Institutional research. Retail-ready workflows.
Build Backtest Automatewith FramSight
Stop hunting for the setup that works. Build the process that finds it, tests it, and proves it before you risk a dollar.
Dashboard
Welcome back. Review the latest backtest and validation results below.
Latest gate check
Permutation paths · Your edge vs noise · $ P&L from $0
Out-of-sample check
OOS PF distribution
Out-of-sample MCPT · Your OOS PF
AI Builder
Plain-English → strategies
10 years
L0 historical depth on Pro
Gauntlet
MCPT · Params · Noise gates
Walk-Forward
True out-of-sample checks
Research stack
Built for serious strategy research
How it works
Simple path. Serious validation.
Four stages: build → stress-test → validate out-of-sample → automate and review.
Build or translate
Run the Gauntlet
Validate the edge
Automate & review
How results look
Charts that prove it’s a strategy, not just luck.
We use rigorous statistical stress-testing to show you exactly how well your profit-taking holds up in real-world scenarios.
FramSight Engine · Chart stack
Equity · Walk-Forward · Gauntlet MCPT
Strategy equity
Accumulated P&L ($) · zero baseline
OOS PF distribution
Permutation equity paths
Purple = baseline · multicolor = permutation sample
Powered by our Engine featuring real profit tracking, randomized market stress tests, and blind-data validation.
Why traders switch
From candidate strategy to funded workflow
Stress-test first, build faster with AI, then connect brokerage + journal in the same desk — so research doesn’t die in a spreadsheet.
Hedge Fund level backtesting
Built to break your strategy before the market does.
Most strategies look great on paper but fail live due to overfitting, ignoring slippage, and crumbling in volatile markets. Our statistical engine forces your strategy through 1,000 randomized scenarios to ensure it actually quantifies trends, not just lucky historical data.
- Parameter Checks: See if minor tweaks destroy your results.
- Noise Injection: Test against artificial market noise for extra confirmation.
- Reality Filters: Account for real-world commissions and slippage.
Gauntlet report preview
All gatesGray = permutations · purple = EMA 9/21 baseline
MCPT
Pass
Params
Pass
Noise
Pass
AI Strategy Builder
Skip the code. Build the strategy
Skip blank-page coding when you are exploring. Generate a draft, refine in the Strategy Builder, then send it straight into backtests and Gauntlet.
- Plain-English strategy prompts
- Segments you can chart and edit
- Plan-based generation quotas (Basic / Pro)
Prompt
Fade VWAP extremes on MNQ during RTH only, max 2 entries, hard stop under prior swing.
Builder output
Ready for Gauntlet · $ P&L from $0
Brokerage · Journal · Sync
From Backtest to Broker — Deploy Strategies in Real Time.
When validation clears, connect brokerages, sync fills, and keep journaling next to the same strategies you tested — not in a separate spreadsheet world.
- Brokerage connections workspace
- Trade syncing across accounts
- Journal + replay on funded workflows
Live operations
Desk status strip
Brokerage
5 connected
Pro · live links
Trade sync
10 accounts
Per connection
Journal
Replay ready
Notes + tags
Processes
2 running
Gauntlet · WFA
Compare & optimize
See which hypothesis actually wins.
Institutional charting, parameter optimization, and strategy comparison turn “I think this works” into a side-by-side decision you can defend.
- Strategy comparison (Pro+)
- Unlimited parameter optimization on Pro
- 10 years of L0 depth when you need it
Strategy comparison
ORB v2.1
1.72
Profit factor
ORB v1.4
1.18
Profit factor
Purple = ORB v2.1 · gray = ORB v1.4