When the smartest money moves, we already know.

TradeNova runs a multi-strategy quantitative system over a curated U.S. options universe — surfacing a small number of high-conviction ideas every trading day, each one gated by hard liquidity, premium-efficiency and risk filters before it ever reaches you.

Start free →Read the methodology

Abstract visualization of TradeNova's multi-strategy options analytics stack

What the system actually delivered

The latest closed session, no curation. Realised winners and the stop-loss pick of the day — straight from the live trade tape.

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Built like a hedge fund desk. Priced like a subscription.

Most signal services publish whatever fired this morning, hide the losers, and hope for the best. We do the opposite.

01 / Quality over quantity

Few signals, hard gates

Every published idea passes a multi-stage quality gate covering liquidity, premium efficiency, conviction scoring, and source-specific risk filters. Most candidates never reach you — that is the point.

02 / Transparent track record

Realised P&L, not hindsight

We track every signal against its peak realised P&L and capture efficiency. The dashboard reports what actually happened, not curated highlight reels.

03 / Multi-strategy architecture

Diversified strategy stack

Behind every published signal sits a layered system: pattern miners, conviction guards, quality gates, retrospective learners. None of which you have to operate — you just receive the output.

Multi-angle signals, multi-strategy execution, one ranked output.

Independent signal generators look at the market from fundamentally different analytical angles — flow, catalyst, and structure. Their candidates feed a diversified strategy stack tuned for different opportunity classes. A final ranking layer publishes the top ideas of the session. Anything that does not survive every gate gets dropped.

Full methodology →

pipeline / abridged

  market data ──┬──► flow signals      ─┐
                ├──► catalyst signals   ─┼─►  strategy stack  ──►  ranked output
                └──► structural signals ─┘     · short-term         · published
                                               · directional        ·   intraday
   AI consensus layer (multi-agent  ─────┐    · asymmetric          
   adversarial review)                   │    · convergence
                                         │
   closed-loop learning (forensic        ─┘
   review of realised outcomes)

Scoring weights, thresholds, classifier names, and per-filter parameters are intentionally not published. Output, not recipe.

Realised P&L. Every trade. Winners and losers.

We do not publish hypothetical backtests. The dashboard tracks every signal from publication to exit — peak-realised, capture efficiency, hold time, strategy-level attribution. Hiding losers is the single most common pathology in retail signal services. We refuse to do it.

How we report Sign in

Realised, not hypothetical

We do not publish backtests. Every metric on the dashboard came from a signal that was published live.

Peak-realised vs final-realised

We measure how much of the achievable move our suggested exits actually captured.

Strategy-level attribution

Subscribers can isolate which strategies drive which slice of the P&L.

Forensic analysis on every loss

Categorised attribution on every losing trade so the system improves with each market day.

The first question every strategy asks: what can we lose?

Capital preservation is the foundation, not an afterthought. Every published idea ships with a hard pre-set stop and a multi-tier scaled profit ladder so paper-gains turn into realised P&L. Operationally we enforce a daily loss circuit breaker, portfolio-heat caps, correlation gates, and a per-strategy sizing budget.

Hard pre-set stop

On every position

Risk per name is bounded before the trade opens. No discretionary overrides, no 'just one more day' rationalisations.

Scaled profit ladder

Multi-tier exits

Exits are scaled across multiple price levels with a trailing component, so paper-gains turn into realised P&L.

Daily circuit breaker

Active session-wide

If aggregate session P&L crosses a daily-loss threshold, all strategies stand down until the next session.

Portfolio heat cap

Hard ceiling

Aggregate at-risk capital across all open positions is capped, with correlation gates preventing concentrated bets.

The system is live. Subscriptions open soon.

Start on the free Watcher tier — weekly digest, top signal of the week, and a rolling performance snapshot. Move up to Trader or Desk when you're ready.

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Educational content only. Not investment advice. Read the full disclaimer.