Unlike 90% of retail backtesters that show unrealistic profits by "looking into the future," SignalScope is built to institutional standards. Our results are mathematically honest.
Signals generated on day X are executed at the Open price of day X+1. We never buy on the same day's close.
Scanners select stocks using only information available at that historical moment. No fundamental look-ahead bias.
Built-in Slippage & Commission tracking. See exactly how broker fees impact your net profit (Total Costs).
🧪 Mandatory Walk-Forward (WFO): Eliminates curve-fitting. All results are validated on Out-of-Sample data.
🎲 Monte Carlo Simulation: Stress-tests against 1000 random sequences to find real Risk of Ruin & Median Drawdown.
⚡ Target Volatility: Risk Parity logic. Dynamically scales positions to maintain a target volatility (e.g., 15%).
📊 Top N Tickers & Presets: Quality over Quantity. Trade only the best assets by score. Use 1-click Strategy Presets for proven setups (e.g., Quant Growth Elite).
Grid Search algorithm with mandatory Walk-Forward validation. Automatically tests parameter combinations (SL, TP, Trailing) to find mathematically optimal setups.
🧪 Mandatory WFO: Optimization results are only valid if they pass the Out-of-Sample blind test.
🏛️ Quant Portfolio & Top N: Optimize Markowitz weights and filter assets by highest quality scores.
Markowitz Modern Portfolio Theory (MPT), built to institutional standards to prevent unrealistic expectations.
📉 Return Shrinkage: Mathematical adjustment of historical returns to prevent over-optimistic forecasts (Bloomberg standard).
🧹 Min Weight Filter: Eliminates "dust" positions (e.g., <2%) that are untradeable and destroy profits via commissions.
Visualize allocation with the interactive Donut Chart.
Proactive market radar. Scans the current market and finds setups before they trigger.
⏳ Approaching Signals: Don't just see past entries. See assets approaching trigger levels (within 3%) for proactive planning.
⚡ Strategy Presets & Top N: Apply proven configurations in one click and filter out the noise to focus on top-scoring assets.
Full Paper Trading Engine. Monitors positions added from Live Signals, fetches EOD prices, calculates PnL in $$, and executes auto-exits.
💵 Realistic Accounting: Tracks slippage and commissions on entry/exit to show true net profit.
📓 Trade Journal Integration: Closing a position automatically logs it to the Journal with exit reason and final PnL for review.
Workflow Chain: Live Signals (Entry + Risk) → Tracker (Paper Trading) → Journal (Review & Learn).