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Open alphactor.ai and instantly know what changed, what matters, and what to do next.

A daily cockpit for serious investors. Track signals, fundamentals, and flow across your stocks and portfolio — in one place.

Built for trust — and tested for it

Every signal is credibility-tested with walk-forward, deflated Sharpe, Monte Carlo and realistic commissions.

Walk-forward
Out-of-sample testing
Deflated Sharpe
Corrects for overfitting
Monte Carlo
Outcome distributions
Real commissions
12 broker models
Statistical rigor built in

Backtests you can actually trust

Most backtesting tools let you overfit without knowing it. Our credibility pipeline applies eight layers of validation — from data isolation to statistical significance — so you know if you found real alpha or just noise.

3-Way Data Split

Train / Validate / Holdback

Train (50%), Validation (25%), and a 1-year minimum Holdback period the strategy never sees during optimization. Holdback returns are the true out-of-sample test — no peeking allowed.

Walk-Forward Validation

Auto-filter, 5 windows

5-window rolling train/test within the training period automatically filters strategies before they reach validation. Strategies that fail walk-forward are eliminated — no manual step required.

Deflated Sharpe Ratio

Bailey & López de Prado (2014)

Corrects for selection bias when testing hundreds of parameter combinations. Know whether your best Sharpe is genuine or inflated by data-snooping.

Monte Carlo Significance

Permutation test, 95% confidence

Shuffles daily portfolio returns to destroy timing signal, then tests if your strategy has real alpha. Block bootstrap preserves serial correlation. Only p < 0.05 passes.

Realistic Commission Models

12 broker presets

12 broker commission presets including IBKR Pro (Tiered & Fixed), Robinhood, Schwab, Fidelity, E*TRADE, and more. Per-share rates, minimums, maximums, and regulatory fees — not flat estimates.

Parameter Robustness

Broad plateau detection

Varies each parameter ±20% and checks if performance degrades smoothly or collapses. Strategies that only work at one magic setting are flagged as curve-fitted.

Markov-Switching Regime Detection

Hamilton (1989)

Market regime classification powered by a Markov-Switching Regression ensemble — the gold standard in academic finance. Identifies Bull, Bear, Sideways, and Crisis regimes using Bayesian posterior probabilities, not simple moving-average heuristics.

Every optimizer result shows a credibility rating: High, Medium, Low — combining all eight layers into a single actionable signal. Holdback period returns give you the closest thing to live trading performance before risking real capital.

Learn more about our methodology →

METHODOLOGY GROUNDED IN

Hamilton (1989) · Kritzman et al. (2012) · Nystrup et al. (2024) · Bailey & López de Prado (2014) · Pardo (2008) · White (2000) · arXiv:2505.03659 · Econometrica · Financial Analysts Journal · Journal of Portfolio Management

Institutional-grade rigor

Credibility by the numbers

Our 8-layer validation pipeline separates real alpha from noise. Here’s what the data shows.

8 Layers

of statistical validation on every strategy

< 5%

of optimized strategies pass all credibility tests

1,000+

strategies tested across the universe

95%

confidence threshold for Monte Carlo significance

What happens without credibility testing?

Most backtesting tools show you the best result from thousands of combinations. That’s not alpha — it’s overfitting.

What most tools show you
  • Sharpe Ratio: 2.8 — looks amazing
  • Tested 500 parameter combos, picked the best one
  • No out-of-sample validation
  • Zero commission costs
  • Result: Falls apart in live trading
What actually works
  • Sharpe Ratio: 1.4 (after DSR correction)
  • Walk-forward validated across 5 time windows
  • 1-year holdback confirms real edge
  • Realistic IBKR commissions applied
  • Result: Consistent in out-of-sample testing

35+

Signal Strategies

40+

Financial Metrics

12

Broker Models

1000+

Bayesian Optimization

7

Credibility Tests

Everything you need for stock analysis

From technical charts to institutional filings, get the full picture before making investment decisions.

Technical Analysis

Interactive candlestick charts with volume, customizable timeframes, and real-time price tracking.

Fundamentals

Income statements, balance sheets, cash flows, key metrics, margin trends, and sector peer comparisons.

Strategy Finder

Automated strategy optimization using Optuna. Find the best signal combinations and parameters for any stock.

Portfolio Management

Track multiple portfolios with holdings, cost basis, strategy assignments, and allocation methods.

13F Explorer

Track institutional investors and their quarterly holdings. See what Berkshire, Bridgewater, and others are buying.

Congress Trades

Monitor congressional stock trades from Senate and House members with disclosure tracking.

Simple pricing. No surprises.

Start monthly, switch to annual for 25% off. Referral or campaign signups can activate a 7-day Premium offer after signup.

Free
For the curious
$0
  • 5 stocks tracked
  • Basic screener
  • Limited signals
Pro
Recommended
For active investors
$19/mo
  • 50 stocks
  • Full screener
  • Conviction scoring
  • Backtesting & optimization
Premium
For serious traders
$59/mo
  • Unlimited tracking
  • 13F + Congress + Dark Pool
  • Walk-forward, Regime
  • Premium support

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alphactor.ai provides AI-powered stock research tools for informational and educational purposes only. We are not a registered investment advisor. Nothing on this site constitutes financial, investment, or trading advice. Past performance does not guarantee future results.
For informational and educational purposes only. Not financial advice. Learn more