Control the data
Select catalog-backed market data, one symbol, a native timeframe, dates, timezone, and session. Exact coverage must be confirmed before any test begins.
Atlas turns plain-English research questions into explicit, testable workflows. Choose a bounded dataset, define the strategy, run deterministic tools, inspect every receipt, and improve the model from evidence—not invented numbers.
Interactive Atlas access is limited. Applications enter a review pool for future cohorts; admission is not guaranteed. Strategy results appear only after a completed deterministic receipt.
Atlas is the explanation and orchestration layer around deterministic research tools. It helps you choose inputs, formalize rules, interpret computed results, expose weak assumptions, and decide what to test next.
Select catalog-backed market data, one symbol, a native timeframe, dates, timezone, and session. Exact coverage must be confirmed before any test begins.
Closed beta currently executes supported typed ORB and three-bar FVG templates on approved one-minute futures data. Other ideas remain research drafts until an executor is supported.
Supported strategy tests return a completion receipt. Atlas waits for that receipt before showing metrics.
Review P&L, trades, equity, drawdown, validation, and receipts. Change one explicit parameter set, branch, compare, and preserve lineage.
Click through the workflow. Every stage has a clear input, a concrete artifact, and a stop condition. Atlas asks for missing definitions instead of quietly making them up.
Start in Data Sources. Select Market Bars, one symbol, the required timeframe, a defensible date range, source timezone, and session interpretation. Coverage gaps remain visible.
“Data lab” is the workflow; the product surfaces are Data Sources and Data Vault. You choose the research slice. The handoff sends metadata and prerequisites—not a raw market-data dump—to Research Chat.
Use Market Bars for strategy research, or attach a trade-log CSV for performance, regime, risk, and improvement analysis.
Select the asset class, symbol or contract, an inventory-backed native timeframe, and a bounded date window. Catalog presence alone does not prove runtime support.
Confirm the source timezone and session. “Regular” is never silently interpreted; RTH, ETH, and custom sessions produce different trades.
Atlas receives the dataset reference and declared prerequisites. Raw bars stay protected and are not placed in the conversation.
Before running, read the generated StrategySpec and trust no trades, P&L, equity, or validation result without its runtime receipt.
Good prompts name the market, timeframe, session, entry logic, exit logic, costs, risk limits, and validation target. Choose an example, then copy it for later.
Atlas does not create performance figures. Only a completed run receipt can supply them; Atlas explains what they mean, where they may be fragile, and what evidence should be collected next.
Exact typed entry, exit, size, cost, risk, session, and parameter rules.
Dataset identity, time range, gaps, frequency, timezone, and session contract.
Timestamped entries, exits, reasons, costs, and per-trade outcomes.
Net results, drawdown, distribution, path, and risk-adjusted context.
Chronology, holdout, costs, OHLC integrity, parameter stability, and failure flags.
Parent artifact, explicit parameter patch, branch, comparison, and saved receipt history.
Atlas is a research and model-building partner, not a trading oracle. It can research and test supported strategies; it cannot alter live signals or execute trades.
Atlas AI Lab is in Closed Beta. Explore the public preview, or apply for a future cohort to build, test, and compare supported strategies with source and receipt lineage preserved.