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Product roadmap

01
Pass probability simulator
Vectorized Monte Carlo engine. Models all 42 firms' exact barrier rules — static, trailing, trailing-then-lock. Validated against classical gambler's-ruin results.
Complete
02
Cross-firm comparator
Same strategy profile, every firm, ranked by net expected value. Surfaces the pass-rate vs net-EV divergence that most prop-firm content ignores.
Complete
03
Quant toolkit · 7 tools
Kelly sizing, risk of ruin, minimum-edge calculator, edge significance with Wilson 95% CI, DD-distance-aware sizing, phase-shift (challenge vs funded) sizing, time-of-day analysis. Anon-callable on the API.
Complete
04
FastAPI backend · auth · billing
37 REST endpoints. Email/password auth, password reset, email verification. Stripe Checkout + webhook + subscription state sync. Free / Core / Pro tier enforcement at the route level.
Complete
05
Trading journal API
Full attempt + trade CRUD. Live pass-probability endpoint runs the Monte Carlo simulator forward from the user's current equity state and realized WR/RR, returning a trade-by-trade signal. Available via GET /api/journal/attempts/{id}/analytics.
Complete
06
Journal frontend · this page
Connect the backend journal API to this UI. Log trades, see live pass probability update after every trade, equity curve, realized statistics dashboard.
07
Backtest suite
Bar-based runner with synthetic GBM source + CSV loader. ORB and VWAP fade strategies implemented. Wire Polygon/Databento data to replace placeholder strategy calibrations with real numbers.
08
Live execution + multi-account portfolio
Execute strategies via prop-firm APIs (Tradovate, Rithmic). Run controlled-correlation challenge portfolios across N accounts simultaneously. Future Enterprise tier (contact-us pricing) — different product class with encrypted credential storage and live order routing.
Planned