Portfolio intelligence for systematic traders.
VECTOR is the structural layer that sits above individual strategies. Aggregate performance from uploaded P&L histories, compute correlations, run Monte Carlo simulations across four statistical methods, and quantify tail risk with VaR and CVaR. And an integrated AI analyst reads your session — citing every number.
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Equity & Drawdown · ALL
AnalyzedTotal value
$121,049
Max DD
−12.4%
Sharpe
1.20
Win rate
54.8%
Live session
DD −12.4% · Sharpe 1.20
V1 · No-Thursday
DD −8.9% · WR 57.1%
V2 · Half-size MOM
DD −8.7% · ρ 0.64
Eight instruments. One session.
Everything below exists in the product today — no roadmap slides. Each row opens the section where that module is shown doing its job, on the same portfolio, with the same numbers end to end.
Analysis happens in daylight.
What follows is the instrument's real light environment — white canvas, true shadows, a laser accent. The same room you work in.
The whole portfolio, one curve.
Upload P&L histories from any broker and VECTOR aggregates them into a weighted portfolio: one equity curve, its drawdown underneath, and the vital signs on top. Reorder, reweight, hide — the curve recomputes as you work.
+$21,049 on $100,000 over 15 months — with the −12.4% drawdown most dashboards hide shown right below the curve.
Equity & Drawdown
Total value
$100,000
CAGR
+0.0%
Sharpe
0.00
Max DD
0.0%
Weekday filter
All days| Day | Trades | Win % | P/L |
|---|---|---|---|
| Mon | 63 | 57.4% | +$5,830 |
| Tue | 62 | 55.0% | +$4,140 |
| Wed | 63 | 54.1% | +$3,610 |
| Thu | 62 | 46.8% | −$1,900 |
| Fri | 62 | 60.2% | +$9,369 |
Max drawdown
-12.4%
Win rate
54.8%
Thursday is the only losing day: −$1,900 across the period.
Thursday filtered at the source: Max DD improves 3.5 pp, win rate +2.3 pp.
Remove a day. Watch the curve respond.
Some strategies bleed on one specific weekday. The filter applies at the source — daily P&L is rebuilt without that day, so equity, drawdown and every metric respond together. Not a chart mask: a different portfolio.
Live demo — the Thursday chip is clickable.
Diversification you can verify.
Pearson correlation of daily P&L across every pair of strategies. Red pairs move together — concentration risk wearing a diversification costume. Blue pairs offset. The cluster view reorders the matrix until the blocks tell on themselves.
TF↔MOM at +0.81 — and correlation tends to rise in drawdowns, exactly when you need it low.
Strategy correlation matrix
| OΔ | FMR | TF | VAR | MOM | SAR | CRY | CAL | |
|---|---|---|---|---|---|---|---|---|
| Options Δ | 1.00 | 0.06 | 0.08 | -0.07 | 0.02 | -0.11 | -0.01 | -0.09 |
| Futures MR | 0.06 | 1.00 | -0.46 | 0.42 | -0.48 | 0.41 | -0.38 | 0.29 |
| Trend Follow | 0.08 | -0.46 | 1.00 | -0.33 | 0.81 | -0.40 | 0.37 | -0.25 |
| Vol Arb | -0.07 | 0.42 | -0.33 | 1.00 | -0.35 | 0.28 | -0.16 | 0.25 |
| Momentum | 0.02 | -0.48 | 0.81 | -0.35 | 1.00 | -0.40 | 0.38 | -0.38 |
| Stat Arb | -0.11 | 0.41 | -0.40 | 0.28 | -0.40 | 1.00 | -0.36 | 0.23 |
| Carry | -0.01 | -0.38 | 0.37 | -0.16 | 0.38 | -0.36 | 1.00 | -0.19 |
| Calendar | -0.09 | 0.29 | -0.25 | 0.25 | -0.38 | 0.23 | -0.19 | 1.00 |
Inside the cell — pair drill-down
Trend Follow ↔ Momentum
Corr. full period
+0.81
Corr. inside the drawdown
+0.90
Joint losing days
68%
Best hedge
FMR −0.48
Daily P/L · TF (x) vs MOM (y)
Rolling correlation, 60d
In the app: click any pair in the matrix → the full drill-down with scatter, rolling correlation and day-level detail.
Every month on the record.
The same 15 months as the equity curve above, cell by cell: seasonal patterns, drawdown clusters, outlier months. Below it, the full metrics registry — reported exactly as the engine computes them.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | |||||||||||||
| 2026 |
| 2025 | 2026 | |
|---|---|---|
| Jan | ||
| Feb | ||
| Mar | ||
| Apr | ||
| May | ||
| Jun | ||
| Jul | ||
| Aug | ||
| Sep | ||
| Oct | ||
| Nov | ||
| Dec | ||
| YTD |
10 of 15 months positive · best Aug 2025 (+$3,640) · worst Mar 2026 (−$4,300) — the month the drawdown bit.
CAGR
+18.0%
on $100,000 initial
Sharpe
1.20
Sortino 1.63
Max drawdown
-12.4%
−$15,040 from peak
Win rate
54.8%
PF 1.42
Returns
Tail risk
Then you stress-test in the dark.
Simulation and tail risk live in the night environment: glow, depth, and a thousand futures on a single canvas.
One history. A thousand futures.
Your track record is one sample of what could have happened. Monte Carlo resamples it across four statistical methods and reports the distribution: the median path, the 5% tails, and the probability of ruin.
Median $142k lines up with the +18% CAGR — but P05 $86k is the number that should size your capital.
Monte Carlo — 1,000 simulations · 252 trading days
P05 (12M)
$0
Median (12M)
$0
P95 (12M)
$0
Bootstrap IID
Non-parametric
Empirical distribution
Block Bootstrap
Non-parametric
Volatility clustering
Skewed-t (MLE)
Parametric
Asymmetric tails
FHS + GARCH(1,1)
Hybrid
Dynamic volatility
VaR 95%
-2.1%
CVaR 95%
-3.4%
Ruin probability
3.2%
Risk sizing
Capital $100,000
Capital
$100,000
Sizing engine
cap 1.2–2.4% · winsor.
Contracts
3 · 2 · 2
| Strategy | Cap % | Contracts | Size |
|---|---|---|---|
| Trend Follow | 1.2% | 3 | $0 |
| Momentum | 2.4% | 2 | $0 |
| Vol Arb | 1.8% | 2 | $0 |
Premium and margin references are winsorized, so a few anomalous trades can't distort the contract counts.
How many contracts, exactly.
Sizing is where analysis meets the order ticket. Given your capital and a per-strategy risk cap, VECTOR turns trade-level history into contract counts — additive or compound growth, with its own Monte Carlo on the sized result.
Capture 92% — every strategy inside its risk budget on $100,000, nothing left idle by rounding.
EQUITY · 15 MONTHS
+$21,049
ρ MAX
+0.81
P05 · 12M
$86k
CAPTURE
92%
An analyst who cites every number.
Vector AI doesn't compute anything new — it reads what the engine already computed and says it in plain language. Every claim carries the metric it stands on, as a chip you can trace back to the module that produced it.
- On-demand session verdict, anchored to the metrics the engine already computed
- Every claim cites its number — verifiable chips, never vague opinions
- One-click actions: from the advice to the module that applies it
Every number in the verdict beside appears in the sections you just scrolled — same portfolio, same story.
Chat · on your numbers
Three consecutive losing Thursdays inside a higher-volatility regime: alone accounts for a third of the . Filtering Thursday halves it. Try the filter
A concentrated portfolio. The is driven by two of the eight strategies, and their correlation rises in drawdown — diversification thins exactly when it's needed. The holds, but the and a at current size say the tails deserve the next stress test.
8 strategies · 15 months · n=312 trading days
AI interpretation anchored to numbers VECTOR has already computed. Not financial advice.
Variant compare
Apr 2025 – Jun 2026Live session
DD −12.4% · Sharpe 1.20
V1 · No-Thursday
DD −8.9% · WR 57.1%
V2 · Half-size MOM
DD −8.7% · ρ 0.64
Freeze the moment. Compare the road not taken.
A variant freezes recipe and results of an analysis — “all days” vs “Mondays off”, full size vs half. Pin up to eight over the live charts, restore the right one into a fresh session when a road proves better.
V1 is the no-Thursday portfolio from the demo above — same curve, now on file next to the live session.
Built for a specific operator
Designed for
- Systematic options traders running multiple strategies
- Futures traders with portfolio-level exposure concerns
- Quantitative researchers testing multi-strategy allocation
- Independent operators managing six to seven figure portfolios
- Traders who understand correlation is not constant
Not designed for
- Discretionary traders without systematic frameworks
- Beginners looking for educational content or tutorials
- Signal chasers seeking trade alerts or copy-trading
- Investors seeking automated “set and forget” solutions
- Anyone expecting guaranteed returns or risk elimination
Access is open.
VECTOR is in its launch window: access is free today, with paid plans arriving at public release. Create an account, upload your CSVs, and the first analysis is minutes away. It's built for the operator described above — the product does the selecting, not an application form.
2-minute setup · email or Google · no card
Or download a sample session dossier (PDF) →No marketing emails. No sales calls. No broker connection: your data stays yours.