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Visual research workspace

XMarket Studio

Browser project

Not run Run the current rules to load results.

Quick Screener

Data

Sources

Drag a field onto the canvas or a well to build a visual. Click a field for the keyboard path.

Filters & screen rulesRun the current rules to load results.

Data & filters

How screening works — coverage, freshness & syntax

Type conditions like Price > 100 AND (Revenue Growth > 15 OR RSI < 30) — combine rules with AND, OR, NOT, parentheses, or an AND-per-line. Fundamentals use each company's latest reported quarter (Consolidated where available); Price/Change reflect the last recorded daily close, not a live intraday quote. Screens run against the exchange selected at the top right of the nav. NSE, NASDAQ, NYSE, LSE, TSX, and ASX use bulk exchange instrument masters; other international exchanges cover symbols already added to a Watchlist or Portfolio. A newly enabled exchange fills progressively as genuine daily price and filing syncs complete.

Daily close data · research rules, not recommendations

Fundamentals/quality ratios are annual or latest-quarter filings; Price/Change/technical signals reflect the last recorded daily close, computed daily (not intraday). Nothing here is a buy, sell, or hold call. Results only show securities that match the disclosed rules; ordering and inclusion do not indicate expected return or investment quality.

Rule-based screen

The rule is a transparent shortlist filter, not a recommendation, forecast, target, or instruction to transact. Review source data and risks independently.

1 Choose where to scan

AI mode — describe the screen in plain English and let AI draft the rules

2 Define the rules

Daily close · one shared set of rules

Visual rule builder

Build nested groups, choose whether all or any rules match, and exclude conditions explicitly.

AND · OR · NOT

3 Run the screen

Apply these rules to the selected universe and refresh both Data and every canvas visual.

Keep private

Canvas

Dashboard design

Drag fields from the Data panel to build your own view. Layout configuration stays in this browser; market values are never cached.

Data

Matched securities

Inspect the exact rows supplying the canvas.

Properties

Visual settings

No selection

Nothing selected

Select a canvas card to edit it, or add a visual to choose its settings.

Load saved rules, then run them to refresh results. Scheduled match counts are not live coverage counts.

Historical simulation is hypothetical and is not a recommendation or a claim about future results. It can omit liquidity, execution, taxes, corporate actions, survivorship effects, and unavailable data.

Leave a field blank to use its default. Setting any value here makes the Screener recompute that indicator from stored price history for your matched candidates on every run, instead of reading the value refreshed every 6 hours — accurate, but noticeably slower than a default query. Piotroski Score isn't listed here: it's a fixed academic formula with no tunable parameter — its threshold (e.g. "Piotroski Score > 7") is already free text in the query box above.

RSI

Period

MFI

Period

Supertrend

ATR Period

Multiplier

MACD

Fast EMA

Slow EMA

Signal

Ichimoku Cloud

Tenkan-sen

Kijun-sen

Senkou B

Candlestick Patterns

Doji Body %

Hammer Wick Ratio

Doji Body % controls Doji/Dragonfly/Gravestone sensitivity. Wick Ratio controls Hammer/Shooting Star sensitivity.

Rules to test

Signals use daily bars; entry is the next stored session's close. Exits start on the following bar. Missing sessions and incomplete history can limit the simulation.

Use the same universe as the screen (including selected indexes)

Choose a different backtest universe

Requires at least one price/technical condition in the query above (RSI, MACD, Supertrend, candle patterns, etc.) — fundamentals-only queries have nothing to walk day by day.

Backtest Universe Optional

Selections are combined inclusively: any chosen stock, sector, or watchlist enters the universe. Leave everything empty for all active stocks.

Individual stocks (up to 50)

Sectors (Ctrl/Cmd-click for multiple)

My watchlists (choose multiple)

My portfolios (choose multiple)

Universe: all active stocks on the selected exchange.

Exit assumptions

Exit plan

Target %

Stop-Loss %

Max holding sessions

Stops and targets assume fills at the threshold, including gaps. At the end of stored history, a position may exit before its requested holding period. These are hypothetical execution assumptions.

Fixed target and stop are checked conservatively; if both cross on one bar, the stop wins.

Signal date range (entry and exit can occur after this range)

From

Leave both blank to test the full available history. A signal right at the edge of the range can still run to its target/stop/time-exit after it.

Use available historical filings

Uses filing dates for supported fundamentals and includes inactive symbols with stored price history where available. Other fields may still use current snapshots; index, sector and personal-universe membership is current, not historical.

Portfolio realism

Adds cash, concurrent-position and execution-cost constraints beside the independent-signal reference. The reference results exclude these costs.

Max positions

Position size %

Commission bps/side

Slippage bps/side

100 basis points (bps) = 1%; costs apply on entry and exit. Hypothetical assumptions only. The realized-equity curve carries open positions at reserved cost until exit; it is not daily mark-to-market performance.

XMarket Studio

Studio commands

Data

Data & filters

Visual rule builder

Edit query

Dashboard design

Matched securities

My screens

Company analysis

Economic & sector intelligence

Screeners & strategy

Funds & derivatives analysis

Ownership & flows

Data

Data & filters

Visual rule builder

Edit query

Dashboard design

Matched securities

My screens