One shared snapshot
Every strategy reads the same point-in-time evidence for an episode, so comparisons start from the same information.
Public research feed
Replitrade evaluates several frozen strategies on the same market episodes, then publishes timestamped research decisions with evidence summaries, immutable ledger proof, honest sample sizes, and forward outcome tracking.
Research only. Not personalized financial advice. No broker connection, portfolio sync, or order execution.
Strategies can agree on a ticker without inflating the number of independent market episodes.
Why it exists
The product is built around the question serious subscribers ask after a signal fires: what caused it, what was known then, which strategy fired, and how did that strategy perform afterward?
Every strategy reads the same point-in-time evidence for an episode, so comparisons start from the same information.
Every decision carries strategy version, timestamp, status, score, and immutable hashes for later review.
Strategies are compared by independent episode, with immature, stale, missing, and overlapping outcomes visible.
Daily value
Ticker, research action, confidence tier, opportunity score, risk note, evidence count, and status in one mobile-first card.
Methodology, evidence, and risk copy explain what the feed knows without implying certainty.
Track record pages explain win rate, expectancy, benchmark comparison, and unfinished outcome windows.
Founding access
Get launch updates for the subscriber signal feed. The public shell stays static-compatible and does not connect to brokerage accounts or payment accounts.
Have a private preview invite? Use the access panel on the signal feed.
Open invite access