Aegis
PAPER
Aegis
PAPER
SPY +0.6%
$713.94
Index ETF
QQQ +1.3%
$663.88
Index ETF
NVDA +4.4%
$208.27
Technology
MSFT +1.4%
$424.62
Technology
AAPL -0.6%
$271.06
Technology
META +2.2%
$675.03
Technology
GOOGL +1.4%
$344.40
Technology
AMZN +3.4%
$263.99
Consumer
TSLA +0.8%
$376.30
Automotive
VOO +0.6%
$656.42
Index ETF
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Action Matrix

Portfolio Analyzer

Stocks plotted by Signal Score (opportunity) vs Risk-Adjusted Return (Sortino). Quadrants indicate recommended action.

HOLD
BUY
AVOID
WATCH

BUY Zone

High signal score + positive risk-adjusted returns

HOLD Zone

Negative signal but still profitable

WATCH Zone

High opportunity but risky execution

AVOID Zone

Low opportunity + poor risk/reward

Stock Correlation Matrix

Shows how stocks move together. Low correlation (green) = good for diversification. High correlation (red) = similar movement patterns.

Click "Calculate Correlations" to generate the matrix

Understanding the Metrics

Signal Score: Multi-factor composite (-100 to +100)
Market Regime: Current market state (Bull/Bear/Neutral)
ML Signal: Machine learning prediction
Sortino Ratio: Downside risk-adjusted return
Calmar Ratio: Return / Max Drawdown
Beta: Market correlation (vs SPY)
Alpha: Excess return vs benchmark
ADX: Trend strength (0-100)
VaR (95%): Value at Risk - max expected daily loss

Signal Factors (each -25 to +25)

Trend: EMA, ADX, Ichimoku
Momentum: RSI, MACD, Williams %R
Volatility: BB, ATR, Keltner
Volume: OBV, MFI, VWAP