What Is Stratum?
Stratum answers one question: "Would this trading strategy have made money on this stock?" It replays years of historical market data bar-by-bar, simulates trades, and tells you exactly how it would have performed.
Historical Backtesting
Replay years of daily market data with an RSI + SMA mean-reversion strategy. Analyze any symbol available on Yahoo Finance with configurable date ranges.
AI-Powered Analysis
Each symbol receives a 0-100 score based on profitability, risk, consistency, win rate, and trade frequency. Get clear recommendations: Recommended to Trade, Trade with Caution, or Avoid Trading.
Parameter Optimization
Grid-search across 625 parameter combinations per symbol to find the optimal configuration. Supports multiple scoring metrics including composite, Sharpe, return, win rate, and profit factor.
Multi-Symbol Comparison
Analyze 1-20+ symbols at once. Compare return %, Sharpe ratio, max drawdown, win rate, and total P&L side by side in an interactive results table.
Professional Reporting
Export results as PDF professional reports, multi-sheet Excel workbooks with equity curves, CSV summaries, JSON exports, and individual trade logs.
Licensed & Secure
24-hour free trial with full features. License keys unlock unlimited symbols, AI analysis, optimization, and all export formats. Machine-bound encrypted activation.
Watchlist Management
Build and manage a watchlist of symbols with persistent storage across sessions. Check/uncheck symbols to include in analysis. One-click "Analyze Watchlist" action.
Risk Management Built In
Configure stop-loss, take-profit, max holding periods, position sizing limits, and exposure caps. Per-symbol parameter overrides for volatility-adaptive trading.
Equity Curves & Trade Logs
Exported Excel workbooks include equity curve charts and full trade history with entry/exit prices, P&L, and exit reasons for every simulated trade.
Key Metrics You Get
Sample Output
Using default settings on 5 major stocks over 2020-2025. The screenshot below shows actual results from a backtest run on AAPL, TSLA, NVDA, GOOGL, and AMD with the default RSI+SMA strategy configuration:
Complete Tab-by-Tab Guide
Stratum has 9 tabs. Each tab serves a specific function in the analysis workflow. Below is a detailed explanation of every tab, its features, controls, and typical usage.
Dashboard Tab
Purpose: The Dashboard provides a high-level summary of your last backtest run. It displays KPI cards, quick action buttons, and a text summary of the last analysis.
How It Works
- KPI Cards (4): Best Return, Total Trades, Avg Sharpe, Win Rate — all auto-populated after a backtest completes
- Quick Actions: One-click navigation buttons to Backtest, Optimize, Reports, and Watchlist tabs
- Summary Text: AI-generated overview showing recommendation counts, return ranges, and trade totals
Best Practice: Start here after every backtest to get an at-a-glance assessment of your results before diving into details.
Backtest Tab
Purpose: The core analysis tab where you run historical backtests. Configure symbols, date range, capital, and short-selling settings, then execute the simulation.
Configuration Options
| Symbols | Comma-separated list (e.g., AAPL, TSLA, NVDA) |
| Start / End Date | Calendar picker date range (default: 2020-01-01 to 2025-12-31) |
| Initial Capital | $1,000 to $100,000,000 |
| Allow Short Selling | Toggle to enable short positions on overbought signals |
Results Table Columns
- Symbol — Ticker name
- Return % — Total return as percentage (green = positive, red = negative)
- Sharpe — Risk-adjusted return metric
- Max DD % — Maximum peak-to-trough drawdown
- Win Rate % — Percentage of profitable trades
- Trades — Total number of executed trades
- P&L — Total profit/loss in dollars
- AI Score — AI-powered rating 0-100
Typical Workflow
- Enter 1-20 symbols separated by commas
- Set date range (recommended: 3+ years for statistical significance)
- Adjust initial capital to match your portfolio size
- Toggle short selling on/off based on your strategy
- Click "Run Backtest" — monitor progress bar and log output
- Results populate automatically. Review Dashboard, AI Analysis, and Reports
Note: Trial mode limits to 2 symbols per run. Licensed mode supports unlimited symbols.
AI Analysis Tab
Purpose: Provides intelligent symbol ratings (0-100) and trading recommendations based on backtest performance metrics. Requires a licensed activation — locked in trial mode.
Score Components
- Profitability (30%) — Higher raw returns = better score
- Risk (20%) — Lower drawdown = better score
- Consistency (20%) — Higher Sharpe = better score
- Win Rate (15%) — Higher win % = better score
- Frequency (15%) — More trades = higher statistical confidence
Score Interpretation
| Score Range | Recommendation | Action |
|---|---|---|
| 70-100 | ✅ Recommended to Trade | Strong historical fit for the RSI+SMA strategy |
| 45-69 | ⚠️ Trade with Caution | Moderate performance — monitor closely |
| 0-44 | ❌ Avoid Trading | Poor fit for this strategy or insufficient data |
Rankings Panel
- Best Overall — Highest-scoring symbol
- Best Return / Best Sharpe — Maximum values in each category
- Lowest Drawdown — Safest performer
- Most Stable / Most Volatile — Volatility classification
Important: AI analysis is based solely on historical data. It does not account for fundamental analysis, news, or market sentiment. Always perform your own due diligence.
Optimization Tab
Purpose: Run a grid search across strategy parameters to find the best-performing configuration for each symbol. Tests 625 combinations per symbol (5 × 5 × 5 × 5).
Grid Search Ranges
| RSI Buy Threshold | 22, 25, 28, 30, 33 |
| RSI Sell Threshold | 67, 70, 72, 75, 78 |
| Stop Loss % | 1.0%, 1.5%, 2.0%, 2.5%, 3.0% |
| Take Profit % | 3%, 4%, 5%, 6%, 8% |
Scoring Metrics
| Metric | Best For |
|---|---|
composite | General purpose — balances return, risk, and consistency |
sharpe | Prioritizing smooth returns over raw profit |
return | Maximum profit regardless of volatility |
win_rate | High percentage of winning trades |
profit_factor | Win/loss size ratio |
Composite Scoring Formula
score = sharpe × (1 + return_pct / 100) × (1 - max_dd_pct / 100)A score above 1.0 is strong. Above 2.0 is exceptional.
Optimization Workflow
- Enter 1-3 representative symbols (use fewer for faster results)
- Select scoring metric (default: composite recommended)
- Click "Run Optimization" — ~30-60 seconds per symbol at default grid size
- Review results: Best Score, Best Params, Best Return, Sharpe, DD, Win Rate
- Identify common optimal parameter values across symbols
- Apply those values as new defaults in the Config tab
- Re-run backtest to validate the new configuration
Configuration Tab
Purpose: Manage strategy parameters and save/load configuration profiles. The heart of Stratum's customization.
Strategy Parameters (RSI + SMA)
| SMA Period | 5-200 bars (default: 20) |
| RSI Period | 5-50 bars (default: 14) |
| RSI Buy Threshold | 10-45 (default: 30) — oversold trigger |
| RSI Sell Threshold | 55-90 (default: 70) — overbought trigger |
| Stop Loss % | 0.5%-10% (default: 2%) |
| Take Profit % | 1%-50% (default: 5%) |
| Max Holding Bars | 1-50 (default: 5) — max bars before forced exit |
| Max Exposure % | 1%-50% (default: 10%) — per-position equity cap |
| Risk % Per Trade | 0.1%-5% (default: 1%) — position sizing factor |
Profile Management
- Save As... — Save current parameters as a named profile (JSON file)
- Load — Load a previously saved profile from the dropdown
- Profiles stored at:
stratum/profiles/*.json
Per-Symbol Overrides
Different stocks behave differently. Configure per-symbol parameters that take precedence over global defaults. For example:
- High volatility (TSLA, NVDA): Wider stop-loss (3%), larger take-profit (8%), deeper RSI thresholds (25/75)
- Low volatility (AAPL, MSFT): Tighter stop-loss (1.5%), smaller take-profit (4%), standard RSI (28/72)
- Small cap / speculative (BB, PLUG): Very wide stop-loss (5%), let winners run (15% take-profit), tiny position sizing (0.5%)
Watchlist Tab
Purpose: Build and manage a list of symbols you want to track and analyze regularly. Watchlist persists across sessions via the active profile.
Features
- Add Symbol: Type a ticker and click "Add to Watchlist"
- Checkboxes: Each symbol has a checkbox — only checked symbols are included in analysis
- Remove Selected: Select symbols and click to remove them
- Analyze Watchlist: Automatically sets checked symbols in the Backtest tab and switches to it
- Persistence: Watchlist is saved and loaded with your active profile
Default Watchlist
Pre-populated with: AAPL, TSLA, NVDA, GOOGL, AMD, META, MSFT, AMZN — all checked by default.
Reports Tab
Purpose: Export backtest results and AI analysis in multiple professional formats.
Export Formats
| Format | Contents |
|---|---|
| Professional report with formatted tables and summary text | |
| Excel | Multi-sheet workbook: Performance, Trades, AI Analysis, Equity Curves |
| CSV | Summary data for all symbols |
| JSON | Full structured data export for programmatic use |
| Trades CSV | Individual trade logs with entry/exit, P&L, and exit reason |
Note: Requires a licensed activation. Export is locked in trial mode.
License Tab
Purpose: Manage activation and licensing. View trial status, activate a license key, or deactivate the current license.
Trial Mode (24-Hour Free Trial)
- Backtest up to 2 symbols per run
- Watchlist management, profile loading
- Locked: AI Analysis, Optimization, Export (PDF/Excel/CSV/JSON), profile saving, per-symbol settings
Getting Started (Trial)
- Launch Stratum — a 24-hour free trial starts automatically on first run
- The License tab shows remaining trial time and which features are locked
License Activation (From Within the App)
- Purchase a license key from Woven Model (key format:
XXXXX-XXXXX-XXXXX-XXXXX) - Open the License tab in Stratum
- Paste your license key into the activation field and click Activate
- All features unlock immediately — no restart needed
Feature Comparison
| Feature | Trial (24h) | Licensed |
|---|---|---|
| Backtest up to 2 symbols | ✅ | ✅ |
| Backtest unlimited symbols | ❌ | ✅ |
| Watchlist management | ✅ | ✅ |
| Load saved profiles | ✅ | ✅ |
| Save profiles | ❌ | ✅ |
| AI Analysis | ❌ | ✅ |
| Parameter Optimization | ❌ | ✅ |
| Export Reports | ❌ | ✅ |
| Per-symbol customization | ❌ | ✅ |
Settings Tab
Purpose: Configure general application settings and perform maintenance actions.
General Settings
- Commission per Share ($): Adds a per-share commission cost to each simulated fill (default: $0.00)
- Slippage %: Simulates market impact by adjusting fill price (default: 0.05%)
Maintenance Actions
- Clear All Cached Data: Deletes all downloaded Parquet files from
stratum/data/. Next backtest re-fetches from Yahoo Finance. - Reset to Defaults: Restores all configuration and strategy parameters to factory defaults. Does not affect license activation.
The RSI + SMA Strategy Engine
How It Works
Stratum's strategy engine simulates an RSI + SMA mean-reversion approach — a classic combination of trend filtering and momentum timing.
| Component | Purpose | Typical Setting |
|---|---|---|
| SMA(20) | Trend filter — identifies overall direction | 20 periods |
| RSI(14) | Momentum oscillator — measures speed/change of price | 14 periods |
| Buy Signal | RSI drops below threshold = oversold = potential bounce | < 30 |
| Sell Signal | RSI rises above threshold = overbought = potential pullback | > 70 |
The Logic
IF RSI < rsi_buy_threshold:
→ BUY (anticipate oversold reversal)
ELSE IF RSI > rsi_sell_threshold:
→ SELL (short) (anticipate overbought reversal)
ELSE:
→ HOLD (no signal)Exit Conditions (in priority order)
- Take Profit — Gain exceeds target → close
- Stop Loss — Loss exceeds threshold → close
- Max Loss — Catastrophic loss cap → close
- Max Holding — Position held too long → close
Position Sizing Formula
qty_risk = equity × risk_pct / (price × stop_loss_pct)
qty_cap = equity × max_exposure_pct / price
qty = min(qty_risk, qty_cap)The smaller of risk-based sizing and max exposure cap is used. Position is rejected if qty < 1.
Parameter Configuration Playbook
Conservative (Low Risk)
RSI Buy: 25
RSI Sell: 75
Stop Loss: 1.5%
Take Profit: 4%
Max Exposure: 5%
Risk/Trade: 0.5%
Best for: Blue chips, low volatility, capital preservation
Aggressive (High Risk)
RSI Buy: 35
RSI Sell: 65
Stop Loss: 3%
Take Profit: 8%
Max Exposure: 15%
Risk/Trade: 2%
Best for: High volatility, small caps, momentum trading
Balanced (Medium Risk)
RSI Buy: 30
RSI Sell: 70
Stop Loss: 2%
Take Profit: 5%
Max Exposure: 10%
Risk/Trade: 1%
Best for: Most equities, general purpose
Short-Only
Allow Shorts: ON
RSI Sell: 68
Stop Loss: 2%
Take Profit: 4%
Max Holding: 5 bars
Best for: Bear markets, overvalued sectors
Optimization Tactics
Finding the Best Parameters
- Run Optimize tab on 1-2 representative symbols
- Wait for grid search to complete (625 combinations per symbol)
- Look at the "Best Params" column for each symbol
- Identify the most common parameter values across symbols
- Apply those as your new defaults
- Re-run backtest to validate the new defaults
Typical User Workflows
Building a Watchlist
1. Start with 10-20 candidate symbols
2. Run backtest on all symbols
3. Go to AI Analysis tab
4. Note symbols with "Recommended to Trade"
5. Add those to your watchlist
6. Run optimization on watchlist symbols
7. Apply best params as per-symbol overrides
Comparing Multiple Symbols
1. Run backtest with all symbols at once
2. Sort results table by different metrics
3. Check equity curves in exported Excel
4. Review AI Analysis rankings for qualitative comparison
Validating a Strategy Change
1. Save current profile in Config tab
2. Make parameter changes
3. Run backtest on same symbols/dates
4. Compare results side by side
5. If worse, load the previous profile
Pre-Trade Checklist
□ Symbol backtested over at least 2 years?
□ At least 20 trades in the backtest?
□ AI score above 50?
□ Win rate above 40%?
□ Max drawdown acceptable for your risk tolerance?
□ Per-symbol parameters configured?
Review Cadence
| Frequency | Actions |
|---|---|
| Weekly | Run backtests on current watchlist • Update per-symbol parameters • Export updated reports |
| Monthly | Run optimization on all watchlist symbols • Review AI analysis rankings • Adjust strategy profiles • Export full report package |
| Quarterly | Evaluate strategy performance across all symbols • Add/remove watchlist symbols • Review and update risk parameters • Archive reports |
Getting Started
Quick Start (Portable — No Install Needed)
The easiest way to use Stratum is the portable executable — no Python or dependency setup required:
- Download
Stratum.exefrom the product page or your license delivery email - Double-click
Stratum.exeto launch the application - On first launch, choose Start 24-Hour Free Trial or activate your license key
- Enter stock symbols, set your date range, and click Run Backtest
System Requirements
- OS: Windows 10 or 11 (64-bit)
- Disk: 500 MB minimum (more for cached data)
- RAM: 4 GB minimum, 8 GB recommended
Install with MSI Setup
For a proper installed version with start menu shortcuts and uninstall support, use the MSI installer:
- Download
StratumSetup.msifrom your license delivery email or the product page - Double-click
StratumSetup.msito launch the Windows Installer - Follow the on-screen prompts — choose installation path and confirm
- Launch Stratum from the Start Menu or desktop shortcut
- On first launch, choose Start 24-Hour Free Trial or activate your license key
- Enter stock symbols, set your date range, and click Run Backtest
The MSI installs all dependencies, adds Start Menu entries, and provides an easy uninstall path via Add/Remove Programs.
How to Activate
- Launch Stratum — the License tab opens automatically or is accessible from the tab bar
- If you haven't purchased a key yet, start a 24-hour free trial with one click
- To activate a full license, paste your key (format:
XXXXX-XXXXX-XXXXX-XXXXX) into the activation field and click Activate - All features unlock immediately — no app restart required
- Need a key? Schedule a consultation with Woven Model to purchase a license
Ready to Analyze Your Trading Strategy?
Get started with a 24-hour free trial or contact us for a full license.