Every tool.
One dashboard.
A live dashboard, correlation across seven windows, a real backtester, and historical probability grids. All in one place, no spreadsheet required.
The dashboard, on log-in.
Live indices at the top. Your watchlist on the left. Correlation across your positions on the right. Portfolio equity and today's movers below. Nothing you have to build.
5,842.71
18,432.19
42,915.30
13.62
- AAPL234.17+1.24%
- NVDA142.88+2.11%
- MSFT417.05+0.36%
- TSLA254.31−0.87%
- GOOGL191.42+0.72%
| NVDA | AMD | TSM | AAPL | MSFT | GOOGL | |
|---|---|---|---|---|---|---|
| NVDA | 1.00 | 0.82 | 0.71 | 0.44 | 0.35 | 0.31 |
| AMD | 0.82 | 1.00 | 0.76 | 0.38 | 0.29 | 0.27 |
| TSM | 0.71 | 0.76 | 1.00 | 0.35 | 0.28 | 0.24 |
| AAPL | 0.44 | 0.38 | 0.35 | 1.00 | 0.72 | 0.68 |
| MSFT | 0.35 | 0.29 | 0.28 | 0.72 | 1.00 | 0.79 |
| GOOGL | 0.31 | 0.27 | 0.24 | 0.68 | 0.79 | 1.00 |
Gainers
- PLTR+8.4%
- COIN+6.2%
- SMCI+4.9%
Losers
- PYPL−3.7%
- INTC−2.4%
- F−1.8%
See what actually moves together.
Two stocks can look unrelated on the yearly window and move perfectly in sync intraday. GroupiFi gives you both readings on the same basket, in one grid.
- Pearson r across seven windows: 1D, 5D, 1M, 3M, 6M, 1Y, 5Y
- Up to 10 tickers per group; save any group to run again later
- Regime shifts read at a glance when short windows disagree with long ones
Window
| AAPL | MSFT | NVDA | GOOGL | META | |
|---|---|---|---|---|---|
| AAPL | 0.68 | 0.55 | 0.71 | 0.62 | |
| MSFT | 0.68 | 0.61 | 0.74 | 0.66 | |
| NVDA | 0.55 | 0.61 | 0.58 | 0.53 | |
| GOOGL | 0.71 | 0.74 | 0.58 | 0.69 | |
| META | 0.62 | 0.66 | 0.53 | 0.69 |
Backtests that survive contact with reality.
Fills happen at the next bar's open. Slippage, commissions, and bar-interval-aware annualization are on by default. Simple defaults so a passing backtest means something.
- Drag-and-drop rule blocks: MA cross, RSI, Bollinger, MACD, breakout, formula
- Real OHLC fills against Yahoo bars, no look-ahead
- Walk-forward out-of-sample split and side-by-side sector comparison
Return
+26.3%
Bench
+24.3%
Win %
62%
Max DD
-9.9%
Range
Historical odds, filtered to the market you’re in.
A base rate calculated over a decade averages a bull, a crash, a recovery, and a chop. Filter by regime and you can compare against the market that’s in front of you, not the one behind you.
- Common setups on the grid: post-FOMC, OpEx 10 ET, Monday after red Friday
- Filter by VIX bucket, breadth, prior-week direction, or realized vol
- Sample size shown next to every hit rate so a 5-of-7 doesn't get promoted
| 30m | 1H | 1D | 1W | 1M | 3M | 1Y | |
|---|---|---|---|---|---|---|---|
| Mon after red Fri | 58%n=412 | 62%n=388 | 66%n=260 | 61%n=92 | 55%n=48 | 52%n=22 | 51%n=8 |
| 10 ET on OpEx | 71%n=128 | 68%n=124 | 63%n=96 | 57%n=44 | 53%n=24 | 50%n=12 | 49%n=6 |
| Post-FOMC day | 44%n=64 | 47%n=62 | 52%n=48 | 55%n=26 | 58%n=14 | 61%n=8 | 60%n=4 |
| First hour, VIX < 15 | 66%n=820 | 64%n=780 | 59%n=480 | 54%n=156 | 51%n=66 | 49%n=28 | 48%n=10 |
| Last hour, breadth > 60% | 62%n=340 | 68%n=316 | 72%n=220 | 65%n=88 | 60%n=42 | 55%n=20 | 53%n=9 |
| Gap up, prior day red | 38%n=180 | 42%n=172 | 46%n=128 | 49%n=56 | 52%n=28 | 54%n=14 | 53%n=7 |
Under the Hood
7
Correlation windows
Every basket runs across all of them at once, so the intraday and yearly readings come from the same fetch.
Next-bar
Backtest fills
Signals compute on the current bar. Fills happen on the next bar's open, which is the only honest way to measure a rule.
RLS
Row-level security
Your groups, strategies, and portfolio are isolated per user at the database. Nobody sees your positions.
Questions We Get
What data powers the dashboard?
Live quotes stream from Alpaca's IEX feed the moment the market opens. Historical bars come from Yahoo Finance, adjusted for splits and dividends. Nothing on the dashboard waits on a batch job.
How is the correlation actually computed?
Pearson r on period-over-period returns. GroupiFi runs it across seven windows (1D, 5D, 1M, 3M, 6M, 1Y, 5Y) on the same basket so you can see how the relationship changes as the timeframe expands.
Do the backtests reflect realistic execution?
Yes. Fills happen at the next bar's open, never the signal bar's close. Limit orders check the actual bar high and low. Sharpe, Sortino, and CAGR are annualized against the bar interval you tested on, not a hardcoded 252.
What are the probability grids for?
They answer questions like: on Mondays after a red Friday, how often does SPX close green? Filter by VIX bucket, breadth, or prior-week direction to compare against the current regime instead of a decade of everything.
Are Commercial seats per-user or per-seat?
Per-user. Each seat gets their own workspace and saved strategies, and Commercial adds shared strategies across the team plus custom tools scoped to your workflow. Email sales@tensafi.com to talk through what you need.