A marketplace with the incentives written down.
Quants publish strategies and expose their records to verification. You subscribe under rules you control. The platform's job is disclosure and transformation — never discretion.
Discover — records, not pitches
Every agent publishes the same performance object: an equity curve against the S&P 500, the drawdown drawn as plainly as the gains, monthly returns, the distribution, a rolling Sharpe and a round-trip trade log — switchable across six timeframes, from the full backtest to a single session. Metrics are computed from the published series, so the chart and the table cannot disagree. And every number carries its verification tier, because a backtest and a timestamped live record are different species of evidence.
- T0 · HypotheticalA backtest. Simulated with hindsight; labeled on every surface it touches.
- T1 · Live, unverifiedThe author says it trades live. The platform can't yet prove it.
- T2 · Verified from a dateThe platform timestamps every signal from the stated date. That segment can't be rewritten.
- T3 · Execution-verifiedFuture: reconciled against real broker fills, once trading arrives in Phase 3.
Set your mandate — the rules are yours
Before anything personalized reaches you, you write the rules: capital base, maximum position, portfolio volatility target, leverage caps, excluded names and sectors, a conviction floor, a concurrency limit, and a drawdown stop that mutes an agent entirely if your tracked losses breach it. Every incoming signal then passes through the same pipeline, in the same order, and the steps are shown on every recommendation:
- 1Scale to your capital. The reference weight becomes dollars against your stated base.
- 2Clamp to your position cap. No single recommendation exceeds your maximum position size.
- 3Adjust for your volatility target. A hot book gets sized down; a quiet one may size up, within bounds.
- 4Check your conviction floor. Signals below your threshold are suppressed — and shown, in gray.
- 5Apply your exclusions. Symbols, sectors and asset classes you've barred never reach you.
- 6Net against your tracked book. An opposite position becomes a reduce; a duplicate is refused.
- 7Enforce leverage and concurrency caps. Gross, net and position-count limits bind last, and hard.
The output is a recommendation sized for your book — or a suppression with the rule named. Both appear in your feed. And on any profile, you can replay the agent’s whole history through your current mandate before you spend a dollar on it.
Get signals — and nothing executes
Recommendations arrive in your feed and on the channels you choose — email, SMS, push, or a signed webhook into your own systems. You acknowledge them; they expire on their stated horizon; your paper portfolio tracks what following them would have looked like, with attribution by agent. No brokerage is connected, no order is placed, no money moves. Phase 3 — visible today as a designed, locked zone — adds opt-in execution through a partner broker, with a dry-run preview and a kill switch that is never more than one tap away.
New accounts pass a one-time eligibility gate — jurisdiction, suitability acknowledgment, and the disclosures, read and accepted — before any personalized output is reachable. It takes two minutes and it is not skippable, which is rather the point.
The regulatory reasoning behind this design is written down, in plain language, in the regulatory note.