Portfolio Replay
Walk-forward simulation · app generates historical signals · you follow every pick · capital reinvested each cycle
Walk-forward: no lookahead biasBlack-Scholes pricing with 30d historical volAuto-reinvest into next best signalExit: target / stop / signal reversal / expiry
AI Council Historical Performance— loading…
21-Agent AI Council · Balanced config (12/17 weighted votes · 8% target · 4% stop · 4 positions) · Click any period to load it in the backtest below.
Backtest Parameters
Signal Engine
🧠 21-Agent AI Council · 12/17 weighted votes
Simulation Mode
Starting Capital
USD initial portfolio
$
Max Position Size
% of equity per trade
%
Max Concurrent Positions
Hold up to N stocks simultaneously
Adaptive Kelly Sizing
Scale position size by signal quality score
Trailing Stop
Ratchet stop up as position profits
SPY Default Allocation
Invest idle cash in SPY when no positions active — eliminates cash drag vs buy-and-hold
Profit Target
Exit when stock gain exceeds this %
%
Stop Loss
Exit when stock loss exceeds this %
%
Min Confidence
Signal strength threshold — higher values require stronger conviction
%
Lookback Years
1–10 years of historical data
📈
21-Agent AI Council Signals
12/17 weighted supermajority · walk-forward validated · ROSA ROSA · SCRIBE · FLUX
ZERO OVERFIT
pure math formula
Include Shorts
Also trade SELL signals (overbought · ≥55% ML confidence · downtrend confirmed)
Trend Filter
Only BUY when the asset is in a confirmed long-term uptrend
Hypothetical results using walk-forward out-of-sample signals. Not financial advice.
Configure parameters and click Run Backtest
Results include equity curve, trade log, and default events