How the agent works

Quawd’s agent is a small set of tools wired together by a loop: it builds, tests, probes, and discovers. The agent doesn’t think for you — it makes the slow parts cheap so you can think about more strategies, faster.

Here’s what each tool does, and when the agent reaches for it.

Research workflow

Thesis → Scan → Build → Backtest

Before any of the tool families below, there’s a loop. Most trading ideas don’t have edge — the research workflow kills the bad ones cheap so deep work only goes into the survivors.

  1. Thesis

    Describe an idea in plain English — the universe, the condition, the horizon you care about.

  2. Scan

    signal_scan tests whether the condition has forward-return edge in seconds. Four scalars, one verdict.

  3. Build

    Reliable ideas flow into the strategy builder — same condition becomes the entry, then add exits, sizing, and risk.

  4. Backtest

    Full historical validation with trade-level results, walk- forward across regimes, and the probe tools that explain every entry.

Every step lives inside a research project so nothing falls through the cracks.

Turn an idea into a runnable strategy.

Build

The agent takes a sentence like “buy SPY when RSI(2) is oversold in an uptrend” and assembles it into typed, composable cards.

  • builder_create

    start a strategy from a name + universe

  • builder_add_condition

    express a single condition (price > X, RSI < N, regime checks, band events)

  • builder_compose

    combine conditions with AND / OR / NOT / sequence

  • builder_attach

    wire conditions to roles: entry / exit / gate / overlay

  • builder_set_sizing

    capital per trade

  • builder_set_position_policy

    single / accumulate / scale-in

  • builder_set_execution

    order type (market / limit / stop)

When the agent uses it

Every time you describe a strategy in plain English, or ask for a tweak to an existing one.

Why it matters

Strategies are made of small typed pieces. Compiling intent into cards means every edit is local, every backtest is reproducible, and the same strategy can run in backtest, walk-forward, and paper trading without translation.

Run the strategy on real data.

Test

Once a strategy exists, the agent runs it. A single tool call gets you a backtest. Pass a list of values in the same call and it becomes a sweep. Walk-forward is a sibling tool with the same calling shape.

  • run_backtest

    backtest one strategy on a date range; supports sweeps over any parameter

  • walk_forward

    sequential windows, each window’s stats reported separately

  • compare_backtests

    diff two runs side by side

  • rerun_backtest

    replay an existing run with new overrides

When the agent uses it

After every meaningful edit. When you want to know what would happen if the entry threshold were different. When you want to know if the edge holds across regimes.

Why it matters

A single backtest is one data point. Sweeps and walk-forward make probing the parameter space and time dimension almost free — and they share the same kernel as the single backtest, so the numbers are comparable.

Understand the result.

Probe

After a backtest produces a number, the agent can explain how it got there. These tools answer “why did this trade fire?” and “is this signal real or curve-fit?”

  • explain_entry

    why did this trade fire? returns the conditions that were true at that bar

  • explain_no_entry

    why didn’t a trade fire? returns the conditions that blocked it

  • get_condition_timeline

    per-condition truth values over time

  • signal_compare

    compare entries across strategy variants

  • assess_overfitting_risk

    flag parameters tuned too tightly to the in-sample window

  • validate_on_holdout

    re-run on a date range the strategy hasn’t seen

  • correlate_strategies

    return correlation between strategies’ returns

When the agent uses it

When a result is surprising. When you want to trust a strategy before sizing up. When a tweak doesn’t change the headline number but you want to know if it changed the trade selection underneath.

Why it matters

A backtest that can’t tell you why it took a trade isn’t worth running. The Probe family is what makes the agent’s output auditable.

Find setups across the universe.

Discover

Some strategies are about one symbol. Others are about finding the symbols where a condition is firing today. Scan tools cover the second case.

  • signal_scan

    scan a specific list of symbols for a condition

  • signal_universe_scan

    scan a whole universe (S&P 500, tech sector, your watchlist)

  • get_scan_batch

    pull results for a scan run

  • scan_run_list

    see prior scans

When the agent uses it

When the question is “where is this setup firing today?” rather than “how would this strategy do on SPY?”

Why it matters

Strategy-to-history and strategy-to-universe are different axes. The Discover family covers the second axis without re-running history for every symbol.

See the loop in action

Watch a real strategy go from a one-line idea to a battle-tested edge across five years and multiple regimes — one chat message at a time.

Quawd

A subscription SaaS platform for designing, backtesting, and paper-trading algorithmic trading strategies on equities and crypto — described in plain English to an AI agent, no code required.

© 2026 Quawd. All rights reserved.

Quawd is a software tool, not a broker-dealer or investment adviser, and does not provide investment advice. Trading involves substantial risk of loss. Backtested and hypothetical results have inherent limitations and are not indicative of future performance.