Two AI tools, live. Paste a trade log and the diagnostician finds where it bleeds. Describe a strategy in plain English and get a runnable Python scaffold back. Both powered by the same model the firm runs on.
Paste a trade log (CSV or a list). The diagnostician finds the concrete leaks — losing time-of-day, exits too early, oversized losers, drawdown clusters — citing your own numbers.
Describe a strategy in plain English. Get back one clean Python file: data loading, entry/exit, trailing stop, EOD force-close, vol-aware sizing, a −3% kill switch, and a backtest loop.
The gate every firm strategy runs through: SPY > 200-day MA + VIX ≤ 25, inverse-vol sizing, quarter-Kelly, ATR stops. Sit in cash when the regime fails — the discipline that survives 2022.
Before anything goes live: profit factor ≥ 1.25, Sharpe ≥ 1.2, Monte-Carlo p5 max-DD < 20%, walk-forward out-of-sample. Fail a gate, stay paper. Pass, and it earns capital.