Where Data Meets Decisions.

Up to three defined-risk setups — every trading day New

Every morning at 10:00 ET, a deterministic, rule-based funnel scans the entire universe and publishes up to three defined-risk credit setups — Bull Put Spread, Bear Call Spread or Iron Condor — each with its full reasoning. No discretion, no exceptions; zero picks is a valid result.

• Statistically elevated IV is the gate. Only tickers whose implied volatility sits well above their own normal range make it through — mean-reversion candidates, nothing else.
• The overpriced side sets the structure. Put side rich? Bull Put Spread. Call side rich? Bear Call Spread. Both? Iron Condor.
• Strikes come from our own Monte Carlo paths, and the card's numbers — Sizing Score, PoP, max loss, EV — are computed with exactly the Forge engine. Card equals Forge, by construction.

One click opens the setup in Forge or logs it in the Cockpit. Screening result of our methodology — not investment advice.

Finds and evaluates candidates

It scans the universe for price moves and volatility anomalies and answers three questions per ticker:

• Is the premium unusually rich right now? The Volatility Edge Card shows Variance Risk Premium, Mean Reversion, and Term Slope — split by upside and downside, always relative to the ticker's own normal range.
• How does the stock move with the market? The Up/Down Beta (Bloomberg methodology, 104 weeks) shows whether a stock reacts differently to falling markets than to rising ones.
• Is the IV even worth the risk? Our proprietary EdgeSignature sets IV against realized movement risk and condenses the volatility regime into a 5-axis fingerprint.

Structures the trade

In the Strategy Builder you build the position and run it live against time, IV, and price using the scenario sliders — the P&L profile and Greeks update as you go.

At its core is the three-stage edge & risk assessment, tested across a regime Monte Carlo built from real market memory:

• Probability of profit
• The quality of the distribution, including tail risk
• Capital allocation

The result is a proprietary Sizing Score: how much of your risk budget belongs in this trade — and when the model itself flags caution.

From idea to order in one click New

Build your trade in the Forge, then send it straight to your broker. EdgeSeeker Bridge is a small app on your computer that connects the platform with Interactive Brokers (TWS / IB Gateway).

• Order draft, not auto-trading. Your multi-leg trade arrives in TWS as a ready-made order draft. Nothing is sent to the market until you check it and click Transmit yourself.
• Real fill prices in your Cockpit. As soon as your order fills, the actual price, fees and time of every leg flow back into your Cockpit — no more typing in fills by hand.
• Partial fills and changes handled. If an order fills only partly, gets cancelled or you change it in TWS, the position is flagged “Check needed” so you decide what happens — nothing is silently overwritten.

Runs quietly in the system tray, reconnects on its own and keeps itself up to date. Download it in the app under Settings → Broker and pair it with a one-time code. Windows today, macOS coming soon · more brokers coming soon · one device per account · included in Trader and Pro.

An earnings edge that has to prove itself Pro

Earnings are the moment when volatility is most expensive — and most often mispriced. EdgeCatalyst identifies trades with a real edge before the event — and makes them prove it on the ticker's own history first. Three tabs, three levels of depth:

• Board — where is there an entry, and when? Every ticker with a running earnings cycle in one table: “Enter now”, “Coming up”, sortable and filterable by sector and horizon.
• Ticker — how does this name behave around earnings? Option prices and implied volatility across the last 20 cycles, with the strip showing where today sits.
• Backtest — what is the proof? Three standard earnings strategies — Long Straddle, Vol-Crush Calendar, Pre-Earnings Calendar — tested across past cycles: a heatmap by entry day and exit rule, down to the individual trades.

What happens to the premium when IV collapses after the report? The vol-crush simulation answers it before you are in the trade. Instead of earnings roulette, you walk into the event with data.

Included in EdgeSeeker Pro.