Features
TradeLocus organizes your trading edge into six stages. Every feature lives where you need it — and the back-edge from Live → Review → Idea makes it a continuous learning system, not a checklist of tools.
Where your edge starts — describe it, generate it, or import it.
Describe an investment edge in plain English. The AI assembles candidate strategies, scores them on your universe, and hands you a tested starting point. From idea to backtest in minutes.
Build any rule-based strategy without code. Logical conditions, indicators, position sizing, exits — all point-and-click. The same builder powers every tier.
Refine, diagnose, and evolve your edge before it sees real money.
Generate complete strategies from descriptions of market conditions you've observed. Backed by walk-forward validation and parameter sweeps on every output.
Diagnose any backtest in seconds. Surfaces overfitting, look-ahead bias, unrealistic fills, and suggests auto-fixes. A second pair of eyes on every strategy you build.
While you build, the system surfaces high-confidence parameter tweaks, entry/exit refinements, and risk adjustments based on your strategy's behavior.
Iterate any strategy in plain English. 'Tighten the stop on the 90-day,' or 'add a volatility filter' — the AI applies the change, re-runs the backtest, shows you the delta.
Compose strategies into a portfolio that holds up across regimes.
Does your book of strategies match the current market regime? Alignment scores tell you which strategies should be running heavy, which should be dialed back.
Daily classification of market state (trend, range, volatile, crisis). Updates your alignment view in real time so you know what kind of market you’re in.
Allocate weight across your strategies with correlation analysis and stress testing. Equal-weight, risk-parity, or custom — see the portfolio backtest before you fund it.
Stress-test every strategy and every portfolio under realistic conditions.
Re-train on rolling windows and test on out-of-sample data. Catches strategies that only worked in the past you fit on.
Resample your trade ledger thousands of times to bracket your real-world return distribution. Confidence intervals, worst-case drawdowns, and survival probabilities.
Backtest your entire portfolio of strategies together — correlations, position overlap, drawdown compounding — then walk it forward out-of-sample. The portfolio is the strategy.
Solve for the strategy weights that maximize Sharpe or minimize drawdown subject to the limits you set. Powered by the same backtest engine.
Trade real-time with no capital at risk to validate execution before going live.
Connect a brokerage and run your strategy in real-time with simulated fills. Same orderbook, same prices, same fills your live trade would see.
Email and in-app notifications when your strategy triggers an entry or exit. Test the signal pipeline before committing capital.
When the strategy is ready, the same code runs your money.
Connect your brokerage and the strategy you backtested places orders. No re-coding, no porting — the same strategy, the same parameters.
Strategies graduate from paper to live only when they pass quantitative criteria you set. No accidental funding of a strategy that's still drifting.
Every closed trade becomes data that improves the next idea. This is the back-edge of the pipeline.
When your live PnL diverges from your backtest, the autopsy attributes the difference to four causes: market drift, execution drag, override drag, and strategy decay. You know exactly which one to fix.
Every strategy you've retired, hashed and immutable. Survivor-bias correction built in — your past failures are part of the record.
Every morning, a replay of what changed overnight: regime shifts, your strategies' P&L attribution, and which positions to reconsider before the open.