Agents61
Quant Lab

Short-term masters → rule-based Python

Pick a timing or exit master. DeepSeek compiles a strategy spec and a paper backtest script. Ed Thorp's quant layer reviews Kelly sizing, significance, and overfitting. Save to your Strategy Vault. Not live trading.

Jesse Livermore · tape + iron stop

Pyramiding winners, cutting losers fast, never averaging down. Trend line breaks and pivot points.

William O'Neil · CANSLIM breakout

CANSLIM cup-with-handle style breakout on volume; ~7-8% stop discipline; market follow-through filter.

Richard Dennis · Turtle breakout

Dual Donchian: 20-day entry, 10-day exit (short system omitted for long-only research default).

Ed Seykota · trend momentum

Trend-following with volatility-scaled position; ride until MA cross or trailing stop.

Mark Minervini · SEPA stage-2

Stage-2 uptrend: price above rising 150/200 MA, RS high, tight pivot breakout.

  1. 1. Select master (O'Neil on Analyst; Turtle/Livermore on higher seats)
  2. 2. LLM writes strategy spec + Python (yfinance daily backtest)
  3. 3. Thorp quant pass: Kelly band, overfitting, sample-size warnings
  4. 4. Save to Strategy Vault on your device

Paper backtest research only. Not live trading. Not investment advice. Slippage, fees, and survivorship bias are not fully modeled.

Open Quant Lab on the desk