Track the process behind every trade, test your edge against your own data, and improve with people who understand how you trade.
Import your executions directly.
Interactive Brokers
Schwab
Webull
TradeStation
RobinhoodSupported broker parsers include Schwab / thinkorswim, Fidelity, Webull, Interactive Brokers, Lightspeed, DAS Trader, TradeZero, Moomoo, Robinhood, tastytrade, TradeStation, E*TRADE, Alpaca, Tradier.
Build the record in Tracker, test it in Research Lab, and bring the right evidence into Communities.
Build a trustworthy record from every fill, then connect results to the process that produced them.
Turn questions about your edge into reproducible studies grounded in your own trading history.
Build a focused space where traders can share the right evidence, stay accountable, and improve together.
Tracker turns raw broker executions into a reviewable journal, then helps you locate the strategies, conditions, decisions, and mistakes creating your results.
Bring in execution history from your broker without handing over broker credentials. Review how fills, fees, and position boundaries will be written before anything reaches the journal.
Tag setups, record the thesis, track mistakes and rule violations, and compare clean execution with the behaviors that cost you. Daily Review turns the session into one specific adjustment for next time.
Separate strategies with buckets and setups, then break down performance across timing, price, float, market cap, hold time, market context, and execution behavior. Profits and losses stop being a single number and become evidence you can act on.
You should not have to guess why you are profitable. Research Lab turns a trading hypothesis into a defined study, compares the right subsets, and shows whether the apparent edge is supported by enough evidence.
Study different variables and conditions, compare matching trades with an eligible baseline, and inspect the sample size, effect size, confidence interval, and adjusted significance behind the result.
A pattern should survive new trades before it becomes part of your playbook. Research stays tied to the study definition, while Briefs track what strengthens, weakens, or fails to repeat as fresh data arrives.
A new, non-overlapping trade window confirmed the original direction and retained 87% of the discovery effect.
New evidence since baseline
Ordinary variance stayed quiet
Creators, mentors, and trading groups can build a space inside EarlySignal, invite other traders, and make review part of the same evidence loop—not a disconnected social feed.
Create a community, invite traders securely, and let each member choose which strategy buckets to share. Owners get a consistent view for review while unrelated strategies and private journal details stay out of scope.
A private space for weekly review, evidence-backed feedback, and accountable execution.
Compare late-session rule violations with clean executions before the next community review.
EarlySignal is deliberately careful with the records behind your analysis—from the first broker import through every study and community share.
Previewed writes, exact decimal storage, source lineage, validation gates, duplicate proof, and correction conflicts protect the journal.
No broker password required. Email verification, Argon2id hashing, optional TOTP two-factor authentication, recovery codes, and session revocation protect access.
Download CSV, JSON, or a complete account archive. Archive and restore trades without losing their execution history.
EarlySignal does not sell journal data. Community sharing is explicit, and you can permanently delete your account from Settings.
Smart Import may send structural headers and a bounded, redacted sample to the configured AI provider for schema mapping with provider storage disabled. The model returns mapping metadata only; EarlySignal code parses and validates every execution. Read the Privacy Policy.
Use Tracker, Research Lab, and Communities together while EarlySignal is free during beta. No card required.
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