Daloop

OOS-Validated Signals · SEC Filing Risk Overlay

High Win-Rate Quant Signals — Enhanced by SEC Filing Analysis.

13 proprietary strategies, Out-of-Sample validated across 378+ tickers (stocks, ETFs, crypto) — ~73% win rate, ~35% CAGR, ~2.9 profit factor. Simple BUY / SELL / CASH signals. On top of every signal, our Quant Agent parses 10-K, 10-Q, 8-K, and Form 4 filings to surface material risks.

OOS-Validated
~73% Win Rate · ~35% CAGR
13 Strategies · 378+ Tickers
Quant Agent Parses SEC Filings

Methodology: Next-day open execution · 1.2% round-trip cost (commission + slippage) · Mark-to-market daily · Trend filter · Trailing stop · Leverage. See Transparency below for full details. Daloop is a research tool, not investment advice. Past performance does not guarantee future results.

NVDANVIDIA Corp

$872.45+2.31%

OOS Win Rate · 87.4%

BUY signalSELL signal

Strategy: Structural Breakout · PF 2.41

NVDA$872.45+2.31%BUYOOS · 87.4%

AAPL$213.55+0.84%BUYOOS · 81.2%

TSLA$242.18-1.42%SELLOOS · 79.6%

MSFT$428.32+1.05%BUYOOS · 84.9%

AMD$163.07+3.18%BUYOOS · 82.1%

META$498.10-0.74%SELLOOS · 76.5%

GOOGL$178.92+1.21%BUYOOS · 80.4%

AMZN$186.44+1.66%BUYOOS · 83.7%

NFLX$612.99-2.05%SELLOOS · 74.3%

JPM$207.13+0.59%BUYOOS · 78.9%

NVDA$872.45+2.31%BUYOOS · 87.4%

AAPL$213.55+0.84%BUYOOS · 81.2%

TSLA$242.18-1.42%SELLOOS · 79.6%

MSFT$428.32+1.05%BUYOOS · 84.9%

AMD$163.07+3.18%BUYOOS · 82.1%

META$498.10-0.74%SELLOOS · 76.5%

GOOGL$178.92+1.21%BUYOOS · 80.4%

AMZN$186.44+1.66%BUYOOS · 83.7%

NFLX$612.99-2.05%SELLOOS · 74.3%

JPM$207.13+0.59%BUYOOS · 78.9%

Track Record

Mark-to-Market equity curve.
No smoke. No mirrors.

Every trade simulated with next-day open execution, 1.2% round-trip costs, and daily mark-to-market valuation. This is the actual equity curve a real trader would have experienced.

Updated DailyAnti-curve-fit verified

Why does the equity curve sometimes go flat? This is the risk overlay working as designed — not a bug. During sustained market downtrends (e.g. the 2022 bear market), risk overlays skip entries and exit positions during downtrends. These flat periods are the drawdowns you DON'T experience — the overlay is protecting your capital while the broader market falls. Notice how SPY (the amber line) drops during these same periods while Daloop holds steady.

Methodology: Returns are simulated with next-day open execution (no look-ahead bias), a 1.2% round-trip cost (commission + slippage), base position sizing, daily mark-to-market valuation, a trend filter, a trailing stop, and portfolio leverage. Trading carries risk and past performance is not indicative of future results. This is not financial advice.

Daloop Difference

Most signal services are curve-fit theatre.
We engineer for the opposite.

The Problem

Why most signal services fail you live

Curve-fit backtests that look perfect
Most bots are tuned to historical data with dozens of parameters. They show 95% win rates in backtests — then collapse the moment they touch live markets.
5 conflicting indicators at once
RSI says oversold, MACD says bearish, the 200-MA says hold. You end up frozen — or worse, second-guessing every entry.
Confusing stop-losses & whipsaws
Tight stops get hunted on volatility. Wide stops blow through risk limits. Either way, you bleed fees and give back gains.

Our Solution

Daloop protocol

Out-of-Sample validated
Every strategy is optimized on In-Sample data, then tested on unseen Out-of-Sample data. If Win Rate drops >15% or PF falls below 1.5, it's discarded as curve-fit.
Dead-simple BUY / SELL
One signal per stock per day. No 5-indicator salad. You enter on BUY, you exit on SELL — that's the entire workflow.
Hold until the signal changes
Swing and position holds, tuned for highest Win Rate over the full trade. A trailing stop protects winners without whipsaw cost. No fixed stop-losses to get hunted.

Quant Agent

A Quant Agent that parses SEC filings — and surfaces material risks before you act.

The quant signals are the main product — 13 proprietary, Out-of- Sample validated strategies across 378+ tickers. The Quant Agent is an enhancement layer on top: it reads 10-K, 10-Q, 8-K, and Form 4 filings in real time and surfaces material risks — SEC investigations, sudden officer departures, insider selling clusters, going-concern warnings, and intensifying risk-factor language — as a risk overlay on every BUY signal.

Risk Overlay · Veto

Flags tickers where filings surface red flags

The Quant Agent parses 8-K, 10-K, and Form 4 filings in real time. Any one of these red flags flags the ticker so you see the risk before you act.

SEC investigations & DOJ inquiries
Wells notices, formal orders, and enforcement actions flagged the moment they surface in 8-K disclosures.
Sudden officer departures
8-K Item 5.02 filings — CFO/CEO exits without a named successor are an instant veto, no exceptions.
Insider selling clusters
Form 4 patterns where multiple insiders dump shares within 30 days — the classic 'rats leaving the ship' signal.
Going-concern warnings
Auditor doubt about the company's ability to continue — a bright red flag the market usually misses until it's too late.
Intensifying risk-factor language
Year-over-year 10-K risk factor diffs that shift from 'may' to 'will', 'could' to 'expected to' — quantified, not vibes.

SEC Filing Analysis

Structured data from 10-K, 10-Q & 8-K filings

The Quant Agent doesn't just keyword-search filings — it extracts structured signals, compares them year-over-year, and reconciles the narrative against the numbers.

Risk factor changes
Every 10-K risk factor compared year-over-year and classified as 'intensified', 'unchanged', or 'softened' — not just text-dumped.
MD&A tone analysis
Management Discussion & Analysis parsed for sentiment shifts: cautious optimism vs. quiet hedging vs. full-blown warning.
Forward-looking guidance changes
Guidance raised, maintained, withdrawn, or silently dropped — with the exact delta vs. prior quarter, plain-English summarized.
Accounting anomaly detection
When the narrative says 'growth' but the numbers say 'decline', the Quant Agent flags it. Narrative-vs-financials reconciliation.

5 Red Flags

Screened daily

SEC investigations, sudden officer departures (8-K Item 5.02), insider selling clusters (Form 4), going-concern auditor warnings, and intensifying risk-factor language are all screened daily.

Research-Backed

Beyond rule-based screening

Independent academic research shows advanced filing analysis outperforms traditional rule-based anomaly detection on fraud identification.

All Plans

Risk flags visible to all

SEC-filing risk flags are visible on every plan, including Basic. The Quant Agent narrative analysis (which explains the risk in plain English) is available on Pro and Premium.

Daloop is a research tool, not investment advice. Past performance does not guarantee future results.

How It Works

From scanner to signal to ledger — in three steps.

No 200-page manual. No 14-indicator dashboard. Just a clean, repeatable workflow engineered for clarity and conviction.

Step 01
Choose your stocks
Pick from US stocks, ETFs, and cryptocurrencies via our high-accuracy scanner (Pro & Premium). Filter by sector, Win Rate, Profit Factor, or current signal — and see exactly which strategies survived validation.
Step 02
Get the signal
A single, clear BUY or SELL — selected by the Quant Agent as the highest-Win-Rate survivor for that ticker. Optimized on In-Sample data, validated on Out-of-Sample data.
Step 03
Execute & profit
Enter on BUY, exit on SELL. Hold until the signal changes. Open the full transparent trade ledger to see every historical entry, exit, and net return.

Radical Transparency

Full Trade Transparency

See every historical trade, exact dates, and returns. We show you the Out-of-Sample Win Rate and Profit Factor before you ever enter a trade — and every return is computed with a fully disclosed methodology: next-day open execution, 1.2% round-trip costs, and daily mark-to-market valuation. No curve-fit math.

Trade Ledger — AMZN

Last 6 closed trades · Structural Breakout

Win Rate 66.7%Avg Gain +2.95%

Entry Date	Entry $	Exit Date	Exit $	Return
2024-08-14	168.30	2024-09-02	178.55	+5.42%
2024-09-12	175.10	2024-09-30	170.40	-3.20%
2024-10-08	181.85	2024-11-19	196.07	+6.85%
2024-12-03	194.92	2024-12-18	189.21	-3.31%
2025-01-09	192.40	2025-02-11	207.66	+6.95%
2025-02-24	204.12	2025-03-21	217.04	+5.45%

Markers on price history

Illustrative example — the trade ledger table shows actual AMZN trades from the live engine.

Entry on BUYExit on SELLOOS-validated

How every return is computed — full disclosure

The same methodology powers every number on this page and in the app. No hidden assumptions, no optimistic shortcuts.

Conservative & transparent

Next-day open execution

Signals generated at close are filled at the next trading day's open price. No look-ahead bias — you could have actually traded these fills in the real market.

1.2% round-trip cost

0.5% commission + 0.1% slippage per side (buy and sell) = 1.2% deducted from every closed trade. Open positions still held at end of data pay only the 0.6% entry-side cost.

Mark-to-market valuation

Equity is marked-to-market daily using each open position's candle close. Drawdowns reflect unrealized losses during holding periods — not just realized losses on trade-close days. This is the honest way to display a portfolio equity curve.

Position size + leverage

Each trade uses a base position size of equity. The portfolio applies leverage on unleveraged equity to amplify returns. The trend filter ensures only high-conviction entries receive capital.

Anti-curve-fit protocol

Per ticker, before aggregation: Out-of-Sample Profit Factor ≥ 1.5 AND IS-to-OOS Win-Rate degradation ≤ 15 percentage points. Only qualified tickers are included in aggregate metrics.

Risk overlays: trend filter + trailing stop

Risk overlay: (1) Trend Filter — only enters on stocks in uptrends. (2) Trailing Stop — exits when a position drops from its peak (lets winners run, locks in gains on pullback). (3) Leverage amplifies the stock-selection alpha.

These rules are applied uniformly across every ticker, every strategy, and every backtest. Aggregate metrics on the dashboard include only tickers that passed the anti-curve-fit protocol — unqualified tickers are excluded, never averaged in.

Strategy Library

13 proprietary strategies. One quant brain picking the best fit.

The agent dynamically picks the best-fitting strategy per ticker — not a one-size-fits-all bot. Every strategy is tested & OOS-validated across five families before it ever touches your watchlist. To qualify, each ticker must clear our anti-curve-fit protocol: Out-of-Sample Profit Factor ≥ 1.5 and IS-to-OOS Win-Rate degradation ≤ 15 percentage points. Unqualified tickers simply don't appear as signals.

Tested & OOS-validated

Directional Drift Capture

Rides smooth, persistent trends by detecting and aligning with the dominant directional drift.

Tested & OOS-validated

Statistical Reversion Alpha

Fades statistically significant price dislocations that tend to snap back toward equilibrium.

Tested & OOS-validated

Structural Breakout

Captures sustained momentum after a stock breaks out of a consolidation base.

Tested & OOS-validated

Directional Allocator

Allocates toward assets whose slope and persistence confirm a sustained directional trend.

Tested & OOS-validated

Fundamental Momentum

Pairs fundamental momentum with a directional trend gate to surface high-quality compounders.

Tested & OOS-validated

Z-Score Reversion Engine

Uses normalized z-scores to detect extreme price dislocations in noisy, range-bound regimes.

Tested & OOS-validated

Intrinsic Value Pull

Targets price dislocations from established fair-value reference points in highly liquid instruments.

Tested & OOS-validated

Volatility Transition

Detects the inflection from volatility compression to expansion that precedes directional moves.

Tested & OOS-validated

Overshoot Recovery Model

Captures quick reversions after short-term emotional price overshoots that extend beyond fundamentals.

Tested & OOS-validated

Dynamic Trail System

Adapts its trailing parameters to evolving volatility conditions to maximize trend capture.

Tested & OOS-validated

Constriction Breakout

Identifies historically narrow trading ranges that often precede sharp directional expansion moves.

Tested & OOS-validated

Tail Risk Reversion

Fades statistically rare extremes in momentum oscillators that signal an exhausted trend.

Tested & OOS-validated

High Anchor

Uses volatility-anchored trailing logic to ride extended trends while protecting accumulated gains.

Sample Signals

Signal Preview

A snapshot of what Daloop signals look like. Each signal shows its ticker, direction, validated strategy category, and Out-of-Sample Win Rate. Inside the app, the dashboard delivers the full feed of end-of-day BUY/SELL signals across 378+ tickers including US stocks, ETFs, and top cryptocurrencies (BTC, ETH, SOL).

End-of-day signals

Signals are generated after market close each day, then filled at the next trading day's open — no look-ahead bias, no intra-day noise.

Every signal, every stock

Stream all BUY/SELL flips, or filter to just your watchlist.

Full context

Each signal shows OOS Win Rate, Profit Factor, and the validated strategy behind it.

Daloop Signal Preview

Sample signals — start your free trial for the full feed

Sample

BUY

AAPLApple Inc.

Momentum/Breakout

OOS WR

71.4%

When

EOD Jul 18

SELL

MSFTMicrosoft Corp.

Mean Reversion

OOS WR

64.3%

When

EOD Jul 18

BUY

AMZNAmazon.com Inc.

Trend Following

OOS WR

76.0%

When

EOD Jul 18

BUY

JPMJPMorgan Chase

Fundamental/Trend

OOS WR

68.8%

When

EOD Jul 17

SELL

XOMExxon Mobil

Trend Following

OOS WR

60.0%

When

EOD Jul 17

BUY

NVDANVIDIA Corp.

Momentum/Breakout

OOS WR

78.6%

When

EOD Jul 16

Sample signals · every signal OOS-validated

Signals are generated end-of-day and executed at the next trading day's open. Returns account for a 1.2% round-trip cost (commission + slippage), are marked-to-market daily, and include a risk overlay (trend filter + trailing stop, with portfolio leverage) — see the Performance page for the full methodology.

Paper Trading

Practice with $100K Virtual Capital

Test your conviction on Daloop signals without risking a dime. Paper trade the full universe, track your P&L, and build confidence before committing real capital.

Paper PortfolioPractice

Starting capital · $100,000

+8.42% all-time

Total Equity

+8.4%

Win Rate

4 of 6 trades

Max Drawdown

0.0%

Within tolerance

Equity Curve · 30d

+$8,420

Open Holdings

NVDA10 sh+12.3%MSFT25 sh+4.1%AMZN15 sh-1.2%

Equity curve reconstructed from your trades — step-wise, faithful at every fill.

$100,000 virtual cash
Start with a full paper portfolio. No deposits, no risk.
Buy & sell any stock
Trade every qualified stock at live engine prices.
Full analytics suite
Max drawdown, win rate, risk/reward — hedge-fund grade metrics.
Follow signals in 1 click
See a BUY signal? Pre-fill the order ticket and execute on paper instantly.

7-day free trial · Trade Like a Quant

Market Heatmap

The Whole Market at a Glance

See every qualified stock — 17 illustrative survivors across 4 sectors — in one color-coded heatmap. Green cells are BUY signals, red cells are SELL. Cell size reflects price. It's the fastest way to spot where the edge is concentrated.

Illustrative sample — not live data.

Market Heatmap

17 stocks · 4 sectors

10 BUY7 SELL

Technology

5 · $2,191.34

NVDA$872.4587.4% WR

MSFT$428.3284.9% WR

AAPL$213.5581.2% WR

GOOGL$178.9280.4% WR

META$498.1076.5% WR

Healthcare

4 · $920

JNJ$16288% WR

UNH$54565% WR

PFE$2871% WR

ABBV$18576% WR

Energy

3 · $388

XOM$11867% WR

CVX$15863% WR

COP$11280% WR

Consumer

5 · $1,312

COST$90592% WR

WMT$8274% WR

PG$16870% WR

KO$6277% WR

DIS$9564% WR

BUYSELL

Cell size ∝ price · Intensity ∝ OOS Win Rate

Sector-level clarity
Group by sector to instantly see which industries are bullish vs bearish.
Signal-colored
Green = BUY, red = SELL. Intensity reflects OOS Win Rate confidence.
Click to drill in
Tap any cell to jump straight to the stock's chart, ledger, and Quant Analyst narrative.

7-day free trial · Trade Like a Quant

Pricing

Plans that scale with your conviction.

7-day free trial on every plan. Cancel anytime.

Risk Overlay — SEC filing red-flag screeningAll PlansQuant Agent — full SEC filing analysisPro & Premium

Basic

Save $240/yr

3 tracked stocks

Risk Overlay included

$49/mo

Billed $588/yr · 7-day free trial, then annual charge.

3 tracked stocks
BUY / SELL signals with OOS Win Rate
Interactive chart with trade markers
Full trade ledger transparency
Daily signal refresh
Risk Overlay — SEC filing red-flag screening

Pro

Save $600/yr

10 tracked stocks

Quant Agent · SEC Filing Analysis

$99/mo

Billed $1188/yr · 7-day free trial, then annual charge.

10 tracked stocks
Everything in Basic
Market Scanner with advanced filters
Quant Agent — parses SEC filings (10-K, 10-Q, 8-K, Form 4) and flags risk events
Quant Analyst — plain-English narrative for every signal explaining why it fired
Signal Calendar & Accuracy Tracker
Paper trading portfolio ($100K virtual)

Premium

Save $1200/yr

Unlimited stocks

Quant Agent · SEC Filing Analysis

$199/mo

Billed $2388/yr · 7-day free trial, then annual charge.

Unlimited tracked stocks
Everything in Pro
Advanced Quant Agent research (deep SEC filing diffs)
Custom Email Alerts
Exportable trade ledgers (CSV)
Backtest Explorer & Strategy Lab
Early access to new strategy families
API AccessSoon

All plans include the Anti-Curve-Fit verification badge, full trade ledger transparency, and SEC-filing Risk Overlay screening.

Daloop is a research and analytics service, not a registered investment adviser. Not registered with the SEC or any state securities authority. Past performance does not guarantee future results. The signals and alerts within Daloop are for information only and should not be relied upon for investment decisions.

FAQ

Straight answers, no marketing fog.

OOS-Validated Signals · SEC Filing Risk Overlay

Trade with conviction — high-win-rate signals, plus a Quant Agent in your corner.

Join traders who stopped guessing and started following Out-of-Sample validated BUY / SELL signals across 378+ tickers — with a Quant Agent that reads 10-K, 10-Q, 8-K, and Form 4 filings to surface material risks on every position. 7-day free trial. Cancel anytime.

13 OOS-Validated Strategies
378+ Tickers Tracked
Quant Agent Parses SEC Filings

Daloop is a research tool, not investment advice. Past performance does not guarantee future results.

High Win-Rate Quant Signals — Enhanced by SEC Filing Analysis.

Mark-to-Market equity curve.No smoke. No mirrors.

Most signal services are curve-fit theatre. We engineer for the opposite.

A Quant Agent that parses SEC filings — and surfaces material risks before you act.

From scanner to signal to ledger — in three steps.

Choose your stocks

Get the signal

Execute & profit

Full Trade Transparency

Next-day open execution

1.2% round-trip cost

Mark-to-market valuation

Position size + leverage

Anti-curve-fit protocol

Risk overlays: trend filter + trailing stop

13 proprietary strategies. One quant brain picking the best fit.

Signal Preview

Practice with $100K Virtual Capital

The Whole Market at a Glance

Plans that scale with your conviction.

Basic

Pro

Premium

Straight answers, no marketing fog.

What exactly are the quant signals — and how good are they?

What does the Quant Agent actually do?

What does Out-of-Sample mean?

How are your backtest returns calculated?

Do you account for trading costs?

What is mark-to-market valuation?

Why a trailing stop instead of a fixed stop-loss?

Can I change plans anytime?

How are signals delivered?

How many stocks can I track?

What's the minimum Profit Factor?

Trade with conviction — high-win-rate signals, plus a Quant Agent in your corner.

Mark-to-Market equity curve.No smoke. No mirrors.

Most signal services are curve-fit theatre. We engineer for the opposite.

A Quant Agent that parses SEC filings — and surfaces material risks before you act.

From scanner to signal to ledger — in three steps.

Choose your stocks

Get the signal

Execute & profit

Full Trade Transparency

Next-day open execution

1.2% round-trip cost

Mark-to-market valuation

Position size + leverage

Anti-curve-fit protocol

Risk overlays: trend filter + trailing stop

13 proprietary strategies. One quant brain picking the best fit.

Signal Preview

Practice with $100K Virtual Capital

The Whole Market at a Glance

Plans that scale with your conviction.

Basic

Pro

Premium

Straight answers, no marketing fog.

What exactly are the quant signals — and how good are they?

What does the Quant Agent actually do?

What does Out-of-Sample mean?

How are your backtest returns calculated?

Do you account for trading costs?

What is mark-to-market valuation?

Why a trailing stop instead of a fixed stop-loss?

Can I change plans anytime?

How are signals delivered?

How many stocks can I track?

What's the minimum Profit Factor?

Trade with conviction — high-win-rate signals, plus a Quant Agent in your corner.

Mark-to-Market equity curve.
No smoke. No mirrors.

Most signal services are curve-fit theatre.
We engineer for the opposite.

Mark-to-Market equity curve.
No smoke. No mirrors.

Most signal services are curve-fit theatre.
We engineer for the opposite.