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Use AI to draft Python strategies, then validate them with backtests, debugging, and risk metrics before automation enters the workflow.

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Baseline: rank the full market by momentum to establish the shape of a US trend strategy.

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Generate, review, and run strategy #1
from finlab import data from finlab.backtest import sim data.set_market('us') industry = data.get('us_basic_info:industry') industry_strength = close.groupby(industry, axis=1).mean().pct_change(126) leader = momentum.rank(axis=1, pct=True) > 0.9 # Leaders in strong industries position = leader & industry_strength.rank(axis=1, pct=True).gt(0.7)
Annual return 31.7%
Max drawdown-40.3% Sharpe1.12 Trade win rate48.1%
Profit 60 Risk 33 Payoff 20 Win rate 40
Annualized return31.7% Alpha+16.3% Beta0.83
All2020
82.6%
2021
27.2%
2024
98.1%
2026
59.4%
  • Core strategy

    US trend rotation strategy using momentum, industry strength, and risk adjustment

    Annual 31.7% Sharpe 1.12 Drawdown -40.3%
    Code Analysis New idea
    • Idea 1

      Baseline: rank the full market by momentum to establish the shape of a US trend strategy.

      Annual 31.7% Sharpe 1.12 Drawdown -40.3%
      Code Analysis New idea
      • Add institutional flow filters to capture stronger sponsorship momentum

        Research
      • Replace full-market ranking with industry relative strength to improve rotation

        Research
      • Adjust position count dynamically based on market volatility or regime

        Research
    • Idea 2

      Valuation denoising: add value factors and dynamic position sizing to improve drawdowns.

      Annual 29.5% Sharpe 1.46 Drawdown -29.5%
      Code Analysis New idea
      • Add valuation filters to avoid chasing extremely expensive stocks

        Research
      • Introduce dynamic position sizing based on market risk

        Research
      • Combine industry relative strength with stock-level leadership selection

        Research
    • Idea 3

      Multi-factor blend: combine flows, valuation, and technical signals to improve risk-adjusted returns.

      Annual 37.1% Sharpe 1.54 Drawdown -36.5%
      Code Analysis New idea
      • Use flow factors as a ranking or filter layer

        Research
      • Add valuation screens to avoid overvalued names

        Research
      • Add RSI or MACD to refine entry timing

        Research

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Built-in AI cloud research can use full data, up to each dataset's latest published date. VIP: latest published data; daily prices normally cover the previous trading day. Free downloads and manual runs: Taiwan historical data through 2023-12-31 (last trading day: 2023-12-29). See the data catalog for update schedules and open-data exceptions.

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Minimum term: 12-month minimum

Included

  • AI optimization: about 10 runs / month
  • US and Taiwan data with full backtesting
  • Cloud scheduling runs strategies daily
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Quant strategy transparency statement

We do not guarantee returns. We make the logic inspectable.

Data integrityPoint-in-time data and explicit backtest settings reduce look-ahead risk.

Logic defenseDebugging, risk metrics, and trading rules expose strategy blind spots.

ExplainabilityReturns, drawdowns, win rate, and holdings show where performance came from.

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