Help shape what I build next.
StrategyXL is built around what users actually want. The roadmap isn't there to justify a release — it's simply what users have asked me to build next.
This page is the public list of what's on my radar. It's a living document; the queue gets re-ranked whenever a new request comes in or an item ships. If something here matters to you, send the email below — your message is a vote.
and include:
Every email gets read personally. Spam, profanity, and off-topic submissions get dropped quietly. Good ideas get added here within a few days, with credit to the requester if you'd like.
The Trade Log ships with solid reporting today — and a lot more is on the way. Expect a growing library of robust reports across your whole book: portfolio performance and allocation over time, an earnings-season overview of the names you hold, income and realized-gain summaries, per-strategy and per-symbol breakdowns, and clean period statements — the reporting that turns a trade log into a full picture of how you're actually doing.
Aggregate your whole book at a glance: net delta, theta per day, and vega across all open option positions, beta-weighted delta to the S&P 500, buying power in use, and sector concentration. The daily "state of my book" view for income and options traders.
A forward calendar of upcoming ex-dividend dates and option expirations with expected premium, alongside a realized-income report — premium collected, dividends captured, and annualized yield on your book, month over month.
Trade a basket of tickers as a unified portfolio: shared capital pool, position-sizing rules (fixed dollar, fixed percent, volatility-targeted), and concurrent-position caps. Lets you answer "what would my P&L look like if I'd traded these signals as one strategy?"
Run the same strategy across a range of parameter values (e.g. SMA periods 10, 20, 30, 50, 100) and rank the results, so you can see which configurations actually held up across the test window.
Train on one period, validate on a held-out period, repeat. The standard antidote to overfitting — surfaces which strategies are genuinely robust vs. which were lucky on a specific window.
Open Excel to a short digest of what's happened since you last looked — research events that fired, watchlist crossings, income setups that hit your target yield, and positions nearing expiration or assignment. Your daily starting point.
Plain-English help grounded in your own numbers: explain what a backtest result means, compare runs and why one won, or summarize your trading month from the Trade Log. Strictly explanatory — it reads your data and helps you make sense of it, never a buy/sell recommendation or a market prediction.
