Systematic trading software Your trading idea. Built. Tested. Automated.
Build your strategy visually. Test it with backtesting and walk-forward validation. Run the same rules in paper, then through your own broker when you decide they're ready. No code. No custody.
The Strategy Builder turns the setup in your head into explicit rules across eleven stages — Universe, Data, Regime, Setup, Trigger, Entry, Sizing, Risk, Exit, Portfolio, Execution. Start in Beginner view with five stages showing; open the rest when you want them.
Indicators, candlesticks, chart patterns, harmonics, Fibonacci, and SMC/ICT concepts, searchable and filterable by domain. Add a rule to any stage with one click.
All of / Any of / At least N / Weighted score — Confluence Studio shows exactly how your entry fires.
When you press Compile, SYMETRIQ produces a single versioned strategy definition with its own hash. That one definition feeds the backtester, walk-forward, paper trading, and live execution. If the definition drifts from what you validated, the runtime refuses to run it.
Sweep & Reclaim
5 of 11 stages shown
Confluence Studio · how the entry conditions combine
Interactive preview. Illustrates the builder's stages and rules; not connected to live data. No performance figures are shown by design.
After a quick backtest, SYMETRIQ shows you up to 30 historical setups your rules would have fired on. You mark each one Would take / Skip / Unsure, and tell it why — news nearby, bad location, against higher timeframe, too late in session, low volume, structure unclear.
Your verdicts are recorded against the setups so you can see where your written rules and your real rules disagree.
A clean backtest is where the questions start, not where they end. SYMETRIQ's backtester is built to behave like the paper engine, and its validation tools are built to find the ways a strategy fails.
Gap-through fills at the open, in both directions — including take-profit gapping in your favor. No exit on the entry bar; when stop and target are both touched in one bar, the stop wins. Spread and slippage by instrument class, scaled by order size, rounded to the broker's tick — using the same fill function the paper engine uses. Broker-specific commission schedules.
The live risk gate's sizing and veto chain run inside the backtest, so a strategy that would have been vetoed live is vetoed in the test. Mark-to-market equity, so open-trade drawdown counts. A Sharpe ratio that refuses to annualize on fewer than 20 trading days, and says so.
Six rolling windows by default, each with its own in-sample and out-of-sample slice. A robustness score weights out-of-sample degradation, share of profitable windows, out-of-sample win rate, and Sharpe consistency, and returns PASS, DEGRADED, or FAIL. A failed window is reported, not hidden.
Built from your own recorded trade outcomes, not a smoothed model. Reports equity percentiles, drawdown distribution, and probability of ruin. If there aren't enough trades yet, the result is badged synthetic so you can't mistake it for evidence.
Replays 2020 COVID, the 2022 crypto winter, the 2010 flash crash, 2018 Volmageddon, and 1987 Black Monday — plus a custom shock — against your current open exposure by asset class.
Partial fills, limit or stop entries, trailing stops, latency, and tick-level ordering inside a bar. We'd rather tell you than let you find out live.
Backtested and simulated results are hypothetical, have inherent limitations, and are not indicative of future results. See Risk Disclosure.
Live mode is off on every boot and can't be switched on by a config file, a flag, or a strategy. It takes an explicit, recorded confirmation from you.
Paper runs the same compiled definition, through the same risk gate, against live market data, with simulated fills that use the backtester's fill model.
When you decide a strategy is ready, live activation runs it through the same gate stack again, plus one more check: the broker must accept stop-loss and take-profit on its side before SYMETRIQ will route an order there. Live activation is gated and opens in stages during the private beta.
Work, sleep, a bad day — the strategy doesn't know or care. It evaluates your rules on every cycle and does exactly what you told it to do, and nothing you didn't.
5m · 15m · 30m · 1h · 4h · 1d, with a separate signal, higher, and execution timeframe per strategy.
Data → Analysis → Strategy Signals → Bull/Bear Debate → Swarm Jury → Risk Gate → Execution → Reconciliation. In math-only mode the two LLM stages are skipped and it costs you nothing in model credits.
Run math-only for $0 in LLM cost, or plug in your own OpenRouter key or self-hosted LiteLLM endpoint. Your prompts, your bill, your choice of models.
You set the limits. The system enforces them against itself.
One action halts all new trading. It never cancels, changes, or closes anything already in place: open positions, pending orders, and the stops and targets held at your broker all stay as they are. Those decisions stay yours.
If the engine stops reporting for 15 minutes, trading halts.
Daily-loss and drawdown limits you set reduce size, then stop new entries. None of them close a position.
Every order passes a chain of named checks before it leaves. Stale equity, stale prices, stale positions, an unconfirmed prior submit, a paused broker, a missing stop — any one is a veto, and the veto is logged by name.
Repeated broker failures pause that venue and veto new entries there. Open positions are never touched.
Every order carries a unique client ID; a restart re-checks the broker before anything is re-sent; one in-flight close per position.
Broker keys are stored encrypted with a per-secret key, wrapped under a master key held in AWS KMS, and decrypted only under an active lease. Revoke a key from the dashboard at any time.
SYMETRIQ never asks for withdrawal permission. Create your broker API key with trade-only scope; we'll show you how for each venue.
Your money stays in your brokerage account. SYMETRIQ connects to it; it never holds it.
One action halts all new trading. It never cancels, changes, or closes anything already in place: open positions, pending orders, and the stops and targets held at your broker all stay as they are. Those decisions stay yours.
If the engine stops reporting for 15 minutes, trading halts.
Daily-loss and drawdown limits you set reduce size, then stop new entries. None of them close a position.
Every order passes a chain of named checks before it leaves. Stale equity, stale prices, stale positions, an unconfirmed prior submit, a paused broker, a missing stop — any one is a veto, and the veto is logged by name.
Repeated broker failures pause that venue and veto new entries there. Open positions are never touched.
Every order carries a unique client ID; a restart re-checks the broker before anything is re-sent; one in-flight close per position.
Broker keys are stored encrypted with a per-secret key, wrapped under a master key held in AWS KMS, and decrypted only under an active lease. Revoke a key from the dashboard at any time.
SYMETRIQ never asks for withdrawal permission. Create your broker API key with trade-only scope; we'll show you how for each venue.
Your money stays in your brokerage account. SYMETRIQ connects to it; it never holds it.
The two questions that kill trust in automation are "why did it trade?" and "why didn't it?" SYMETRIQ answers both, with records.
Every veto is a named reason, not a silent skip. Ask "why did this setup fire?" and get the condition-by-condition result with weights.
What the engine expected the fill to be, what the broker actually filled, and the gap between them — recorded per instrument and per venue.
On boot, every cycle, and on demand: broker positions vs. database positions. Orphans and ghosts are named, and nothing is closed on the strength of a failed fetch.
Every trade action, risk-dial change, and kill event is appended to a hash-chained log. Change one row and the chain breaks.
Market data, technical, regime, correlation, news, sentiment, macro, on-chain, whale, fundamental, strategy, bull, bear, swarm, risk gate, execution, reconciliation, research. Each has a job, a trust score, and a vote that's graded after the outcome.
Two agents argue the case for and against every candidate.
A three-seat jury across two model families reviews the debate and gives you its read. It's advisory: it never sets direction, your strategy does.
Proposes variations, backtests them on a fixed out-of-sample split, and rejects anything that looks too good — out-of-sample Sharpe above 4, win rate above 85%, profit factor above 10, or too few trades.
Reads public research and trader discussion weekly and surfaces candidate ideas for you to test.
The dashboard opens in Simple mode. Flip to Advanced and every metric is there: five sections — Overview, Trading, Research, System, Support — and a Quant Lab with Monte Carlo, stress test, strategy correlation, factors, walk-forward, funding, liquidity, and slippage panels.
Dashboard imagery is an illustration of product layout, not product output. No performance figures are shown by design.
Forex and crypto run in paper today; live trading opens venue by venue as each is verified. Stocks, indices, and commodities are available for analysis and backtesting at beta; live stock trading through Alpaca is coming during the beta.
Live execution opens venue by venue as broker-side stop-loss and take-profit placement is verified on each.
No. It's software for building, testing, and executing your own trading rules through your own broker account. AI agents can help you build, challenge, and explain a strategy, but they don't decide direction — your compiled strategy does.
No. Your funds stay in your brokerage account. SYMETRIQ connects with API keys you create and can revoke at any time.
No. The Strategy Builder is visual: pick components, set how they combine, set risk, compile. There's no Python to write.
Yes. One compiled definition, with its own hash, feeds backtesting, walk-forward, paper trading, and live execution. If it drifts, the runtime refuses to run it.
Yes. Once you've activated a strategy, it evaluates your rules on every cycle without you present. Live activation requires your explicit confirmation and is gated during the beta.
That venue is paused and new entries there are vetoed. Open positions are never touched. Protective stops live on the broker's side, not just in SYMETRIQ.
OANDA and Alpaca at beta, more being added across asset classes. Every strategy starts in paper; live opens venue by venue as each is verified. Stocks, indices, and commodities are available for analysis and backtesting at beta; live stock trading through Alpaca is coming during the beta.
No. SYMETRIQ is software: it runs strategies you write and authorize, through your own broker account. It does not hold funds or recommend trades, and nothing on this site is a recommendation. SYMETRIQ is not registered as a broker-dealer, investment adviser, or commodity trading advisor; see Regulatory Status.
Nothing, if you run math-only mode. Otherwise you bring your own OpenRouter key or LiteLLM endpoint and pay the model provider directly.
On servers hosted by Hetzner and in Supabase-hosted Postgres, with broker keys encrypted under a master key held in AWS KMS. Details in the Privacy Policy.
Private beta is limited. Every strategy starts on paper. Live activation is gated and opens in stages during the beta.
Join the private beta waitlist →SYMETRIQ is a software tool. You define what it's permitted to do; it evaluates and executes within those rules and permissions. It does not hold customer funds, does not provide personalized investment advice, does not send trading signals, and does not exercise discretion over your account.
Trading foreign exchange, cryptocurrencies, and other leveraged products carries a substantial risk of loss and is not suitable for everyone. Backtested, simulated, and paper-trading results are hypothetical and do not reflect actual trading. Past performance, real or simulated, is not indicative of future results.
SYMETRIQ is not registered as a broker-dealer, investment adviser, or commodity trading advisor. Read the Risk Disclosure and Terms of Service before use.