Public Preview
Demo-first access for rapid evaluation.
Use up to five optimizer tests per IP/device before activation so teams can validate fit with no onboarding friction.
A-Optimizer | Asia Markets
Asian market optimizer with cross-market indicator control.
A-Optimizer extends SmartSwap+ workflows into Asian equity and index universes with region-aware ticker presets, indicator toggles, and 2010-present historical ingestion paths.
Interactive Candle + Indicator Lab
StableX Threshold Overlay
Portfolio Combination Engine
Prediction + Governance Outputs
Full QuantLayer
Unlock governed execution controls.
Activation enables extended run budgets, run-key issuance, and deeper scenario workflows with legal and policy notices attached.
Live Market Tape
Monitor broad market context while tuning optimization scenarios and StableX thresholds.
Loading live market tape...
Financial disclaimer: ticker and chart values may be delayed and are provided for informational decision support only, not as investment advice or trade instructions.
Value Framing
Translate quant output into board-level allocation language.
This surface converts model assumptions into decision-ready metrics with explicit risk-layer interpretation and legal context for disciplined portfolio discussions.
Conversion Path
Move from scenario analysis to governed execution quickly.
Use presets for rapid exploration, then route validated assumptions into combination sweeps and portal controls for production-grade operationalization.
Action
Launch the full operating path with one decision flow.
When you confirm scenario quality here, continue directly into pricing and legal control surfaces to prepare deployment and stakeholder communications.
Optimizer Rapid Path
Use this condensed flow to remove dead space in workflow transitions and move from raw market context to investor/client narrative output in one sequence.
Step 1: Market Frame
liveValidate tape regime, stablecoin drift, and feed freshness before any scenario run.
Step 2: Quant Run
readyExecute optimizer with threshold overlays and indicator lab inputs for a single coherent state.
Step 3: Sensitivity + Overlay
readyCross-check resilience under lambda/beta sweeps and dual-model overlay forecasts.
Step 4: Deployment Gate
gatedPromote only after legal disclosures, access policy evidence, and release checks pass.
Scenario Command Dock
Use this dock to run an end-to-end scenario in a single sequence: market tape check, candle/indicator context, threshold interpretation, and final recommendation packaging.
Command 1
Validate Market Regime
Refresh live tape and confirm broad-market direction before changing portfolio constraints.
Go To Live TapeCommand 2
Calibrate Candle + Indicators
Set interval and indicator expression, then apply broker-standard or imported formulas for context-aware entries and exits.
Open Indicator LabCommand 3
Stress Threshold Envelope
Adjust primary/moderate/severe depeg thresholds and evaluate directional asymmetry before promoting any signal.
Open Threshold LabCommand 4
Package Decision Narrative
Move from quant output to investor/client language with explicit risk, legal, and deployment disclaimers.
Open Overlay OutputInteractive Candle And Indicator Lab
Render real candle bars, import indicator formulas, and overlay StableX depeg thresholds with interval-level control.
Time-
Open-
High-
Low-
Close-
VWAP-
Volume-
Change-
StableX Depeg Threshold Overlay
Bars Loaded-
Return Volatility-
Depeg Event Rate-
Avg Volume-
Threshold Event Timeline
No events loaded.
Model Inputs
Financial disclaimer: optimizer output is decision-support only and is not investment, legal, tax, or brokerage advice; validate with licensed professionals before production use.
Investor Mandate Controls
Constrain outputs by mandate so optimizer results remain aligned with committee policy, client suitability profile, and execution governance.
Portfolio Import
Import a portfolio JSON payload to map labels, mu, covariance, depeg risk, and optimizer hyperparameters in one action.
Time-Series Driven Risk Seeding
Seed depeg risk values from live intelligence to keep scenario assumptions aligned with current market structure.
No intelligence seed loaded yet.Optimization Output
Objective Score-
Expected Return-
Volatility-
Risk-Layer Pressure-
Depeg Resilience-
Effective Assets-
IC Readiness Score-
Client Suitability Fit-
Drawdown Shield-
Execution Grade-
Compliance Grade-
Signal Confidence-
| Scenario | Score | Return | Volatility | Depeg Pressure | Resilience | Signal |
|---|---|---|---|---|---|---|
| No snapshots captured. | ||||||
Investor Memo Draft
Run optimizer and overlay modules to generate investor-facing memo language.
Client Brief Draft
Run optimizer and threshold modules to generate client-facing briefing language.
Sensitivity Surface (Risk Lambda x Beta)
Evaluate how objective quality changes across risk aversion and temperature settings before presenting strategy to investors or clients.
Exhaustive Portfolio Combination Engine
This module can evaluate every available portfolio subset from selected time-series assets and returns the strongest combinations by objective score.
Financial and compliance notice: exhaustive portfolio sweeps can materially influence allocation decisions; apply suitability checks, model-risk governance, and jurisdiction-appropriate disclosures prior to any external use.
Client + Investor Decision Board
This board converts technical outputs into direct operating narratives for investment, client-success, and governance teams.
Market Regime
Run the overlay engine to generate live regime context.
Risk Posture
Run the optimizer and threshold layer to compute risk posture.
Capital Efficiency
Effective-asset concentration and resilience framing will appear here.
Investor Narrative
Investor-facing value framing will update after model execution.
Client Narrative
Client-facing execution guidance will update after model execution.
Compliance Guardrail
Compliance narrative will be synthesized from current model state.
Join Free Waitlist + Key Unlock Access
Optimizer access starts in preview mode, then unlocks core keys through free waitlist activation. The optimizer key path is separated from Optional Founder Support.
Compliance notice: Optional Founder Support remains separate from optimizer entitlement. Optimizer outputs are decision-support only and require licensed review before production trading use.
Free Tests Used-
Free Tests Remaining-
Device Run Budget-
Run Keys Available-
Access State-
Run-Key Access Model
Optimizer entitlement target: 5 total run keys with 3 core keys unlocked after free waitlist activation and 2 premium keys behind a mini paywall through Early Access passes.
Loading key unlock model...Mini paywall access is routed through Early Access checkout terms and is independent from Optional Founder Support workflows.
Checking optimizer access policy... Legal terms will appear after loading.Run keys will appear here after activation.
Execution Action Plan
Translate optimizer outputs into immediate next steps across investment committee, client delivery, risk controls, and production operations.
Investment Committee Package
pendingRun optimization and sensitivity modules to generate committee-ready rationale.
Client Communication Script
pendingRun threshold and signal layers to prepare client brief language.
Risk & Compliance Checks
pendingAwaiting depeg-pressure and resilience diagnostics.
Production Routing Decision
pendingExecution approval requires IC readiness and compliance grade above threshold.
Tier-Aware Execution
Optimizer workflows can be paired with encrypted API tiers so research, execution, and institutional surfaces enforce distinct throughput and governance profiles.
Live Market Context
The intelligence API contributes live price, volatility, and depeg context that can be consumed alongside optimization output for decision sequencing.
Role-Specific Guidance
Recommendations are generated for investment, risk/compliance, product/engineering, and client-facing teams so interpretation is operationally aligned.
SmartSwap+ Market-Product Compliance Notice
This optimizer provides analytical outputs for portfolio research across spot assets and, where configured, ETF, futures, equities, and options contexts; these outputs are informational decision support and are not investment advice, broker-dealer solicitation, or trade instructions. Any production use for client allocation or order-routing decisions must be governed by licensed-entity controls, suitability and appropriateness checks, market-conduct surveillance, and jurisdiction-specific disclosures.
Model assumptions for leverage, derivatives basis, carry, and funding or roll behavior can materially change outputs; teams must apply model-risk governance, documented override authority, and legal review before distributing optimizer conclusions to external stakeholders.