Portfolio intelligence for systematic traders.
Your strategies work one by one — VEEMAN shows you the portfolio they form. Upload P&L histories and get answers, not just charts: whether the diversification is real (correlations), how the tails behave at your size (Monte Carlo across four methods, VaR and CVaR), how many contracts each strategy deserves. And an integrated AI analyst reads the session — citing every number.
Import CSV and Excel from Option Omega · TradeStation · Interactive Brokers · NinjaTrader · MetaTrader 5 · tastytrade all formats →
Equity & Drawdown · ALL
AnalyzedTotal value
$121,049
Max DD
−12.4%
Sharpe
1.20
Win rate
54.8%
Live session
DD −12.4% · Sharpe 1.20
V1 · No-Thursday
DD −8.9% · WR 57.1%
V2 · Half-size MOM
DD −8.7% · ρ 0.64
In one screen
Four questions. One session.
What the page tells below, in thirty seconds.
01 / 04Upload
Every strategy, one portfolio
Drop your broker CSVs: aggregated equity, drawdown and vital signs in minutes.
$100k → $121,049see it live ↓
02 / 04Correlations
Is the diversification real?
Know in minutes whether a new strategy is redundant with the ones you already run.
ρ TF·MOM +0.81see it live ↓
03 / 04Monte Carlo
The drawdown, before the market
A thousand futures resampled from your history: 5% tails and ruin at your current size.
ruin 3.2%see it live ↓
04 / 04Decision
How many contracts, with receipts
Sizing turns analysis into contract counts; the AI analyst argues its verdict citing every number.
capture 92%see it live ↓
Analysis happens in daylight.
What follows is the instrument's real light environment — white canvas, true shadows, a laser accent. The same room you work in.
The whole portfolio, one curve.
Upload P&L histories from any broker and VEEMAN aggregates them into a weighted portfolio: one equity curve, its drawdown underneath, and the vital signs on top. Reorder, reweight, hide — the curve recomputes as you work.
+$21,049 on $100,000 over 15 months — with the −12.4% drawdown most dashboards hide shown right below the curve.
Equity & Drawdown
Total value
$100,000
CAGR
+0.0%
Sharpe
0.00
Max DD
0.0%
Weekday filter
All days| Day | Trades | Win % | P/L |
|---|---|---|---|
| Mon | 63 | 57.4% | +$5,830 |
| Tue | 62 | 55.0% | +$4,140 |
| Wed | 63 | 54.1% | +$3,610 |
| Thu | 62 | 46.8% | −$1,900 |
| Fri | 62 | 60.2% | +$9,369 |
Max drawdown
-12.4%
Win rate
54.8%
Thursday is the only losing day: −$1,900 across the period.
Thursday filtered at the source: Max DD improves 3.5 pp, win rate +2.3 pp.
Remove a day. Watch the curve respond.
Some strategies bleed on one specific weekday. The filter applies at the source — daily P&L is rebuilt without that day, so equity, drawdown and every metric respond together. Not a chart mask: a different portfolio.
Live demo — the Thursday chip is clickable.
Diversification you can verify.
Pearson correlation of daily P&L across every pair of strategies. Red pairs move together — concentration risk wearing a diversification costume. Blue pairs offset. The cluster view reorders the matrix until the blocks tell on themselves.
TF↔MOM at +0.81 — and correlation tends to rise in drawdowns, exactly when you need it low.
Strategy correlation matrix
| OΔ | FMR | TF | VAR | MOM | SAR | CRY | CAL | |
|---|---|---|---|---|---|---|---|---|
| Options Δ | 1.00 | 0.06 | 0.08 | -0.07 | 0.02 | -0.11 | -0.01 | -0.09 |
| Futures MR | 0.06 | 1.00 | -0.46 | 0.42 | -0.48 | 0.41 | -0.38 | 0.29 |
| Trend Follow | 0.08 | -0.46 | 1.00 | -0.33 | 0.81 | -0.40 | 0.37 | -0.25 |
| Vol Arb | -0.07 | 0.42 | -0.33 | 1.00 | -0.35 | 0.28 | -0.16 | 0.25 |
| Momentum | 0.02 | -0.48 | 0.81 | -0.35 | 1.00 | -0.40 | 0.38 | -0.38 |
| Stat Arb | -0.11 | 0.41 | -0.40 | 0.28 | -0.40 | 1.00 | -0.36 | 0.23 |
| Carry | -0.01 | -0.38 | 0.37 | -0.16 | 0.38 | -0.36 | 1.00 | -0.19 |
| Calendar | -0.09 | 0.29 | -0.25 | 0.25 | -0.38 | 0.23 | -0.19 | 1.00 |
Inside the cell — pair drill-down
Trend Follow ↔ Momentum
Corr. full period
+0.81
Corr. inside the drawdown
+0.90
Joint losing days
68%
Best hedge
FMR −0.48
Daily P/L · TF (x) vs MOM (y)
Rolling correlation, 60d
In the app: click any pair in the matrix → the full drill-down with scatter, rolling correlation and day-level detail.
Every month on the record.
The same 15 months as the equity curve above, cell by cell: seasonal patterns, drawdown clusters, outlier months. Below it, the full metrics registry — reported exactly as the engine computes them.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | |||||||||||||
| 2026 |
| 2025 | 2026 | |
|---|---|---|
| Jan | ||
| Feb | ||
| Mar | ||
| Apr | ||
| May | ||
| Jun | ||
| Jul | ||
| Aug | ||
| Sep | ||
| Oct | ||
| Nov | ||
| Dec | ||
| YTD |
10 of 15 months positive · best Aug 2025 (+$3,640) · worst Mar 2026 (−$4,300) — the month the drawdown bit.
CAGR
+18.0%
on $100,000 initial
Sharpe
1.20
Sortino 1.63
Max drawdown
-12.4%
−$15,040 from peak
Win rate
54.8%
PF 1.42
Returns
Tail risk
Then you stress-test in the dark.
Simulation and tail risk live in the night environment: glow, depth, and a thousand futures on a single canvas.
One history. A thousand futures.
Your track record is one sample of what could have happened. Monte Carlo resamples it across four statistical methods and reports the distribution: the median path, the 5% tails, and the probability of ruin.
Median $142k lines up with the +18% CAGR — but P05 $86k is the number that should size your capital.
Monte Carlo — 1,000 simulations · 252 trading days
P05 (12M)
$0
Median (12M)
$0
P95 (12M)
$0
Bootstrap IID
Non-parametric
Empirical distribution
Block Bootstrap
Non-parametric
Volatility clustering
Skewed-t (MLE)
Parametric
Asymmetric tails
FHS + GARCH(1,1)
Hybrid
Dynamic volatility
VaR 95%
-2.1%
CVaR 95%
-3.4%
Ruin probability
3.2%
Per-strategy sizing
Capital $100,000
Capital
$100,000
Sizing engine
cap 1.2–2.4% · winsor.
Contracts
3 · 2 · 2
| Strategy | Cap % | Contracts | Size |
|---|---|---|---|
| Trend Follow | 1.2% | 3 | $0 |
| Momentum | 2.4% | 2 | $0 |
| Vol Arb | 1.8% | 2 | $0 |
Premium and margin references are winsorized, so a few anomalous trades can't distort the contract counts.
How many contracts, exactly.
Sizing is where analysis meets the order ticket — and it lives inside the Workspace, next to weights and capital. Given a per-strategy risk cap, VEEMAN turns trade-level history into contract counts per leg, and Monte Carlo simulates the sized portfolio directly.
Capture 92% — every strategy inside its risk budget on $100,000, nothing left idle by rounding.
An analyst who cites every number.
Veeman AI doesn't compute anything new — it reads what the engine already computed and says it in plain language. Every claim carries the metric it stands on, as a chip you can trace back to the module that produced it.
- On-demand session verdict, anchored to the metrics the engine already computed
- Every claim cites its number — verifiable chips, never vague opinions
- One-click actions: from the advice to the module that applies it
Every number in the verdict beside appears in the sections you just scrolled — same portfolio, same story.
Chat · on your numbers
Three consecutive losing Thursdays inside a higher-volatility regime: alone accounts for a third of the . Filtering Thursday halves it. Try the filter
A concentrated portfolio. The is driven by two of the eight strategies, and their correlation rises in drawdown — diversification thins exactly when it's needed. The holds, but the and a at current size say the tails deserve the next stress test.
8 strategies · 15 months · n=312 trading days
AI interpretation anchored to numbers VEEMAN has already computed. Not financial advice.
Variant compare
Apr 2025 – Jun 2026Live session
DD −12.4% · Sharpe 1.20
V1 · No-Thursday
DD −8.9% · WR 57.1%
V2 · Half-size MOM
DD −8.7% · ρ 0.64
Freeze the moment. Compare the road not taken.
A variant freezes recipe and results of an analysis — “all days” vs “Mondays off”, full size vs half. Pin up to eight over the live charts, restore the right one into a fresh session when a road proves better.
V1 is the no-Thursday portfolio from the demo above — same curve, now on file next to the live session.
The method
Built to be verified.
Public formulas
Every metric is documented with its formula and assumptions — the number on screen is the engine's number.
Read the formulas →No signals
VEEMAN doesn't suggest trades and doesn't promise returns: it analyzes the strategies you already have.
Risk disclosure →Proof on paper
A sample session dossier, as a PDF, before you even create an account.
Download the dossier →Built for a specific operator
Designed for
- Systematic options traders running multiple strategies
- Futures traders with portfolio-level exposure concerns
- Quantitative researchers testing multi-strategy allocation
- Independent operators managing six to seven figure portfolios
- Traders who understand correlation is not constant
Not designed for
- Discretionary traders without systematic frameworks
- Beginners looking for educational content or tutorials
- Signal chasers seeking trade alerts or copy-trading
- Investors seeking automated “set and forget” solutions
- Anyone expecting guaranteed returns or risk elimination
Pricing
Free today. Founding rate at release.
Free
$0
To validate the flow on your own book
- Full analysis: equity, ~30 metrics, correlations, weekday
- Universal CSV and Excel import
- Monte Carlo — 3 runs a day
Pro
$19/month
billed annually · founding rate
For deciding size and capital with VEEMAN
- Unlimited Monte Carlo + Equity Control
- Per-strategy sizing in the Workspace
- Full export · 12 sessions · full Veeman AI
During the launch window everything is free: joining now locks the founding rate.
See the full comparison →FAQ
The questions we would ask too.
CSV and Excel from Option Omega, TradeStation, Interactive Brokers, NinjaTrader, MetaTrader 5 and tastytrade are recognized as they are; everything else goes through the universal mapper, with a manual review before anything loads.All formats →
It stays yours: isolated account, no broker connection, full export in one click and permanent deletion whenever you want. VEEMAN reads P&L histories — not API keys, not credentials.Data & privacy →
No. No signals, no alerts, no promised returns: VEEMAN analyzes the strategies you already run and gives you the numbers to decide their weights, size and days. It is not financial advice.Risk disclosure →
No. You upload files and the interface does the rest; every number stays documented with its formula and assumptions, for anyone who wants to verify.
Access is complete and free today, no card required. At public release the Free and Pro plans go live — and anyone who joined during launch locks the founding rate.See pricing →
A backtester evaluates one strategy at a time. VEEMAN analyzes the portfolio your strategies form together: real correlations, aggregate tails, contracts per leg — the level that decides the account's outcome.
Access is open.
VEEMAN is in its launch window: access is free today, with paid plans arriving at public release. Create an account, upload your CSVs, and the first analysis is minutes away. It's built for the operator described above — the product does the selecting, not an application form.
2-minute setup · email or Google · no card
Or download a sample session dossier (PDF) →No unsolicited emails. No sales calls. No broker connection: your data stays yours.