Loading charts and trading controls. If this message remains, check that the site is running and reload.
Reload workspaceA source-backed technical brief will appear when market data is available. No invented prices, headlines, or confidence scores.
Waiting for a sufficient price history.
Waiting for a sufficient price history.
Historical observations, not trade instructions. Conditions can change.
Explore market charts, compare strategies, and configure Stock and Prediction agents with explicit risk limits and account-specific execution permissions.
Built for clarity, not casino mechanics.
Use either agent independently or manage both from one workspace. Strategies remain modular and execution remains isolated.
Scans configured equities and ETFs with versioned momentum, trend, mean-reversion, breakout, relative-strength, and volume strategies.
Discovers suitable short-duration Bitcoin contracts, estimates calibrated probability, and compares expected value after modeled costs.
The reasoning layer never receives unrestricted execution access. Each cycle is bounded, observable, and reconstructable.
Strategies cannot override account limits. A stale feed, excessive spread, daily loss breach, duplicate proposal, or active kill switch stops an order from proceeding.
Private reports separate strategy quality, risk decisions, execution costs, calibration, and portfolio outcomes. Download tenant-scoped CSV records whenever you need deeper analysis.
Choose an agent plan. Subscription checkout does not enable live trading; execution permissions are controlled separately for each account.
No. Markets are uncertain, and automated strategies can lose money. PromethIQ Markets makes no return, performance, or risk-free claims.
You can request real-money trading with individual order review or a bounded automated mandate in each agent’s execution preferences. Both require explicit risk consent, password verification, an eligible connected account, and operational checks. A saved request remains in paper mode while prerequisites are missing. Experimental strategies have not been established as profitable.
Models produce structured proposals. With an explicitly authorized, bounded automated mandate, eligible orders may be routed automatically. Deterministic risk checks, account permissions, execution readiness, and emergency-stop controls govern broker submission; models cannot bypass them.
The simulator uses executable bid or ask prices plus configurable fees, slippage, latency, liquidity limits, partial fills, pending orders, and settlement.
Paper trading requires no brokerage credentials. Optional account connections use provider authorization or managed server-side credentials, with account isolation and revocation controls. Read-only account access does not grant trading authority; real-money execution requires a separate eligible connection and explicit consent.
STOP AGENT blocks new cycles, cancels simulated pending orders, and requires deliberate reactivation. Use live execution controls for real orders and verify cancellation with the broker; an order may fill before cancellation completes.