Build and stress-test a strategy idea

Describe a strategy and the risk you’ll accept. The research agent designs a few candidates, tests them walk-forward with costs, keeps recent years out of sample, and stress-tests them on a crash. If one meets your targets, it drafts it as a paper strategy that starts paused. What you’ll get: a comparison of the candidate designs with returns, volatility and drawdowns in and out of sample, a stress test, the code, and a draft strategy you can turn on.

Try it

Ask your AI assistant
In the Itoflow app

With Itoflow connected to your assistant, paste this into your assistant:

Use Itoflow to build a US stock and bond strategy that targets 10% annual
volatility and a maximum drawdown of 15%. Compare at least three designs,
including a static 60/40 mix. Test each one walk-forward with trading costs,
keep the years from 2019 out of sample, and stress-test each on the Covid
crash of 2020. Ask me before you assume anything I haven't said. Show me the
evidence for the design you pick. If it meets both targets, draft it as a
paper strategy with $100,000, show it to me, and create it paused only when I
agree. Wait for the research to finish.

Open in Claude

Start this in Claude with the Itoflow plugin.

Open in ChatGPT

Start this in ChatGPT with the Itoflow plugin.

Using another client? Copy the prompt with the button on the code block.

What a result looks like

Governed agents in practice, July 9, 2026, publishes this session unedited. Asked for a US stock and bond strategy with a 10% volatility target and a 15% maximum drawdown, the agent compared three designs:

Design	Result
Static 60/40	Worst drawdown about 21%
Trend only	Worst drawdown about 19.5%
Trend, momentum and volatility targeting	5.2% a year at 6.9% volatility over the full sample; 3.7% at 7.4% in the holdout from 2019; worst drawdown 13.8%

In the Covid test, SPY fell about 34% and the 60/40 mix about 20%. The crash falls inside the holdout from 2019, so the holdout figures include it. The session ended in a paused paper strategy. These are backtests and paper results, not live profit and loss.

How it’s checked

Targets become checked limits. The volatility and drawdown targets go into a research contract before any test runs.
The holdout stays out. The system recomputes the out-of-sample choice itself, and the deflated Sharpe ratio and the probability of backtest overfitting are part of the engine.
A second agent reviews it. In the same post, a second session’s first draft was sent back by the independent reviewer and repaired before it passed.
Nothing trades until you say so. The draft starts paused. A live portfolio also waits for you to approve each list of trades.

Limits

Backtests use modeled fills and trading costs.
Bond exposure comes through ETFs. Futures, options and individual bonds aren’t covered.
Long-short books run on paper portfolios only.

Next steps

Run a strategy under a mandate: turn the draft on, run it and read its decisions.
Test a signal or dataset before you build a strategy on it.
Strategies: the full API.

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