DEEP RESEARCH LAB

Alpha Signal Engine

Advanced alpha generation engine. From raw market data to actionable trading signals.

Mode: Deep Research + Live Signal
Engine: N8N Pipeline + Polygon.io Fallback
Status: Online

Alpha Signal Generator

Date Ticker Alpha Score Confidence Direction Strength

Portfolio Research Intelligence

Active Alpha
+2.34%
vs benchmark
Sharpe Ratio
1.87
risk-adjusted
Max Drawdown
-8.2%
peak-to-trough
Win Rate
64.3%
profitable trades

Backtest Results (24M)

Metric Strategy S&P 500
CAGR 18.7% 12.4%
Volatility 9.2% 15.8%
Sharpe Ratio 1.87 0.78
Max Drawdown -8.2% -34.1%
Calmar Ratio 2.28 0.36

Live signal from Deep Research pipeline. Backtest and factor exposure use seeded simulation for reproducibility.

Research Output Log

[2026-04-12 09:15:22] Engine initialized. Deep Research Lab v2.4.1
[2026-04-12 09:15:23] Loading historical market data...
[2026-04-12 09:15:25] Data loaded: 2,847 trading days analyzed
[2026-04-12 09:15:26] Feature engineering: 156 alpha factors computed
[2026-04-12 09:15:28] Model ensemble: 5 models initialized
[2026-04-12 09:15:30] Backtest started: 24-month window
[2026-04-12 09:16:45] Backtest complete. CAGR: 18.7%, Sharpe: 1.87
[2026-04-12 09:16:46] Risk analysis: Drawdown -8.2%, Volatility 9.2%
[2026-04-12 09:16:47] Signal generation complete. Ready for deployment.
[2026-04-12 09:16:48] System status: ONLINE - All systems operational

Factor Exposure Analysis

Signal Strength Heatmap

Ticker 2026-04-08 2026-04-09 2026-04-10 2026-04-11 2026-04-12