Institutional Intelligence Autonomous Execution
Screen institutional market pools, such as the Russell 1000 and S&P 500, for high-velocity relative strength breakouts, simulate multi-regime strategies across 7.5 years, and execute live trades on your personal workstation with zero broker keys on the cloud.
Institutional Market Universes
Continuously rank momentum leaders across major US equity benchmarks, including the Russell (1000, 2000, 3000) and S&P (500, 400, 900) pools, with survivorship-bias-free relative volume and multi-period velocity metrics.
No-Code Strategy Studio
Construct regime-adaptive momentum strategies with dynamic trailing stops, profit locks, early-bull breadth gates, and defensive bear RSI mean-reversion with instant vectorized backtesting.
Autonomous Desktop Client
Deploy calibrated strategies directly to your local desktop client. Operates continuously during active market sessions to monitor dynamic trailing stops and execute broker orders locally, ensuring your credentials and API keys never leave your machine.
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Strategy Modeling Studio
Configure multi-regime rules, dynamic trailing stops, and scheduled capital compounding parameters.
Determines which equity pool is evaluated for momentum leaders and backtested.
Active Screener & Candidate Filters
Live & SyncedRules applied during every rebalance to filter candidate equities before ranking into portfolio slots.
Bull Position & Exit Rules
Post-entry position management, dynamic trailing stops, and profit harvesting.
Total concurrent momentum positions held in bull regime.
Total portfolio capital deployed across active momentum slots vs. held in cash or growth ETF.
Automatically parks leftover unallocated capital into a benchmark index ETF rather than sitting idle in 0%-yield cash.
Tight dynamic trail below high-water peak price (zero profit caps).
Strict downside loss protection floor on new entry fills.
Ratchets stop-loss to entry price once unrealized gain reaches threshold (0% = Disabled).
Reallocates capital if a position fails to set a new high within N trading sessions (0 = Disabled).
Harvests profit automatically if position reaches extreme overbought extension (RSI ≥ X). 0 = Trail only.
Bear Market Capital Preservation & Rebound Shield
⚠️ Macro Regime Override: When the broader market enters a confirmed downtrend, this shield automatically overrides standard momentum screener filters — preserving 80%–90% of capital in cash and executing high-probability mean-reversion entries on severe oversold washouts.
Requires price to stretch severely below its 20-day mean before initiating entry.
Requires severe oversold momentum washout before permitting entry.
Maximum concurrent oversold rebound positions permitted during bear regimes.
Defensive capital percentage committed per rebound trade (unallocated capital remains in cash or ETF).
Automated limit exit to swiftly lock in profits during sharp mean-reversion bounces.
Tight downside stop-loss to prevent holding falling knives in prolonged downtrends.
Forced exit after N days to prevent capital stagnation if a bounce fails to materialize.
Keep core growth ETF holdings active during bear regimes. If unchecked, ETF liquidates to 100% cash upon bear confirmation to maximize capital defense.
Backtest Engine & Capital Modeler
Controls historical backtest depth and compounding duration.
Initial principal balance deployed at start of simulation.
Amount deposited automatically into cash balance.
Simulates automated recurring deposits into cash balance.
Early-Bull Turnaround Scout
Catches new bull markets early before lagging indicators confirm. Deploys a smaller “scout” position (50.0%) at market bottoms, expanding to full portfolio capacity once broad market strength confirms.
Portfolio size deployed during early recovery phase.
Requires broad market participation (% of stocks above 20-day trend) before activating full 100% capacity.
Dynamic Laggard Replacement (Auto-Rotate)
Cuts stagnant, flat-lining stocks to free up capital. If an existing holding fails to produce gains while a much stronger breakout runner appears, Sentris automatically rotates capital into the higher-momentum winner.
Minimum days to let a trade develop before considering rotation.
Positions with gains under this threshold are eligible for replacement.
New candidate must beat this momentum rate of change to trigger a rotation.
Sideways Market & False-Breakout Shield (ADX)
Pauses new breakout buys when the market is moving sideways with no clear trend. Prevents false breakout entries and choppy losses until strong upward momentum returns.
Treats markets with 14-day ADX < threshold as flat consolidation.
Compounding Trajectory: Strategy vs. SPY Benchmark
7.5 Years (Full History)Simple, Transparent Pricing & Access
Analyze in the cloud or automate live on your personal machine with 100% self-directed execution.
Free Explorer
Essential market pulse indicators, top momentum leaders observation, and 1-year S&P 500 simulations.
- Macro Pulse & Market Regime Indicators (SPY 200/50 SMA)
- Top 10 Relative Strength Momentum Leaders
- 1-Year S&P 500 Historical Simulations
- No-Code Strategy Parameter Experimentation
- Community Strategy Model Import & Preview
Active Screener
Complete institutional screening universe, interactive filtering, and up to 3-year simulations.
- Includes All Free Explorer Features
- Russell 1000 & S&P 900 Complete Candle Datasets
- Interactive Custom Filtering (ROC63, RVOL, Price, Sector)
- Up to 3-Year Vectorized Multi-Regime Backtesting
- Screener Results & Watchlist CSV Data Export
Sentris Pro
Full 7.5-year simulation, recurring DCA compounding modeler, and workstation client execution clearance.
- Includes All Active Screener Features
- Full 7.5-Year (1,942 Sessions) Vectorized Simulation
- Scheduled DCA Capital Compounding Modeler
- Laggard Auto-Rotation & Early Turnaround Recovery Scouts
- Autonomous Workstation Client Execution
- 1-Click Strategy YAML Model Exporter & Cloud Sync
100% Non-Custodial Client Execution. Zero Broker Keys on Cloud.