Democratizing Quantitative Strategy: The Launch of StockSignal.io

Technical Abstract: Implementation of a web-based terminal for cross-asset strategy validation. Utilizing a 4.5% Risk-Free Rate ($\text{R}_f$) baseline for CAPM-derived expected returns and integrating Cornish-Fisher expansions for non-Gaussian drawdown analysis. Seeking peer review on the integration of LLM-backed fundamental sentiment within a standard Mean-Variance Optimization (MVO) framework. Democratizing Quantitative Strategy: The Launch of StockSignal.io Traditional retail platforms provide data, but rarely provide a strategy validation engine. StockSignal closes that gap as an advanced investment simulation terminal designed for high-fidelity strategy testing and AI-driven portfolio theory. By integrating Modern Portfolio Theory (MPT) with LLM-backed fundamental analysis, the platform enables a transition beyond "price tracking" into Risk-Adjusted Execution. The StockSignal Protocol Includes: 🧠 The Quantitative Brain: AI-powered analysis synchronized with the VIX to provide fo