A quant research harness for retail traders

Your own
quant researcher.

Describe an idea in plain English. Lagias evolves it into a backtested strategy and a verdict on how much to trust it, including the odds it’s just overfit.

Waitlist open. Alpha invites start in August, launch follows in September.

watch it work
research workspaceS&P 100 · DAILY · BACKTEST
I want something defensive on US large caps. Steady returns, shallow drawdowns. I don't want to ride the index down 30% in a bad year.
Lagias
I can research that. Which universe should I work in? A few that fit a defensive large-cap brief:
S&P 100 · mega-caps, deep liquidityS&P 500 · broader cross-sectionDefensive sectors · staples, utilities, health
S&P 100.
Lagias
Locked in: S&P 100, and you're playing defense. Do you have particular factor ideas of your own you want the strategy built around, or should I run a broad search based on your risk profile and figure out what actually holds up?
I have some ideasRun a broad search for me
Run a broad search, I don't have specific factors in mind. Just show me what actually holds up.
Lagias
On it. I'll build a factor library first, then assemble strategies and test them on data they've never seen. A deterministic harness does the grading, not me, so nothing can flatter its own numbers.
Researching factors
Scanning papers and prior research notes
Writing candidate factor code: mean reversion, momentum, volatility
Backtesting 217 candidates on S&P 100 daily bars
Recording each factor's information coefficient at its own horizon
Keeping every factor that computes clean, with its honest IC
Lagias
Factor book ready: 217 researched factors on top of 88 seed alphas. Daily-bar edges are small by nature, |IC| of 0.01 to 0.04. The craft is combining many weak, independent signals. These are the strongest for your brief.
Looks good. Build me strategies from those.
Building & stress-testing strategies
Selector: forming hypotheses from the factor book
Architect: fitting ridge, lasso and boosted models in-sample
Statistician: scoring each candidate on held-out data it never saw
Deflating every Sharpe for the number of variants tried
Describe an idea or a risk appetite…
Strategy labfit in-sample → graded out-of-sample by the harness
candidatemodelIS SharpeOOS Sharpeverdict
Mean-Reversion Momentumridge1.192.05held up
Enhanced MR & Momentumxgboost6.270.95fragile
Momentum & MR Hybridgbm5.731.30fragile
Revised Mean Reversionlasso0.911.44held up
MR w/ Enhanced Featuresgbm4.202.62held up
Volume Reversal Momentumridge0.770.12fragile
LIKELY OVERFITxgboost
Enhanced Mean-Reversion & Momentum
in-sample Sharpe6.27
out-of-sample0.95
deflated Sharpe pn/a
OOS max DD-2.6%
variants tried3
factors · horizon4 · 6d
Brilliant in-sample; kept 15% of its Sharpe on data it had never seen. We would not deploy this.
ROBUSTridge
Mean-Reversion Momentum
in-sample Sharpe1.19
out-of-sample2.05
deflated Sharpe p0.82
OOS max DD-2.4%
variants tried3
factors · horizon5 · 6d
Modest in-sample, stronger out-of-sample. That is what honest usually looks like. Still a backtest.
66s / 103s

A scripted walkthrough of the product we're building. All numbers are real research output. Backtests, not promises.

Research born at

Imperial College London

Why now

Every trading app now ships an AI that builds strategies.

None of them will tell you when not to trade one. 62% of US retail investors already use AI to inform investment decisions, yet only 23% mostly or completely trust its output (Investing.com survey, April 2026). We close that gap by grading every strategy on data it never saw, with a system the AI can’t flatter.

Robo-advisors hide the ball.

They drop you in a generic ETF mix and go quiet. No research, no control.

Algo tools flatter your backtests.

Every strategy looks like a winner. None of them tell you whether the edge is real.

Incentives point at more trading.

A broker earns when you trade. A robo earns on your assets. Telling you to sit one out pays neither.

How it works

From a plain-English idea to a graded, backtested strategy.

01

Tell it your idea

“Trend-following on tech, but I hate drawdowns.” Or just “build me something aggressive.”

02

It evolves a strategy

The AI proposes generations of candidates. Each one is graded on data it never saw, and the strongest survive into the next round.

03

It gives you the verdict

A straight verdict in plain English and the probability it’s overfit. You decide.

How it grades

The AI proposes. A harness it can’t game grades.

Our AI invents and combines strategies, but it never scores its own work. Every candidate is graded by a deterministic harness using the same overfitting-aware statistics top quant funds use, and the strongest survive into the next generation. The approach is inspired by DeepMind’s research on evolving mathematical proofs.

  • Deflated performance
  • Probability of backtest overfitting
  • Out-of-sample testing
  • Walk-forward validation
the modelProposes

Invents and mutates candidate strategies.

the harnessGrades

Deterministic, overfitting-aware scoring on data the model never saw.

the next generationEvolves

The strongest candidates survive and are refined again.

youDecide

A final verdict on how much to trust it, and why.

Why it matters

Clarity before the market opens.

That’s what we’re building. Ask in plain English and get back a graded strategy with a trust score. No terminal, and no second-guessing whether the backtest is flattering you.

Example verdicts

We’ll tell you what’s real, and what to walk away from.

Cross-sectional value + qualitydelegate mode
Robust
Prob. of overfitting
12%
Deflated Sharpe
0.9
Out-of-sample
holds
Walk-forward
consistent

The edge survives out-of-sample and through walk-forward. This one earns its place.

9-factor momentum blendyour idea
Likely overfit
Prob. of overfitting
81%
In-sample Sharpe
2.4
Deflated Sharpe
0.2
Out-of-sample
edge fades

Sharpe deflates from 2.4 to 0.2 once we account for how many variants were tried. Don’t risk real money on it.

Same rigor, opposite answers. We have no reason to make either look better than it is. Figures are illustrative.

No conflicts, by design

We’ll make money when you get better, not when you trade.

We’ll charge a flat subscription, never a cut of your trades or your assets. So we can afford to tell you when the answer is “don’t.”

  • No order-flow kickbacks
  • No asset fees
  • No reason to oversell

Two ways to use it

Steer it, or delegate it. You choose how much.

Steer it

Bring your own thesis

Feed it ideas, constraints, universes, and risk limits. Lagias becomes your personal research team. Go as deep as you like. Plain English by default, with the raw factor code and statistics underneath when you want them.

Delegate it

Hand it a risk appetite

Say “aggressive” or “conservative” and let it propose. You get graded options with the risks spelled out, and you keep the veto on every one.

Plugs into your tools

Works where you already ask.

Lagias is built for retail traders and the agents they use. Ask for a strategy in ChatGPT or Claude, and it’s built and graded by the same harness, with the same verdict, including “don’t trade this.” It connects over MCP, and the technical details live here.

Go deeper

The reasoning, written down.

Everything above rests on statistics you can check without taking our word for it. The handbook explains them in plain language, including the places where the honest answer is unhelpful. The blog argues with the industry, starting with our own product.

Early access

Test the idea you’ve been wondering about.

You’ll describe it in plain English and get back a backtested strategy with a verdict on how much to trust it. Join the waitlist for first access.

FAQ

Straight answers.

Is this investment advice?

No. Lagias is a research and education tool for self-directed investors. It doesn’t recommend specific securities to you personally. You make every decision.

Do you promise returns?

Never. The product’s job is telling you how likely a strategy is to keep working, and often the answer is that it isn’t. Anyone promising returns is the thing we’re built against.

Do I need to be a quant?

No. Describe your idea in plain English and read the plain-English verdict. The raw factor code and statistics are underneath if you want to dig. Go as deep as you want, or not at all.

Can I use it today?

Not yet. The research engine behind Lagias is real and working; the product around it is being built now. Alpha testers from the waitlist get access on a rolling basis starting August 2026, and launch follows in September. We would rather tell you that plainly than pretend otherwise.

How is this different from a robo-advisor or a backtesting tool?

Robo-advisors pick a generic mix and stay quiet. Build-your-own tools backtest a strategy once and show you the flattering curve. Lagias evolves generations of candidates and grades every one on data it never saw, and because we’ll charge a flat subscription with no cut of trades or assets, the verdict has nothing riding on it but being right.