Strategy engine
Rule-based engines for laddered accumulation, volatility-band rebalancing and stop-loss variants on leveraged and sector ETFs. Every rule is versioned and testable.
Laomate turns years of market data into tested, rule-based strategies — then runs them every trading day through your own brokerage account, with risk gates and a full audit trail. Claude is our research engine.
Research a rule, test it against history, watch the market regime, and execute on schedule — without spreadsheets or manual order entry.
Rule-based engines for laddered accumulation, volatility-band rebalancing and stop-loss variants on leveraged and sector ETFs. Every rule is versioned and testable.
Replay strategies over daily and intraday history with realistic fills, tick-size rounding and shared cash pools across a 13-asset universe.
Multi-track risk signals combine volatility, drawdown and macro indicators into a single regime level that gates how much capital each strategy may use.
A daily-ingested catalog of 20+ tradable ETFs with RSI tracking, fear & greed gauges, economic indicators and per-symbol charts.
Orders go out through the user's own Korean brokerage API on a fixed daily schedule, with idempotent run gates, pre-trade validation and encrypted credentials.
Every order, fill and decision is logged with sensitive data redacted. Daily summaries and warnings are pushed to the operator in real time.
Collect price and intraday data.
Keep only rules that survive stress periods.
Early-warning sets allowed exposure.
Through the broker API, logged and verified.
Claude reads the data, tests the rules and writes the engine code. Next, we are bringing it into the product itself.
Project started. Core state machine, strategy templates, order queue, pre-trade validation, brokerage adapter and first dashboard.
Laomate brand. Daily scheduler with idempotent run gates, live-environment safety guards and a portfolio overview dashboard.
Market screening: ETF catalog, RSI tracking, economic indicators, fear & greed gauge. Trading-terminal design system.
Second brokerage integration and multi-broker routing. Korean-listed ETF support with tick-size quantization.
Regime research on exhaustion markets; stop-loss rules for balanced strategies. Execution-price (VWAP) data surfaced in the product.
Intraday data backfill: closing-30-minute VWAP history for path-dependent fill modeling.
13-asset shared-cash-pool backtest dashboard with yearly settlement, plus adjusted daily OHLC panels from listing date.
10-year closing-auction vs. limit-VWAP execution study; research round 42 with long-horizon validation of drawdown and volatility dials.
Laomate started in Korea in March 2026 as a way to run systematic ETF strategies without manual order entry, and grew into a research platform for testing trading rules against real market data before any capital is put at risk.
The product is in private beta with invite-only, operator-approved accounts.
We are onboarding a small group of systematic investors. Tell us which markets and strategies you run.