The futures algo lab that lives on your desk.
Search thousands of strategy combinations, see which ones survive data they never saw, and export the keepers to TradingView or NinjaTrader 8. Real CME data, on your own machine, with nothing uploaded.
Everything runs on your machine.
Strata is a desktop app for Mac and Windows, not a browser tab. The engine, the data, the scoring and the code export all live on your desk.
Backtests, searches, optimizations and walk-forward tests all run on your own processor. There are no run quotas and no queue, and a long search keeps running while Strata sits behind your other windows.
12 CME futures markets, the six majors and their micros, from 1-minute to daily bars with history back to 2015. Connect your own Databento account and the bars download straight to your computer. Databento bills you directly, and Strata shows the price before anything downloads.
Once your data is downloaded, Strata works offline. Your strategies, results and library are files on your machine. Nothing is uploaded, and the library is backed up locally each time the app opens.
Every strategy exports as TradingView Pine Script v6 or NinjaTrader 8 NinjaScript, with the session, costs and setup checks written into the file. The output is yours.
Search thousands of strategies. Keep the few that hold up.
Pick a market, a timeframe and a pool from 1,058 signals. Build backtests combination after combination on your machine, then tests every promising one on data the search never saw.
The run in the screenshot: ES 15-minute, a random pool of 100 signals, about three minutes on an Apple silicon Mac, on synthetic sample data with no real edge in it. Even there, some combinations pass by luck, which is why a qualified result is a research candidate, not proof. Your results on your own data will differ.
Build searches signal combinations, parameters, risk settings and exits continuously. Pause, resume or stop whenever you like; completed rows stay on the board.
The board orders candidates by their training score. The reserved period never steers the search; it is used only to score and qualify what the search already found.
A Build keeps running when the window is covered or minimized, sizes itself to your computer's memory, and its board is still there after a restart.
How good does it look, and how sure can you be?
Every strategy gets one number from 0 to 100. Quality is a weighted mean of five pillars. Evidence, built from statistical significance, trade count and out-of-sample trades, decides how many of the points above 50 it keeps.
- Risk-adjusted return25%
- Out-of-sample generalization25%
- Robustness25%
- Drawdown & tail risk15%
- Consistency10%
NQ 15m starter · 165 trades · sample data
| Score | Grade | How to read it |
|---|---|---|
| 90–100 | A+ | Top quality on deep evidence. Deliberately rare. |
| 82–89 | A | Strong on every pillar, with enough trades to trust it. |
| 74–81 | B+ | Solid, with a weaker pillar worth reading. |
| 65–73 | B | Promising. Check the evidence before sizing. |
| 50–64 | C | Marginal quality, thin evidence, or a failed qualification check. |
| 35–49 | D | Fragile. Weak quality, or a validation or cost check failed. |
| 0–34 | F | Unprofitable overall or on unseen data, or very weak quality. |
A score is a rating of historical research quality. It is not a probability of profit, and an 80 does not mean an 80% chance of anything.
One backtest. The analysis a risk desk would ask for.
Every run splits your dates into training and a reserved out-of-sample period, then puts the result through four chapters of analysis. Each chart opens with a plain sentence saying what it found.
Equity against buy-and-hold, the five deepest drawdowns with their recovery dates, rolling Sharpe, a monthly calendar, the daily distribution and a full ratio sheet.
Edge per trade against random entries, win rate against break-even, R-multiples, adverse and favorable excursion, and which hours, exits and years earn the money.
2,000 Monte Carlo paths, reruns with worse fills and higher commission, eight price-noise reruns, nearby parameter settings, and each rule removed in turn.
The Sharpe lower bound, probabilistic and deflated Sharpe ratios, the minimum track record, and how much a search inflates the best result it finds.
Tools that are allowed to say no.
A profitable backtest is where the work starts. Strata’s follow-up tools are built so that “no improvement” and “not qualified” are normal answers. We ran all three on the strategy from the top of this page.
- Optimizer
- Searches up to 5,000 nearby variations, then freezes one candidate and confirms it on a window held out of the search. If it does not improve there, no runner-up gets a second try.
- Result on this strategy: “Keep the original strategy.”
- Walk-forward test
- Re-tunes on earlier windows, freezes the choice, and trades it on the next window. It compares the outcome with simply leaving the strategy alone.
- Result on this strategy: “Mixed forward evidence.”
- Prop-account audit
- Replays the strategy against an evaluation rule sheet, attempt after attempt: trailing drawdown, daily loss limit, profit target, minimum days and consistency.
- Result on this strategy (sample data): 4.1 F as a cash account; 3 of 10 attempts passed under a Topstep 50K rule template.
Leave with code, not a report.
Any strategy you build or find becomes source code for the platform you trade on. One click, both platforms, from the same rules you tested.
Pine Script v6 with the session, date range and costs written in, plus the setup checks to run before you compare results.
A NinjaScript C# strategy file you compile in NinjaTrader, with a guide for Strategy Analyzer, trading hours and commissions.
Trade ledger as CSV, the full analysis as JSON, and research audits from the optimizer and walk-forward test.
Exported code is a strategy definition. TradingView and NinjaTrader use their own data feeds and fill models, so totals can differ from Strata’s; the app includes a guide for comparing them trade by trade.
The Vault algos, inside the app.
Vault is full access to Strata plus the Vault’s Timeless algos for NinjaTrader 8: the 5 strategies and the Account Rotator below, and each new algo added to the Vault, downloaded straight from Strata on the Vault plan.
- Timeless Reversion FP Pro — Final CopyFlagshipStrategy
- IB 25 — Initial Balance 25% PullbackStrategy
- IB Breakout ExternalStrategy
- IFVG Sniper Fixed StopStrategy
- SBS PublicStrategy
- Timeless Account RotatorAdd-on
- New Vault algosIncluded as added
Every download is decrypted on your machine and watermarked to you, so licensed files stay licensed. These are NinjaTrader files, separate from the strategies you research and export yourself.
Join Vault →Two plans. Connect your own Databento key; new accounts get $125 in free data.
Founders pricing for the first 20 on each plan: Pro at $49, Vault at $199 per month, locked while you stay subscribed. Pro is $79 after that. The app is a free download; sign in with your email and your plan unlocks it. Annual billing gets two months free. Cancel anytime.
Founders price, locked while you stay subscribed. $79/month after the first 20.
Strata on your desk. The whole lab on your machine.
- Strata Desktop for Mac & Windows
- Unlimited backtests and Builds — your CPU, no quotas
- 12 CME futures markets, 1-minute to daily, from your own Databento account
- 1,058 signals, the Strata Score and four analysis chapters
- Optimizer, walk-forward tests and prop-account audits
- TradingView and NinjaTrader 8 export
Founders price, locked while you stay subscribed.
Full access to Strata, plus the Vault’s Timeless algos for NinjaTrader 8: all six out now and each new one we add.
One subscription for the Vault algos. New ones appear in your Algos screen as they’re added, at no extra cost. Only the algos listed here are included.
- Full access to Strata: everything in Pro
- Six Vault algos out now: 5 strategies and the Account Rotator
- New Vault algos as they’re added, included
- Licensed NinjaTrader 8 downloads in the app, watermarked to you
- Private research channel
- Priority support
14-day money-back guarantee — if Strata isn’t for you, email us within 14 days for a full refund.
Compare all plans →