Private Beta

Find strategies
that actually work.

StratSmith is the complete platform for building, testing, and validating trading strategies. Powerful optimization and statistical analysis — guided, automated, and built for results.

See How It Works
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// END-TO-END PLATFORM

From idea to validated strategy
in one workflow.

Stop duct-taping spreadsheets, scripts, and notebooks together. StratSmith handles every step — so you can focus on the strategy, not the infrastructure.

01
Ideate
Organize hypotheses, research notes, and strategy concepts. Tag, version, and evolve ideas before writing a single line of code.
02
Define
Wire up indicators, candle patterns, external datasets, and custom signals. Declare parameters with types, ranges, and constraints.
03
Backtest
Execute on a simulation engine built for realism — tick-level fills, slippage modeling, partial fills, margin, and multi-asset support.
04
Optimize
Grid, random, orthogonal, Sobol — search the parameter space with methods that find robust basins, not lucky spikes.
05
Validate
Monte Carlo, walk-forward, risk of ruin, temporal stability. Prove it works — or prove it doesn't — before risking capital.
// WHAT'S UNDER THE HOOD

The tools serious traders
wish they had.

Every feature was built to answer a real question: does this strategy work, and will it keep working?

◈ SEARCH

Smart Parameter Search

Grid, Sobol, orthogonal arrays — sample the parameter space intelligently. Automatically find robust regions of interest, not just one lucky combination.

◈ VALIDATE

Monte Carlo Stress Testing

Thousands of resampled equity curves with real confidence intervals. See the full distribution of outcomes — not just the one backtest that looked good.

◈ TEMPORAL

Walk-Forward Analysis

Anchored and rolling out-of-sample windows. Does your strategy survive on data it's never seen, or does it fall apart the moment you go live?

◈ RISK

Risk of Ruin

Exact probability calculations at every position size. Know the odds of hitting your drawdown threshold before you commit capital.

◈ VISUALIZE

Pairwise Parameter Landscapes

Interactive 3D surfaces and heatmaps for every parameter pair. Pareto frontiers across competing objectives. See which regions are mountains and which are mirages.

◈ ORGANIZE

Strategy Library & Versioning

Every strategy, every parameter set, every backtest result — versioned and searchable. Compare iterations side by side. Never lose track of what you've already tried.

// VALIDATION & ANALYSIS

Know if your strategy works —
before you risk a dollar.

Temporal walk-forward, Monte Carlo confidence bands, capital-for-survival curves, and every metric you need — all in one view. No guessing, no hoping.

StratSmith analysis results showing temporal validation, Monte Carlo equity curves, and performance metrics
// STRATEGY ASSISTANT

Describe your strategy.
We'll build it.

Tell the assistant what you want. It writes the code, configures parameters, wires up indicators — and validates everything before you touch it.

Build a Bollinger Band mean reversion strategy on 15-min bars. Use a 30-period lookback with 2 standard deviation bands. Add a parameter for the band multiplier so I can optimize it later.
Strategy Agent ◎ < 0.1
Updated the strategy code with Bollinger Band indicator references: bb_middle, bb_band_2_upper, and bb_band_2_lower. Added a bandMultiplier parameter (0.5–5.0, default 2.0) and implemented it in the strategy code. No validation errors occurred.
▸ View generated code
▸ View parameters (1)
▸ View indicators (1)
▸ View candles (1)
✓ Validation passed
Unsaved Changes
Code Parameters Indicators Candles
const sma = api.getIndicatorValue(names.indicator.bench_sma_value, 0); const ema = api.getIndicatorValue(names.indicator.bench_ema_value, 0); const m5 = api.getCandle(names.candle._5_minute, 0); const s2 = api.getCandle(names.candle._2_second, 0); if (isNaN(sma) || isNaN(ema)) return; for (let j = 0; j < account.ordersCount; j++) { api.queueAction({ type: 'cancel', id: account.orders[j].id }); } if (account.positionQty === 0) { if (ema > sma) { api.queueAction({ type: 'limit', qty: 1, price: candle.close - 0.25, stopLoss: candle.close - 5, takeProfit: candle.close + 10 }); } else if (ema < sma) { api.queueAction({ type: 'limit', qty: -1, price: candle.close + 0.25, stopLoss: candle.close + 5, takeProfit: candle.close - 10 }); } } else { api.queueAction({ type: 'bracket', stopLossPoints: 4, takeProfitPoints: 8 }); }
1–[]
1+[
2+ {
3+ "max": 50,
4+ "min": 5,
5+ "name": "smaPeriod",
6+ "type": "number",
7+ "defaultValue": 10
8+ },
9+ {
10+ "max": 30,
11+ "min": 3,
12+ "name": "emaPeriod",
13+ "type": "number",
14+ "defaultValue": 5
15+ }
16+]
1[{
2 "name": "bench_sma",
3 "type": "sma",
4 "period": 10,
5 "property": "close",
6 "candleInterval": "5_minute"
7}, {
8 "name": "bench_ema",
9 "type": "ema",
10 "period": 5,
11 "property": "close",
12 "candleInterval": "5_minute"
13}]
bench_smaSMA
5_minute   period: 10   property: close
bench_emaEMA
5_minute   period: 5   property: close
1[
2 { "type": "minute", "quantity": 5 },
3 { "type": "second", "quantity": 2 }
4]
5_minuteMIN
type: minute   quantity: 5
2_secondSEC
type: second   quantity: 2

Full control when you want it. The generated code is always visible, editable, and yours.

// EARLY ACCESS

Stop guessing.
Start proving.

StratSmith is in private beta. Join the waitlist and be first to build strategies with real statistical backing.