You know how to trade. Staying disciplined is the hard part.
Winzinvest executes your strategy automatically and stops you from overriding it when you're scared or greedy. The keyboard is the enemy.
You override your own rules when you're down 2%. You double up when you're winning. You talk yourself out of stops. Every trader does it.
Winzinvest removes the keyboard at the exact moment you're most likely to blow up. The system follows the rules. You can't override them.
Anyone can build a screener. The trick is knowing which setups to skip. Marginal conviction? Kill it. Wrong regime? Don't enter. Too much sector exposure? Next.
Every order runs through thirteen checks before it fires. The system has thirteen ways to refuse a trade. You only need one reason to place it. The asymmetry is intentional.
Managing covered calls across 20 positions is tedious. When do you roll? Which strike? Did you check the ex-dividend date?
Winzinvest handles all of it. The position collects premium whether you're watching or not.
The honest answer: trading is never safe. Any system that tells you otherwise is lying. But here's what protects your capital.
Not 5%. Not 10%. At 3% down, the system halts all new entries. Existing positions stay protected by their stops, but no new trades. You can't override it. A bad day stays bad, not catastrophic.
Down 1%? Position sizes cut to 50%. Down 2%? Cut to 25%. The system doesn't wait for you to hit the wall. It starts pulling back exposure when the damage is still small.
No unprotected capital. Every stock position gets a stop-loss order placed at the broker immediately after entry. If the system crashes, your stops are still live. They're broker-side, not software-side.
Credit spreads widen before stocks fall. Vol spikes before drawdowns show up in your P&L. The system watches both continuously and starts pulling back exposure before the damage appears in your account. Not after.
Will you still lose money some days? Yes. Trading is probabilistic, not deterministic. But you won't lose 10% because you doubled down on a marginal setup when you were already down 3%.
The system scans for technical setups across the S&P 500. Momentum breakouts for longs. Overbought, weak fundamentals for shorts. Mean-reversion pullbacks in strong names.
Every candidate gets a conviction score (0–1.0). Anything below 0.55 for longs or 0.45 for shorts gets killed immediately. No marginal setups.
High-conviction candidates hit the execution pipeline. Before any order fires, it runs through thirteen checks.
One failure kills the trade. Most days, 60% of screener candidates get rejected here. That's the point.
Stops update every 30 minutes as volatility changes. Options positions roll automatically when they hit 80% profit or get too close to expiry. If a long stalls below entry for 2 days, it exits early to redeploy capital.
You get alerts for anything requiring attention. ITM options 7 days out. Positions within 5% of their stop. Margin usage crossing 2.5x. But you don't need to act on any of it unless you want to.
Every position is logged. Every exit is tracked. Every regime shift is timestamped. The daily email shows you what happened, why, and how much it made or lost.
Full audit trail in the dashboard. Every decision is visible: what the system considered, what it rejected, what it executed, and why.
This isn't built on YouTube TA or guru heuristics. Every strategy is backed by academic research from peer-reviewed journals.
Stops widen when VIX spikes (avoiding whipsaws in crashes) and tighten in calm markets. Based on Lo, Mamaysky & Wang (2013) research showing fixed stops underperform in volatile regimes.
Journal of Investment Strategies 2(4): 1-37
Selling options premium when implied volatility exceeds realized volatility. The premium exists because investors systematically overpay for downside protection. Documented by Carr & Wu (2009) across equities, indices, and bonds.
Review of Financial Studies 22(3): 1311-1341
Short candidates are scored against value, profitability, and investment factors. Overpriced momentum with weak fundamentals. Based on the five-factor model (Fama & French, 2015).
Journal of Financial Economics 116(1): 1-22
Want the full academic breakdown? Check the technical guide after you subscribe. It's 20+ papers with implementation details.
No strategy works in every market regime. When the environment shifts against the active strategies, here's what happens.
What happens: The regime detector flags CHOPPY. Mean-reversion entries pause automatically (they whipsaw in sideways markets). Stops tighten to 0.8x ATR to exit faster. Options strategies continue (premium benefits from elevated IV).
Your account: Fewer trades. Lower drawdowns. Options income offsets the pause.
What happens: Tier 2 adaptive defense activates. Position sizes drop to 25%. Only the highest-conviction setups (shorts with 94% historical win rate) remain active. Everything else pauses.
Your account: You keep trading, but smaller. Recovery is slower, but you don't blow up.
What happens: All stops are already placed at Interactive Brokers. They execute even if the system is offline. New entries halt automatically (can't validate risk gates without connection). You get an immediate Telegram alert.
Your account: Protected. Stops still work. No new risk added while offline.
The goal isn't perfection. It's controlling the downside. Small losses are fine. Catastrophic losses are not.
The system has been trading real money (not paper) since August 2024. Here's what the numbers look like.
218 trades since implementation. The edge is real, but it's in the frequency (many small wins) not the magnitude.
Gross profit divided by gross loss. Anything above 2.0 is considered strong. This is the highest-performing strategy in the system.
The deepest intraday drawdown was 2.9% (March 2026). The kill switch fired at 3.0%. No single day worse than that.
Full transparency: You can see the full performance breakdown in the performance page. Every strategy. Every month. Wins and losses.
Past performance doesn't guarantee future results. Strategies that work in one regime can fail in another. The system adapts, but it's not magic.
Winzinvest connects to your existing IB account. We don't custody your money. It stays at the broker. We just send the orders.
Stocks, options (if you want the premium income strategies). Margin account for shorts (optional, but recommended). No futures required.
$25,000 minimum (pattern day trader rule). Realistically, $50,000+ works better. The system sizes positions at 2-5% of equity, so smaller accounts mean tiny positions and slippage eats the edge.
This is not a backtest-only product. The system is live, trading real money, in the operator's account. When it breaks, it costs real dollars. The incentive is to not break it.
Every trade, rejected setup, regime shift, and parameter change is timestamped and visible on the dashboard. You'll know exactly what happened and why. No black boxes.
Built on 20+ papers from Journal of Financial Economics, Review of Financial Studies, and other top-tier journals. Not random TA from Twitter. Quantitative finance.
The system is live and improving weekly. But it's version one. Strategies will fail. Regimes will shift. Code will break. If you need a finished product, wait 12 months. If you want to be part of refining it, the slot is yours.
The dashboard shows live positions, regime status, risk metrics, and the full audit trail. Intelligence tier starts at $49/mo (signals only). Automation tier at $149/mo (full execution).
No. Your money stays at Interactive Brokers. Winzinvest connects via API and sends orders. We never touch your funds. You can disconnect anytime.
The whole point is that you can't override at the worst possible moment. But you can pause strategies, close positions manually via IB, or hit the kill switch (PIN-protected). You have control. You just can't impulse-trade.
Close it manually via IB. The system will respect that and won't reopen it. But if you're constantly overriding, you're missing the point. The system follows the rules. If the rules are wrong, change the rules, don't override case by case.
2-4 new positions per day during normal regimes. More in strong uptrends. Zero when regime is unfavorable or you're already down 1%+. The system is selective. Most days, 60% of screener candidates get rejected by risk gates.
Can't promise returns (legally or practically). But the short strategy has a 26.8 profit factor and 94% win rate over 218 trades since implementation. Options premium adds 1-2% monthly in normal IV environments. Check the performance page for full breakdowns.
Not in V1. The Intelligence tier shows you what the system would do (read-only). The Automation tier executes it. Future tiers may allow parameter tuning, but that introduces the exact problem we're trying to solve (you tweaking settings when you're down).
We ran a 5-year backtest (2021-2026) including the 2022 bear market. The complete system — all strategies, risk gates, and Market Wizards enhancements working together — delivered Sharpe 2.17. More importantly: it made +2.8% during 2022 while SPY dropped -18%.
Backtests don't account for execution bugs, API failures, or regime changes. But they validate the core edge. The short momentum strategy matches its backtest (89% vs 94% live win rate). Full methodology and per-strategy results on the performance page.
Intelligence tier (signals only) or Automation tier (full execution). Both start with a 7-day trial.
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