Institutional Backtest · 2019-2025

The trading desk of a quant fund. In your browser.

LÚMEN merges multifactor ranking, predictive DCF valuation, and technical deliberation with 7 AI agents. It organizes the chaos of reports into actionable investment decisions.

Start 7-Day Free Trial
$29/mo after. Cancel in 1 click.
View Architecture
LÚMEN / Quantitative Engine
AssetRankQualitySignal (Agents)
NVDA94A+Strong Buy
MSFT91ABuy
META87B+Hold
AAPL85A-Hold
AMZN82BHold
398 assets analyzed · T-90 LagT-90 Lag Backtest
S&P 500Screening UniverseS&P 500 base
398Eligible Assets398 analyzed, top snapshot shown
T-90Strict lagNo look-ahead
3Data sourcesSEC · FRED · SIMFIN
Data provided by SEC EDGAR · FRED · SIMFINStrict lag methodology (T-90) with no real look-ahead bias.

Your research process is broken

A screener gives you empty technical signals. A website throws multiples at you. An isolated Excel runs your DCF. You end up spending weeks managing tabs and unstructured information, not analyzing the core of the business.

LÚMEN consolidates this institutional flow into a single platform, executing quantitative validation within 5 minutes.

From S&P 500 Universe to Final Thesis

A structured engine that eliminates the friction between discovering opportunities and modeling financial scenarios, operating without "black boxes".

1

Filtering and Relative Ranking

We don’t use fixed thresholds. The screening universe of 398 eligible assets is evaluated to return the top snapshot across Quality, Value, Growth, and Risk factors.

2

Sector Valuation (DCF & Bounded Models)

The system detects business nature. It applies Gordon Growth for financials, FFO for REITs, and dynamic WACC for the rest. Immediate results in 3 sensitivities (Bull, Base, Bear).

3

Quantitative Audit by 7 AI Agents

The AI here is not a chat. They are personas (Risk, Macro, Devil's Advocate, Quant) deterministically analyzing the ticker and forcing a solid contradictory thesis for your review.

4

Portfolio Construction (Sizing)

The Portfolio Engine consolidates the top assets by score and adjusts portfolio weights using inverse volatility optimization against the current market regime.

The infrastructure of a Quant Fund, in your hands

Gather the core tools that separate retail analysts from institutional desks.

Absolute Ranking

Cross-Sectional Engine

Forget arbitrary filters ('P/E < 15'). Our engine mathematically categorizes who is the best in their industry based on rarity and data distribution.

  • Clusters by technical opportunity
  • Factor Rarity for anomalies

Specific Modeling

Adaptable Valuation

We implement the rigor of banking modeling in an interactive slider, automatically mapping WACC, terminal growth, and actual Free Cash Flow margins.

  • Real-time capital costs
  • 3 Sensitivities with open parameters

Deterministic Deliberation

Autonomous AI Committee

Agents forced to act under strict mandates. They analyze macro viability, latent risks, and financial news without hallucinations or compliant language.

  • 100% visible assumptions exposure
  • Antagonistic perspectives (Devil's Advocate)

Proper financial engineering. Zero artificial noise.

LÚMEN is not a generic bot fed with superficial prompts. It is asset management infrastructure.

Proprietary Quantitative Model, not a Data Wrapper

Our back-end logic does not make generic API calls to show empty dashboards. We process raw data right from financial statements, execute modeling, and generate the signal before you interact with the screen.

Transparent Backtest vs Hidden Disclaimer

The industry shies away from showing historicals because their logic doesn't hold up. Our system simulates a 90-day lag delay on SEC data availability, ensuring reported returns never assume information the investor didn't have in real-time.

Built for the Analyst, not the Gambler

If you are looking for magic alerts or intraday day-trading strategies, LÚMEN is not for you. This tool is built entirely to consolidate algorithmic Value Investing and structural review of solid businesses over the medium to long term.

Guarantees & Methodology

Critical answers before you trust your time to the engine.

Is this regulated financial advice?

No. LÚMEN is SaaS (Software as a Service) analytical infrastructure. The software does not recommend a 'Buy' to an individual without knowing their risk aversion. It provides the same structured research you would see on an institutional desk so you can make the final decision.

How do you ensure the backtest has no look-ahead bias?

Every data point in historical evaluation is artificially locked out for 90 days from the end of the corporate accounting period. The algorithm only 'sees' and invests using the publicly file-able information on that strict timeline.

Where do you pull raw fundamental data from?

The engine is fed by primary SEC EDGAR 10-K and 10-Q filings, normalized fundamental data via SimFin, pricing via market APIs, and macro environment via the Federal Reserve (FRED).

Doesn't AI run the risk of hallucinating data?

We have strictly separated our Deterministic Domain Layer from AI. All math, DCF, margins, and scores are purely quantitative. The AI is fed these static numbers and restricts its output to qualitative critique. The AI audits the math, it never generates it.

How does the 7-day trial work?

You get full platform access. We require a payment method for anti-spam authentication, but no $29/mo charges trigger until day 8. You can cancel with one button in the app right before expiration if the tool doesn't fit your workflow.

Your first institutional model, in 5 minutes

Eliminate the manual noise of financial evaluation. Apply institutional filters and model solid valuations from day 1.

Start Free Trial

7 days at no charge. No long-term commitments.