StratVerra

StratVerra is built around a simple idea: the strategy you validate should be the strategy that fills. You describe an options trade in plain English, its built-in agent Xavi writes the strategy and backtests it on minute-level option chains, and the same engine then routes live orders through your own broker. Strategies are versioned and reproducible, so a change to an entry time, a strike distance or a stop becomes a new saved version you can compare, rather than a hand-edit you have to remember.

The backtest layer runs on hosted minute-resolution chains for six US index and ETF underlyings — SPX, XSP, RUT, SPY, QQQ and IWM — with bid/ask or mid slippage and per-contract commissions applied at run time and kept separate from the strategy itself. 0DTE and longer-dated positions settle by the same rules, so a same-day iron condor and a weekly credit spread are tested through one consistent path. Every finished run opens a page that shows its work: headline metrics over the equity curve, a strike map that draws each leg over the underlying's session, and tables of every fill and round-trip trade.

When you move to live trading, orders route to Interactive Brokers, MEXEM, LYNX or Easybroker through your own broker gateway. Backtests run in the cloud so there is no data to prepare, while live orders are placed by a desktop app on your machine, and on a real-money account you approve each order before it goes out. You can also plug in ChatGPT, Claude or another MCP-capable assistant to author and backtest strategies — though the AI is deliberately prevented from ever placing a live order.