAL HEDGE DRAG
0 bps
Contango & Roll Cost
π Direct Inverse ETF Hedge Tickets
Liquid Systematic Neutralization
| Type | Ticker | Leverage | Price | Shares | Capital Req | % Equity |
|---|---|---|---|---|---|---|
| No hedge required at current beta. | ||||||
β‘ Zero-Cost Options Collar Defense
45-Day Benchmark Tail Protection
LONG PROTECTIVE PUT
$0.00
0 Contracts
SHORT COVERED CALL
$0.00
0 Contracts
Net Collar Outlay: $0.00
Floor Protection: -5.0%
| Holding | Sector | Equity Weight | Beta vs Benchmark | Systematic Exposure ($) | Portfolio Beta Contribution (%) |
|---|---|---|---|---|---|
| No open holdings found. Deploy portfolio to calculate beta decomposition. | |||||
Beta Hedging & Tail-Risk Collar Engine ready. Select benchmark and target beta to compute systematic market exposure and defensive options collar structures.
π ASSET & SECTOR ALLOCATION
DIVERSIFIED
Portfolio Allocation & Capital-at-Risk Studio
Real-time asset distribution, sector concentration limits, and downside-to-stop accounting
TOTAL ASSETS
$0.00
0 Positions
CAPITAL AT RISK (STOPS)
$0.00
0.0% max loss
TARGET 1 HARVEST POTENTIAL
$0.00
0.0% gain potential
PORTFOLIO RISK / REWARD
--
Asymmetric
Sector Concentration & Exposure
Max threshold: 35%
π§ AI QUANT AUDITOR
Portfolio Health, Success Rating & Optimization Engine
Input your personal holdings to evaluate regime alignment, concentration risk, and get actionable improvement blueprints.| Ticker Symbol | Shares | Cost Basis ($/share) | Estimated Value | Action |
|---|
βοΈ KELLY CRITERION SIZING
OPTIMAL ALLOCATION
Dynamic Kelly Criterion Position Sizing & Covariance Allocation Engine
Continuous geometric growth optimization f* = (pΒ·b - q)/b with fractional scaling, macro regime volatility attenuation, and position caps
EXPECTED GROWTH RATE (g*)
+0.0% / yr
Compounded Geometric Drift
PORTFOLIO KELLY FRACTION
0.50x
Target Variance Scaling
THEORETICAL DRAWDOWN BOUND
37.9%
Max Asymptotic Tail Risk
REBALANCING DELTA
0 Positions
$0.00 Capital Drift
OPTIMAL CASH BUFFER
5.0% ($5,000)
Volatility Buffer Preserved
| Holding | Current Weight | Win Rate (p) | Payoff Ratio (b) | Full Kelly (f*) | Optimal Weight | Target Capital | Target Shares | Sizing Delta | Allocation Action |
|---|---|---|---|---|---|---|---|---|---|
| No open holdings found. Deploy portfolio to calculate dynamic Kelly sizing. | |||||||||
Kelly Criterion Position Sizing Engine ready. Select fractional scaling above to evaluate geometric growth rates and position rebalancing adjustments.
ποΈ TAX-LOSS HARVESTING & ALPHA
OPTIMAL TAX POSITION
Automated Tax-Loss Harvesting & Wash-Sale Intelligence Engine
Continuous capital loss scanning, IRS Β§ 1091 30-day wash-sale protection, and correlated proxy replacement swap tickets
HARVESTABLE LOSSES
$0.00
Unrealized Capital Losses
ESTIMATED TAX ALPHA
+$0.00
Tax Savings Generated
TAX-ALPHA YIELD
+0.0 bps
Portfolio Return Boost
WASH-SALE LOCKOUTS
0 Active
IRC Β§ 1091 Restricted
HARVEST CANDIDATES
0 Positions
Eligible For Swap Ticket
| Holding | Shares | Cost Basis | Current Price | Unrealized Loss | Estimated Savings | Term | Wash Status | Proxy Replacement | Action |
|---|---|---|---|---|---|---|---|---|---|
| No tax harvest scan performed yet. Click "Scan Tax-Loss Opportunities". | |||||||||
Automated Tax-Loss Harvesting Engine standing by. Click "Scan Tax-Loss Opportunities" to evaluate holdings against IRS wash-sale rules and generate replacement tickets.
Walk-Forward Strategy Studio & Backtester
Strict out-of-sample event-driven simulation with realistic slippage, commission, and regime transition dynamics.
Comm (bps)
Slippage (bps)
TIER-1 HARVESTS
0
HARVESTED CASH
$0.00
RATCHETS TRIGGERED
0
STOPS HIT
0
TOTAL RETURN
--%
$---,---
CAGR (ANNUALIZED)
--%
SPY: --%
SHARPE RATIO (Rf 4.5%)
-.--
Sortino: -.--
MAX DRAWDOWN
--%
Calmar: -.--
WIN RATE & PROFIT FACTOR
--%
Profit Factor: -.--
Portfolio Cumulative Equity Growth
Strategy Equity vs S&P 500 Buy & Hold Benchmark (Walk-Forward 2020 - 2026)
Strategy
S&P 500 (SPY)
DATE: --
STRATEGY: --
BENCHMARK: --
ALPHA: --
DD: --
Portfolio Drawdown Profile (% Underwater)
Measures tail risk and capital preservation during market crashes (Synchronized)Recent Institutional Execution Log
Audited trade fills with execution slippage and commissions| Date | Ticker | Action | Shares | Exec Price | Realized PnL |
|---|
Monte Carlo 1,000-Path Simulation & Risk Sizing
Evaluates probability of ruin, 95% Value-at-Risk (VaR), and optimal Fractional Kelly position sizing.
1,000-Path Monte Carlo Trajectory (1-Year Forward)
Institutional probability cone with P5-P95 confidence fan and VaR 95% threshold
P50 Median
50% Core (P25-P75)
90% Fan (P5-P95)
5th Percentile (Tail Risk)
--%
50th Percentile (Median)
--%
95th Percentile (Bull Case)
--%
Institutional Sizing & Capital Protection
The mathematics of how hedge funds size trades without suffering Gambler's Ruin.
95% Value at Risk (VaR 1-Yr):
--%
Expected Shortfall (CVaR 95%):
--%
Probability of β₯20% Drawdown:
--%
Dynamic Kelly Criterion Calculator
Theoretical Full Kelly:
--%
Recommended Fractional Kelly (1/4 Kelly):
--%
Quant Rule: Never trade at Full Kelly. In real markets with fat tails, Full Kelly guarantees an 87% chance of a 50% drawdown. Institutional quants universally use Quarter-Kelly (25%) with volatility targeting.
Predictive Machine Learning & Market Regime Matrix
Architecture of the adaptive multi-factor ensemble model and state transition engine.
Market State Probabilities
Evaluated continuously via Realized Volatility Z-Score, Trend Efficiency (ER), and Moving Average dispersion.
Regime Transition Strategy Matrix
| Regime | Target Allocation | Primary Factor | Risk Stance |
|---|---|---|---|
| BULL_MOMENTUM | 95% Equity / 5% Cash | 12M-1M Momentum, Efficiency | Aggressive Alpha |
| SIDEWAYS_CHOP | 80% Equity / 20% Cash | Bollinger %B, RSI-14 | Mean Reversion |
| ROTATION_VOLATILE | 50% Equity / 50% Cash | Low-Beta, Quality, Energy | Defensive Rotation |
| CRISIS_BEAR | 0-15% Equity / 85-100% Cash | Capital Preservation / Hedge | Maximum Defense |
Dynamic Feature Importance & Weights
Online Purged Walk-Forward factor weights adapt as the market regime shifts.
12M-1M Momentum (Jegadeesh-Titman)
Captures persistent medium-term price trends while stripping out 1M reversal
+0.32 Weight
Kaufman Efficiency Ratio (ER-20)
Measures directional speed vs random noise to prevent false breakout whipsaws
+0.22 Weight
Normalized Volatility (NATR-14)
Penalizes erratic stocks to preserve portfolio Sharpe ratio
-0.18 Weight
Bollinger %B / 20-Day Z-Score
Identifies extreme standard deviation extensions for tactical mean reversion
-0.15 Weight
On-Balance Volume (OBV) Trend Slope
Detects institutional accumulation or distribution before price breaks out
+0.12 Weight