strategies
Per-strategy backtested metadata, stats, returns and curve.
List strategies
Scan the catalogue for candidate return streams to add to your book — names, base risk %, verification state and headline backtested stats at a glance. Free — no key required.
Strategy metadata + provenance
Due diligence on one strategy before you allocate — provenance and parameters behind its numbers: base risk, instrument, window, cost model, and **implied leverage** (`leverage_typical` ~1× and `leverage_max` up to ~15×). Signals imply LEVERAGED positions, not 1:1 deployment — size to your own book.
Backtested stats (optionally risk-rescaled)
Size a sleeve in your book — the headline risk/return of one strategy at any risk level. Backtested stats at base risk; with `risk_pct`, net return / CAGR / max-drawdown are modelled-rescaled (Sharpe/Sortino unchanged). Free — no key required.
Periodic returns series
The input to the *evaluate-against-your-book* recipe — the full daily/weekly return series to correlate against your own returns. `risk_pct` linearly rescales (ret×k); `from`/`to` are ISO dates. Free — no key required.
Equity curve
Eyeball regime behaviour and drawdowns before allocating — the compounded equity path. With `risk_pct`, the modelled curve recompounded from rescaled daily returns (base = 1.0). Free — no key required.