Tax-aware backtesting, optimization, Monte Carlo analysis, and planning tools under explicit assumptions. Compare decisions in one place without losing the tax, cash flow, and workflow details that change a result. Every tool is free.
Under the hood
Tax engine
Lot-level tracking, wash sale detection, and historical bracket schedules from 1998 to 2026.
Tax lot tracking
Every buy creates a tax lot. Every sell picks the right one. FIFO, LIFO, HIFO, or Optimized selection. 61-day wash sale window with automatic basis adjustment and holding period tacking.
Historical tax brackets
Backtests apply the federal bracket schedule in effect for each simulation year, from 1998 to 2026. 4 filing statuses. Capital gains, dividends, and ordinary income taxed at their actual historical rates.
Marginal rates — Single filer
1998
15%
28%
31%
36%
39.6%
0%
0%
Federal
California
Strategy & optimization
Composable signal logic, multi-objective optimization, and 51 deterministic portfolio metrics.
Composable signals
14 atomic signals — momentum, VIX, RSI, yield curve, relative strength — combined with AND/OR/NOT logic.
AND
Uptrend start
Price > SMA(200)
4,350 vs 4,280
RSI(14) < 70
55
VIX < 25
18
Allocation
Risk Off
Equity 40%
Bonds 60%
6 optimizer objectives
Max Sharpe, Min Vol, Risk Parity, Min CVaR, Max Sortino, and Max Return.
Allocation
Sharpe
VTI
40%
VXUS
20%
BND
30%
GLD
10%
E[R]
8.2%
Vol
11.4%
Sharpe
1.14
51 portfolio metrics
Returns, risk, risk-adjusted ratios, benchmark-relative, and distribution metrics. All deterministic, all benchmark-aware.
Portfolio value
1894–2023
Portfolio X
Portfolio Y
Transparency
Parity-checked math and traceable data sources.
Verification suite
12 categories, 50+ assertions against external sources. Check the math yourself.
Running
Tax Lots
FIFO sells earliest lot first
HIFO sells highest-cost lot
Optimized picks LT gains over ST
6 / 50 passed
All passing
Transparent data sources
Every ticker's history is traceable — Fama-French, FRED, synthetic reconstructions, and live market data.
Data coverage
1930
SPY
VTI
VXUS
BND
GLD
TQQQ
1930
1950
1970
1990
2010
Shiller
Fama-French
FRED
Bond sim
Synthetic
Market data