ArthaPilot
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Changelog

Releases

v5.5

Current

November 11, 2026

Clearer distribution reporting and planner access.

  • Cash distributions and taxable income. Portfolio Backtest shows cash distributions separately from taxable dividends. Cash includes tax-exempt income, return of capital, and capital-gain distributions. Results disclose unavailable data and distinguish recognition dates from payment dates.
  • Couples claiming comparison. Retirement Planner compares joint Social Security claiming strategies for two members, with spousal and survivor benefits modeled beside each member's own benefit.
  • Clearer planner access. Retirement Planner, Roth Conversion Planner, and Decumulation Studio guides distinguish recorded examples, the Free account's daily run allowance, and advanced Pro features.
  • Planning tools in ChatGPT and Claude. Run Retirement Planner, Roth Conversion Planner, Decumulation Studio, Planning Comparison, Asset Location, and Monte Carlo through MCP. Each tool keeps the website's account, plan, and usage limits.
  • Shared tool analyses. Shared tool links start loading at page boot, so an opened analysis shows its result sooner.

v5.4

November 4, 2026

Model account cash, compare historical withdrawal rates, and reopen saved and shared analyses more reliably.

  • Cash balances by account. Enter or import uninvested cash alongside your holdings. Cash carries into household totals, allocation, backtests, and planning balances.
  • Historical withdrawal rates. Compare safe and perpetual withdrawal rates in Portfolio Backtest across historical start dates and 5–60-year horizons. Results use historical inflation and pre-tax returns, with lowest and median rates and the worst start date.
  • Consistent income across planners. Recurring income uses dollars from the year it starts. Retirement Planner, Roth Conversion Planner, and Decumulation Studio now apply that basis consistently.
  • More reliable shared analyses. Shared portfolio analyses start loading earlier and handle large and tax-aware results more reliably.
  • Saved analyses that stay accessible. Refreshing a saved-analysis link preserves its identity, and edits continue to update results. Workspace sorting now applies across your complete collection.

v5.3

October 26, 2026

Carry your analysis between tools, explore updated household examples, and compare retirement paths with more explicit tax assumptions.

  • Continue between tools. Preserve compatible portfolios, dates, settings, and planning drafts as you move between tools. Incoming inputs identify their source. Shared planning assumptions can be reviewed, applied, and undone.
  • Connected household planning. Keep the selected household and holdings versions when opening a planner. Carry proposed taxable sales into Roth conversion and spend-down scenarios, preserving proceeds, cost basis, and short- and long-term gains.
  • Compare retirement paths. Model different portfolios by life stage. Tax-aware Monte Carlo supports Guyton-Klinger spending rules and reports spending funded alongside lifetime spending in inflation-adjusted dollars. Compare portfolios against the same recorded-distribution spending target.
  • A clearer household overview. Review net worth, allocation against targets, accounts by tax treatment, holdings, and next actions. The homepage connects concrete planning questions to the matching tools.
  • Financial-model corrections. Planning calculations preserve preferential rates for qualified dividends and long-term gains, distinguish rental and annuity tax treatment, and correct investment-income tax thresholds across projection years. Roth conversion suggestions account for spending and tax-funding gains before applying selected tax limits.

v5.2

October 11, 2026

Configure and compare

  • Pro users can calculate Retirement Planner improvement scenarios when they need them, after the primary projection returns. Free accounts retain the projection and scenarios together in their daily run.
  • Tax-aware Monte Carlo now accepts annual distribution yields, payment schedules, and qualified-eligible shares by asset. Results disclose the modeled dividend treatment and assumptions.
  • Strategy Builder separates condition and allocation editing. More source-backed strategy adaptations describe their rules and differences from the original research.

Correctness and reliability

  • ACA reconciliation for 2026 and later repays the full excess advance premium tax credit at every income level. Earlier-year repayment caps remain unchanged.
  • Sharing previews the inputs a public link will expose. Shared-link replay and saved-analysis restoration are more reliable, including Asset Analyzer dates.

v5.1

October 5, 2026

A redesigned interface built around clearer configuration and results.

A new interface for every tool

  • Every tool uses one page layout. Settings rows show their values and open on Edit. The analysis line holds starting amount, dates, return basis, dollar basis, and taxes.
  • Improved configuration and results pages

Saved analyses and sharing

  • Shared tax-aware Rebalancing Sensitivity links replay without an account

v5.0

September 9, 2026

Use ArthaPilot in ChatGPT and Claude, explore Research studies, and run selected planners daily on a free account. This release also corrects cash-proxy and state tax treatment.

ArthaPilot in ChatGPT and Claude

  • Use ArthaPilot through a supported assistant. Public research needs no account. The setup guide explains setup, access, and account changes.
  • Link your account to access your household, saved analyses, monitors, and planning tools. Account changes require your confirmation. Connected tools cannot place trades, move money, or file returns.

ArthaPilot Research

  • The new Research section publishes worked studies using the same calculations as the tools.
  • The first study, Lump sum versus dollar-cost averaging, compares rolling outcomes across extended U.S. large-cap history. Explore your own amount, schedule, and time window alongside the findings and methods.

Free access and sign-in

  • Signed-in free accounts can run Retirement Planner, Roth Conversion Planner, and Decumulation Studio once each day. Glidepath transitions, the sweep, the marginal surface, and the year drill require Pro.
  • Monte Carlo daily runs rise from 3 to 10 for a signed-out visitor, and from 5 to 25 for a free account.
  • A signed-out visitor can use these synthetic series: SPY.SIM, VTI.SIM, QQQ.SIM, TLT.SIM, IEF.SIM, BND.SIM, GLD.SIM, SSO.SIM, UPRO.SIM, QLD.SIM, TQQQ.SIM, and TMF.SIM.

Household

  • Household now shows net worth, allocation drift, and items to review at the top. Its panels are grouped into Overview, Findings, Monitoring, and Setup. Existing links still open the right panel.
  • If you have one saved household, planners select it automatically.

Financial correctness

  • Cash proxies (TBILLS, SGOV.SIM, BIL.SIM, and EFFR.SIM) now pay one ordinary distribution for each month in a taxable replay. The distribution is paid on the first observation of the month, instead of carrying their whole return in the price. Treasury-index proxies carry the federal exclusion from resident-state tax. Overnight-rate indexes do not.
  • Retirement Planner keeps the pinned household's resident state and tax year. It preserves income eligibility for state exclusions, and carries settled Social Security taxability and unused deductions into the state base. Planning Comparison sums each complete path before it ranks lifetime spending.

Sharing

  • A pasted share link now previews the replayed growth chart, ending value, and CAGR, and states whether the figures are before or after taxes. A revoked or expired share still shows the neutral card.

Tutorials and documentation

  • Every tool page has a tutorial. All 34 walkthroughs and the product tour have captions, chapters, and a written guide.
  • Documentation search covers every section. The glossary, methodology, and guide pages have shorter, clearer explanations.

v4.4

August 8, 2026

Adds four new tools: Sale Tax Planner, Look-Through Exposure, Leverage Wrapper Comparison, and Household Review.

Sale Tax Planner

  • The new Sale Tax Planner prices a proposed sale of taxable lots in one ticker. It applies a deterministic greedy lot order: losses first, then long-term high-basis, then short-term. Pricing is exact and incremental across Schedule D netting, ordinary-bracket stacking, NIIT, and resident-state tax. It prices sales; it does not recommend them.

Look-Through Exposure

  • The new Look-Through Exposure tool estimates issuer-level exposure through fund holdings, using constituent snapshots sourced from SEC N-PORT filings. Works from a saved household's holdings or a custom list of up to 100 positions.

Leverage Wrapper Comparison

  • The new Leverage Wrapper Comparison tool, free for signed-in users, compares three ways to reach a target leverage exposure against an unleveraged baseline. The ways are a 3x-plus-T-bill blend, a 2x-plus-base blend, and a single financed position. It uses the same backtest engine and tax assumptions as other tools.

Household Review

  • The new Household Review workspace kind records a dated decision. It stores frozen household and holdings references, a snapshot of the headline numbers at that point, and linked saved analyses with their assumptions. Typed policies record hold a position, no taxable sales, or no new position.
  • A policy can optionally be applied as a constraint on the next Asset-Location Auto-Optimizer run. Nothing else in the app reads or acts on a policy automatically.

Asset-Location Optimizer

  • Runs can now model a 401(k) plan's actual investable ticker menu instead of assuming unrestricted access. They also disclose the pro-rata taxable fraction of a backdoor Roth conversion when pre-tax IRA balances are present.
  • Each run now prices four transition paths to the recommended placement: immediate sale, a frozen exchanges-only path, a phased new-money path, and the ideal benchmark. Each path has a net-present-value panel across 5/10/20/30-year horizons and rate and savings sensitivity.

Household

  • Household overview gains a fifth KPI tile for equity exposure, expressed as a multiple of the priced portfolio and in dollars. The tile uses fund-level multipliers: leveraged funds at their published daily-reset factor, bonds and cash at zero. Exclusions are disclosed for anything that cannot be priced.
  • A new Options editor on the Portfolio configuration accordion tracks option positions per account (underlying, strike, expiry, contracts, premium). The household allocator now surfaces delta-adjusted option exposure.
  • A new outside-assets section records values you track but do not want included in allocation, drift, or optimizer calculations.

Monte Carlo

  • Monte Carlo adds a one-click Compare with conservative drift toggle. It reruns the same request with return drift shrunk toward a policy value, using identical bootstrap draws. The comparison shows median terminal value, probability of loss, and 5th-percentile terminal value side by side.

PCA

  • PCA accepts a weighted-portfolio input alongside its ticker-list mode and can report portfolio variance decomposed by principal component.

v4.3

July 27, 2026

Makes Household decisions easier to scan, strengthens portfolio and retirement analysis, and adds a Tax-Aware Retirement Simulator guide.

Household

  • The household experience now leads with the decisions that need attention: portfolio drift, tax opportunities, asset placement, saved strategy signals, and data-quality warnings. Each remains connected to the same saved accounts and holdings.
  • Asset Location and Tax Opportunities now link directly to worked sample-household exhibits, while Tax Opportunities surfaces household-level warnings before the review tables.

Portfolio analysis

  • Portfolio comparisons now state the decision before the supporting exhibits. They keep assumptions and provenance attached, and expose long-horizon return context alongside standard growth and drawdown results.

Retirement and tax modeling

  • Retirement Planner adds a Social Security claiming-age comparison. A new Tax-Aware Retirement Simulator guide explains how account placement, withdrawals, and taxes interact across a plan.

v4.2

July 21, 2026

Portfolio Backtest comparisons now open with an after-tax verdict. Shared results can be embedded anywhere as compact live result cards. The Strategy Builder gains a start-year robustness matrix with cost stress. Holdings can be imported from a brokerage CSV with a guided review step.

After-tax comparison verdict

  • Multi-portfolio backtest results now open with a verdict sentence before the detailed exhibits. The sentence names the portfolio that keeps the most money after taxes and the size of the advantage.
  • A ranked table lists every compared portfolio by after-tax ending value, and a flag calls out when the after-tax ranking differs from the pre-tax ranking.

Embeddable result cards

  • The share dialog for portfolio backtests now offers a compact result card embed alongside the full report. The card summarizes up to three portfolios by ending value, CAGR, and maximum drawdown, and links back to the shared assumptions and full results.
  • Cards use after-tax values only when every displayed portfolio has complete tax output. They never mix pre-tax and after-tax figures across rows, and disclose when results include configured cashflows or inflation adjustment.

Start-year robustness matrix

  • The Strategy Builder Robustness panel gains a Start-Year Matrix tab. The completed strategy path is sliced into start-year and holding-horizon windows, each scored through the shared metric pipeline. Summary tiles show median and worst CAGR and the share of positive windows.
  • Every window is also re-scored under a configurable implementation cost stress, so the cost drag of the strategy is visible per window and in aggregate.

Withdrawal strategy comparison

  • A new Pro tool compares up to six withdrawal rules on identical Monte Carlo paths: fixed dollar, fixed percent, VPW, Guyton-Klinger, RMD schedule, and more. Differences come from the rules, not from the sampled paths.
  • Results separate depletion from funding. Alongside terminal wealth, each rule reports how much of the requested spending was actually funded and how many years spending was cut. Flexible rules and fixed rules are therefore comparable on honest terms.

Live optimized allocations

  • A new tool computes optimizer target weights against current market data for an explicit ticker universe. It reports rebalance deltas from your current allocation and reproducible window metadata (effective dates, trading days, convergence state).

Robustness lab

  • The Strategy Builder Robustness panel gains a Robustness Lab tab. The tab is a session diagnostic that composes parameter sensitivity and walk-forward validation into one scored verdict, with the evidence and exclusions stated explicitly.

Brokerage CSV import

  • Holdings can now be imported from a brokerage CSV export with broker presets for common formats. A server-checked preview shows the exact account-mapped rows that will be saved before anything is committed.

v4.1

June 22, 2026

Adds Tax Map marginal-rate curves, LETF slippage analysis, richer Monte Carlo downside diagnostics, optimizer stabilization controls, broader strategy-gallery workflows, and persistent live tax-action review state.

Tax map

  • Tax Rates now includes a full marginal-rate map from the unified tax kernel. It shows effective and marginal rates across an income sweep instead of only the bracket table at one income point.
  • Cliff annotations call out ordinary brackets, long-term capital gain tiers, Social Security taxability, NIIT, IRMAA, and ACA subsidy thresholds. Roth conversions, gain harvesting, and income changes can therefore be read against the same tax engine used by the planning tools.

Strategy gallery

  • The public Strategy Gallery now covers more ranked and tactical strategies, with richer filters, comparison views, and unsupported-entry explanations. A "what changed" panel inspects why a strategy moved.
  • Signed-in users can export rebalance actions from gallery entries and subscribe to regime alerts.
  • New Probability of Outperformance tool estimates how often one strategy beats another over a chosen horizon using paired block bootstrap paths. Saved-analysis support is available for Pro users.

Monte Carlo

  • Results now include a Downside tab with terminal percentile tables, loss-threshold probabilities, representative drawdowns, and fitted model context from the same simulation run.
  • History-based return models can shrink drift toward zero and scale residual volatility to the current state. Defaults preserve prior deterministic output, while explicit settings make long-horizon optimism and current-volatility assumptions visible.

Optimizer

  • Direct optimize mode now exposes covariance shrinkage and expected return shrinkage controls. Noisy covariance estimates and cross-asset return spreads can be damped without changing the efficient-frontier or walk-forward modes.
  • Adds a maximum-diversification objective that searches for weights with the highest diversification ratio under the existing optimizer constraints.

Leveraged ETFs and Strategy Builder

  • LETF Analysis now includes a Slippage Lab. The lab compares an actual leveraged fund against its underlying, expense ratio, financing assumptions, swap exposure, and rate-dependent spread model.
  • Strategy Builder ranked-allocation workflows gained cleaner editing, replacement-threshold handling, and turnover/cost reporting for ranked rotations and fixed-sleeve compositions.

Household workflow

  • Live strategy trade rows now carry persistent tax-action state. Review, dismiss, snooze, and export markers survive refreshed evaluations as long as the trade identity still matches.
  • The action center and live-strategy panels count only open tax actions. Expired snoozes project back to open on read, so stale review state does not hide current work.

v4.0

June 11, 2026

Adds a Monitors hub with scheduled alerts, an action center in Household, and cross-account drift monitoring.

Monitors

  • New Monitors hub at /monitors lists every monitor you own with its latest evaluation state, last-checked time, and a per-monitor email alerts toggle.
  • Six monitor kinds: strategy signal, allocation drift, tax-loss opportunity, stale holdings snapshot, wash-sale window, and tax cliff proximity. All evaluate on a weekday schedule and alert on changes rather than re-emailing persistent conditions.
  • Strategy signal, drift, and tax-loss monitors support each-change or daily-digest email delivery; strategy signal monitors can also limit notifications to state flips only.
  • Household monitors are configured from Household with a single tunable threshold per kind.

Action center

  • Household now opens with an action center that summarizes the next useful workflow. It lists setup and data-quality warnings, tax-opportunity review state, drift-watch status, pinned live strategies, and asset-location readiness.
  • Cards are diagnostic and navigational; each links into the owning workflow without changing household state.
  • A wash-sale calendar appears whenever the household has active wash-sale windows, listing the safe-rebuy date per position with snooze and resolve actions.

Cross-account drift alerts

  • Adds scheduled drift monitoring across household accounts. Target allocation breaches can now be reviewed from the household workflow instead of discovered only during a full backtest.
  • Drift alert delivery respects per-monitor notification settings and keeps account-level context attached to each alert.

Documentation

  • New Monitors guide covering every monitor kind, evaluation cadence, and email delivery. A new Plans & Limits page lists what each tool offers anonymously, with a free account, and with Pro.
  • The glossary now renders from the same definitions that power hover-card terms across the docs. About two dozen new entries span tax, planning, and risk-metric vocabulary.

v3.6

May 27, 2026

Adds the Live Signals dashboard, Asset-Location Auto-Optimizer (Pro), tactical robustness validation, and fixed sleeves for ranked allocation. Extends Household Tax Opportunities with cross-account wash-sale conflict detection and the planning tools with per-year binding-constraint explainers. Adds advisor-grade PDF reports for share replays, upside and downside relative metrics, and tightens the tax engine with symmetric cliff-boundary regression coverage.

Live Signals

  • New dashboard at /signals lists every saved tactical strategy with its current signal state and last evaluation timestamp. Any pending rebalance trades are broken down by account, ticker, side, shares, and value.
  • A Check Signals action re-evaluates rules against the latest available market data without replaying a full backtest, so live posture can be confirmed in seconds.

Asset-location auto-optimizer

  • New Pro tool at /asset-location-backtest compares a household's current account placement against a tax-aware proposal. It reports the after-tax drag delta in basis points and dollars.
  • The solver auto-escalates to a continuous LP within a 10x10 asset-by-account budget, so the published "greedy" mode is the LP optimum on every realistic household. After solving, the engine falls back to the user's current cells whenever they are target-feasible and lower-drag, so the optimizer cannot recommend a worse placement.
  • Uses the shared federal, state, NIIT, and LTCG tax kernel. Runs are private only; share links are rejected at the route and service layers.

Tactical Allocation

  • Ranked allocation rules now accept a fixed sleeve percentage. A static core (for example, 40% broad equities) can sit alongside a ranked sleeve that rotates across a universe. Fixed and ranked weights sum to 100 and rebalance on the existing scheduler.
  • New Robustness tab runs a walk-forward grid over in-sample and out-of-sample splits. It ranks parameter combinations by the IS-vs-OOS metric spread, so rules tuned only on the lookback window are visible before deployment.
  • Signal price-mode and return-basis combinations are validated up front. Mis-configured pairings now emit explicit warnings instead of silently producing nonsensical signal values, including synthetic tickers with tax-aware basis stacking.

Planning tools

  • Retirement Planner, Roth Conversion Planner, and Decumulation Studio rows in the year-by-year table now carry per-row binding-constraint chips. The chips name which cliff fired (federal bracket, NIIT, IRMAA tier, ACA threshold, Roth 5-year clock) and by how much.
  • Explainer cards aggregate the per-year chips, so an infeasible conversion or withdrawal schedule shows the binding sequence in one place. Adjustments can be made without re-solving to discover which constraint moved.

Household Tax Opportunities

  • Wash-sale detection now spans accounts. The conflict view separates already-triggered violations from forward replacement risk. It shows which loss sales conflict with which replacement buys in which accounts across the 61-day window.
  • CSV exports and the Pro review bundle include the cross-account conflict matrix alongside the existing opportunity sections.

Reports

  • New Pro feature renders an advisor-grade PDF summary of a saved share replay, with configurable anonymization modes for client names, account labels, and dollar amounts.
  • A content-hashed binary cache deduplicates identical reports across renders. Rate limiting is scoped per user, so shared-NAT setups (family offices, VPNs) do not throttle each other.

Portfolio analysis

  • Seven new relative metrics are available in Portfolio Backtest, Optimizer, and Asset Analyzer. The metrics are Upside Capture, Downside Capture, Upside Sortino, Downside Sortino, Upside Calmar, Downside Calmar, and the Upside-to-Downside Ratio.
  • Definitions, formulas, and coverage windows are listed in the metric catalog so asymmetric tail behavior can be compared across portfolios on a consistent basis.

Engine hardening

  • Symmetric regression tests now cover both sides of every tax cliff: federal bracket, LTCG stack, NIIT, IRMAA tier, ACA threshold, wash-sale window, holding-period boundary. Future changes cannot silently shift a boundary by a day or a dollar.
  • Tightens HSA fallback funding, pre-59.5 early-withdrawal penalty accounting on traditional-funded tax payments, synthetic-ticker basis stacking, and multi-state tax interactions identified by the new coverage.

v3.5

May 21, 2026

Adds Planning Comparison and a unified planning tax kernel (unified_v1) shared by Retirement Planner, Roth Conversion Planner, and Decumulation Studio, plus portfolio-specific Workspace Compare visuals. Turns Household Tax Opportunities into a persisted workflow with a Pro review bundle.

Planning Comparison

  • New Pro tool at /planning/comparison lines up saved analyses from Retirement Planner, Roth Conversion Planner, and Decumulation Studio. It renders a unified summary, cliff-hit counts, and yearly cashflow.
  • Yearly cashflow rows from Decumulation Studio are marked with an asterisk and footnote. Tax is spread uniformly across the schedule rather than computed per simulation year. Retirement and Roth rows carry exact per-year tax.
  • Comparisons are private. Share links are rejected at the route and service layers.
  • Saved analyses that predate the unified tax model retain their inputs but must be rerun before comparison; superseded results are never displayed as current output.

Unified planning engine

  • Retirement Planner, Roth Conversion Planner, and Decumulation Studio now share one tax kernel. It covers progressive federal and state brackets, ordinary and LTCG stacking, NIIT MAGI, IRMAA with the two-year MAGI lag, and ACA household income.
  • Bracket-aware cliff guards now scale year-N ordinary income against year-N brackets at non-zero inflation. The prior behavior compared nominal year-N income against year-0 brackets and spuriously rejected valid Roth conversion schedules.
  • Same-year tax payments funded from traditional accounts route through the Roth basis tracker, so the 10% pre-59.5 early-withdrawal penalty fires. HSA fallback funding now consumes explicit qualified medical reimbursement capacity first. Only then does it include non-qualified distributions in ordinary income and apply the 20% additional tax for owners under 65.
  • Retirement Planner cohorts accept a prior_magi_history seed and warn when an age-63-or-older member is being simulated without one. The first two simulated years would otherwise understate IRMAA because the two-year MAGI lag has no history to reference.

Household Tax Opportunities

  • Each opportunity row now supports watch, dismiss, snooze, and mark-reviewed actions. Decisions persist per household and survive snapshot refreshes. Concurrent edits are serialized so bursts of clicks do not lose state.
  • New "changed since last review" view highlights rows where the underlying lot or price has moved since the last action. A per-row stale badge and a section-level alert call out reviewed rows whose snapshot has since been replaced.
  • New preferences toolbar controls the tax-loss-harvesting percent threshold, dollar floor, fallback dollar minimum, and stale-snapshot warning window.
  • Per-section CSV exports are joined by a Pro review bundle that packages all four sections plus an assumptions file as a single ZIP. Non-Pro users see an upgrade affordance on the review-bundle control instead of a disabled button.
  • Wash-sale, holding-period, and NIIT-MAGI threshold boundaries are now covered by symmetric regression tests on both sides of every cliff. Future changes cannot silently shift a boundary by a day or a dollar.

Workspace Compare

  • Compare two saved Portfolio Backtest analyses side by side with portfolio-specific visuals. The visuals are the primary non-benchmark portfolio ranking, a risk and return scatter, an annual return distribution, and a calendar-year returns table.

Comparison hub

  • /compare is now the primary entry point for the workflow comparison against alternative tools. Responsive cards replace the previous wide table and the per-competitor SEO pages anchor back into the hub workflow.

v3.4

May 15, 2026

Adds Start Date Sensitivity for portfolio backtests. Adds longer rebalance cadences for Portfolio Backtest, Strategy Builder, Tactical Allocation, Backtest Optimizer, Household implementation settings, and Rebalancing Comparison.

Start date sensitivity

  • Portfolio Backtest results now include a Start Date tab for full chart responses. It plots fixed-window CAGR by eligible start date, with selectable 1-, 3-, 5-, 7-, and 10-year windows when the returned history supports them.
  • The table below the chart shows each portfolio's best start, worst start, CAGR spread, and number of historical windows. Timing risk can be compared across portfolios without exporting the path first.

Rebalancing

  • Portfolio Backtest, Strategy Builder, Tactical Allocation, Backtest Optimizer, Household implementation settings, and Rebalancing Comparison now support every-2-years and every-5-years rebalance cadences.
  • Multi-year cadences use the same deterministic trading-day scheduler as existing monthly, quarterly, and annual runs. Every 2 years uses 504 trading days, and every 5 years uses 1,260 trading days.

v3.3

May 13, 2026

Adds four planning tools and two retirement spending rules. Decumulation Studio compares Roth conversion and withdrawal schedules under tax-cliff constraints. Asset-Location Backtester compares naive account placement against tax-aware household placement. Household Tax Opportunities surfaces harvestable losses, gain candidates, and wash-sale risks from saved account lots. Retirement Planner adds ABW and TPAW spending rules. Synthetic ticker coverage expands across momentum, leveraged, dividend, commodity, sector, gold, and Bitcoin ETFs.

Decumulation Studio

  • New tool that compares multi-year Roth conversion and withdrawal schedules for retirement. Each schedule optimizes one of five goals: fill the current tax bracket, stay under an IRMAA tier, or grow inflation-adjusted terminal wealth. The remaining goals are to increase modeled ACA premium credits or reduce modeled lifetime tax.
  • Adds a marginal-cost heatmap so users can see where each added dollar is most expensive under the selected assumptions. A year-by-year breakdown shows whether federal brackets, capital gains, NIIT, IRMAA, ACA, or state tax is driving the modeled cost.

Retirement Planner

  • Two new withdrawal strategies: ABW (Bogleheads amortization-based) and TPAW, available as primary spending rules and in the comparison rail.
  • New metric: 10th-percentile sustainable spending floor, showing the lower-end real annual spending level across simulated paths.

Household Tax Opportunities

  • New page surfaces harvestable losses, gain-harvest candidates, embedded gains, and wash-sale risks from your latest saved holdings. Free for signed-in users; per-section CSV exports are Pro.
  • Wash-sale detection separates already-triggered violations from forward replacement risk in traditional IRAs, Roth IRAs, and HSAs.
  • Headroom to the next tax bracket and to the NIIT threshold is shown when using the 2026 or historical federal brackets. Custom and flat modes show a warning instead of unsupported numbers.
  • Stale-snapshot warning fires once the snapshot is more than 90 days old. Spousal accounts pool under MFJ; non-spouse member accounts are excluded with an explicit warning on the affected row.

Asset-Location Backtester

  • New Pro household tool compares naive proportional account placement against tax-aware placement using a saved household and holdings snapshot.
  • Results show after-tax CAGR delta, terminal wealth delta, attributed investment-tax drag saved, and placement tables. Annual attribution covers capital gains, dividends, NIIT, state tax, loss benefits, and wash-sale tags.
  • Runs save as private analyses with immutable workspace references, so reopening a run resolves the exact household and holdings versions used for the original comparison.

Synthetic tickers

  • New synthetics for momentum ETFs SPMO, FMTM, and VFMO.
  • Expanded coverage across leveraged ETFs, dividend and Avantis factor proxies, cash and Treasury ETFs, and commodity wrappers. Coverage also extends to semiconductor and biotech sector proxies, gold share-classes, and spot Bitcoin ETFs.

v3.2

May 5, 2026

Household becomes the unified landing page for saved account context, inline tax profile editing, live strategy monitoring, draft trade tables, notifications, and allocation drift review. Adds a referral program that credits one month of Pro when a referred friend completes a paid subscription.

Household

  • The tax profile configuration is now an inline accordion in Household. Expand it to edit filing status, tax context, accounts, and members without leaving the page.
  • Live strategy monitoring shows all active strategies with a pulsing status indicator and current signal state. A pending trades table lists account, ticker, side, shares, value, and reason columns. Check Signals runs an on-demand signal evaluation against the latest available market data.
  • Portfolio overview KPIs (total market value, gain/loss, taxable share, drift from target) render in a compact four-column grid. Gain/loss uses green or red coloring based on sign.
  • Allocation drift table shows current vs target weight and signed drift percentage for each asset in the portfolio.

Notifications

  • Added a notification bell to the sidebar. Live strategy signal evaluations and trade recommendations surface as in-app notifications with read/unread state.

Navigation

  • Household is now in its own top-level section in the sidebar, above Research Workspace, for quicker access.
  • Portfolio nav bar simplified from three steps to two (Overview and Plan and run).

Holdings import V2

  • Server-authoritative holdings import with a preview step before committing. Paste CSV or upload a file, review the parsed lots in a modal, then commit to save. Broker presets handle format differences across major brokerages.

Referrals

  • Every account now has a referral code in Settings. When a friend enters it during Pro checkout on Stripe and completes a paid subscription, your billing account receives one month of Pro credit. The credit is applied on the next invoice. Referrers do not need an active Pro subscription to earn credits.
  • Reward history shows credited, pending, ineligible, and reversed referrals with the date used, date applied, and amount. Refunds and disputes that fully reverse a paid invoice automatically claw back the corresponding referral credit; partial refunds leave the credit in place.
  • The Pricing page surfaces an inline banner when a referral code is present in the URL (?ref=...). The banner reminds users they can enter a code on the next checkout screen even without one in the link.

v3.1

May 4, 2026

Adds Match Factor Exposure, Roth Conversion Planner, tax-aware Monte Carlo, holdout validation for backtests and strategies, retirement tax-aware cash-flow decomposition, and Strategy Leaderboard comparison upgrades.

Match Factor Exposure

  • Added a new tool that finds long-only candidate weights that approximate a target ticker's factor loadings. Supported factor models are CAPM, Fama-French, Carhart, FF5, q-factor, AQR-style, and fixed-income.
  • Results include target vs achieved betas, per-leg candidate betas, beta distance, tracking error, and tracking correlation. They also include active alpha, active R-squared, and aligned target vs reconstructed excess-return series.
  • Free tier allows 5 candidates per request and 10 successful runs per day. Pro allows up to 25 candidates per request with no daily tool cap.

Walk-forward validation

  • Portfolio Backtest now supports an optional holdout split. Choose an in-sample end date and each portfolio result includes paired in-sample and out-of-sample metric tables computed from the same realized backtest path.
  • Strategy Builder now returns a strategy-level holdout metric block, including benchmark comparison when a benchmark ticker is configured. Warnings explain when the requested split date has to snap to an earlier trading day.
  • The split overlay reuses the canonical metric pipeline and preserves real/nominal risk-free handling. It suppresses tax-aware and dividend-income metrics that are not replayed per slice. The setting is stored in saved analyses, share links, and execution fingerprints.

Retirement Planner

  • Added cash flow and tax decomposition for tax-aware results. Median tax buckets are shown separately from median total tax. A Tax median reconciliation node surfaces the difference when independently medianed buckets do not sum to median total tax. An Engine cash residual node surfaces any remaining malformed-row or aggregate-row mismatch between cash sources and uses.

Tax-aware Monte Carlo

  • Monte Carlo has a new tax-aware mode that runs every simulated return path through the tax engine. The result surfaces an annual after-tax probability-of-success curve, an after-tax wealth fan chart, and a terminal after-tax wealth distribution. Lifetime-tax-paid percentiles appear alongside the existing pre-tax response.
  • Available on Pro. A share asks whether to include tax and household details.

Roth Conversion Planner

  • Added a deterministic multi-year Roth conversion planner. It compares a baseline path with a proposed conversion schedule under ordinary bracket caps, IRMAA, ACA, LTCG, NIIT, and Roth 5-year-clock constraints.

Strategy Leaderboard

  • Added row-level compare selection and a shared comparison chart. The chart crops selected strategies to their common overlap and normalizes each curve to $10,000 at the comparison start.

User experience

  • Floating sidebar with collapse persistence, unified AppTabs across tools, consistent interaction states, and layout-stability fixes.
  • Form interactions across the optimizer, Monte Carlo, Retirement Planner, and ranked-allocation editors now use consistent validation and confirmation states.

v3.0

May 1, 2026

Tax Profile Setup and the new Tax-Aware Allocator. Model your full filing unit (members, accounts, lots, RMDs, wash sales, asset location) once. Then run an end-to-end tax simulation that routes trades across taxable and tax-advantaged accounts on every rebalance.

Tax profile setup

  • New Tax Profile & Accounts page is the one place to declare who is in the filing unit and what they own. Filing status, federal bracket mode (current 2026, historical, custom, or flat), ordinary income, and resident and work state all live here now. Capital-loss carryforwards and per-account tax-loss-harvesting policy also live here.
  • First-class members. Each member has a stable id, name, birth year, and relationship (self / spouse / dependent / other). Accounts attach to a member, which means RMDs aggregate per individual instead of being silently cross-assigned.
  • Per-account starting holdings with full lot detail (ticker, shares, cost basis per share, date acquired). Paste-from-CSV supports brokerage exports.

Tax-Aware Allocator

  • New per-lot tax simulation that runs the portfolio end-to-end over your chosen window. Cashflows (contributions, withdrawals, RMDs) hit the right account. The rebalancer routes target-allocation drift into BUYs and SELLs across taxable and tax-advantaged accounts. It honors an optional account preference order and a configurable taxable-drift budget, so taxable sells only fire when drift exceeds the tolerance.
  • Cross-account wash-sale tracking. Loss sales in any account are matched against replacement buys anywhere in the portfolio within the 61-day window. Rev. Rul. 2008-5 basis-bump suppression applies to tax-advantaged replacements. Disallowed losses to a Roth or IRA are permanently lost instead of bumping basis you cannot recover.
  • RMD modeling under SECURE 2.0 with start-age 73 (1951-1959 cohort) or 75 (1960+). Same-owner IRAs aggregate; 401(k)s are per-plan; HSAs and Roth accounts are exempt. Year-end distributions fire on the actual last NYSE trading day of the calendar year. Optional April-1 first-year grace defers the first RMD into the following year. Under-distribution incurs the IRC §4974 25% excise tax and rolls into total tax paid; the per-account shortfall is surfaced on the result.
  • Tax-loss harvesting per taxable account. Substitute-ticker map and a configurable cooldown window (default 31 days, so the IRS "more than 30" minimum is satisfied) keep harvested positions out of the wash window. The TLH hints panel surfaces would-be harvests on the latest holdings so you can act on them outside the simulation if you prefer.
  • Asset-location recommendations. Each held asset is classified by tax efficiency: core taxable bonds and REITs are tax-inefficient income, while broad-market equities and municipal bonds are efficient. The recommender suggests which assets to prefer in tax-deferred vs taxable accounts given the portfolio's actual account-type mix.
  • Late-year qualified-dividend handling. Dividends whose 121-day holding-period determination crosses Jan 1 are booked provisionally as ordinary income at the dividend date. They are re-classified intra-year as soon as the window closes. The daily after-tax series stops carrying the over-conservative provisional booking until the next year boundary.
  • Routing infeasibilities are surfaced explicitly instead of silently truncating. When a target buy cannot be funded, the result lists the asset, the requested dollar amount, the decision-time available cash, and the reason.
  • Configurable starting-balance seed for first-year RMD math. Pass an explicit prior-year-end balance per account to use the IRS Dec 31 prior-year FMV. Omit it and the engine falls back to the day-0 price snapshot.

Privacy and tier gating

  • Sign in (free) to save your tax profile across sessions; Pro to run the backtest. Anonymous viewers see the full configuration form and a clear sign-in CTA. Free-tier signed-in users see the same form and a Pro-upgrade CTA on the Run button.
  • Tax profile and holdings snapshot data are private-only by policy. Other users cannot list, view, clone, or import your configuration.

v2.14

April 29, 2026

Portfolio Optimizer adds direct metric constraints, broader walk-forward objectives, and explicit CAGR reporting for constrained runs.

Portfolio Optimizer constraints

  • Mean-Variance optimization now supports direct metric constraints for minimum CAGR, maximum volatility, maximum CVaR, minimum Sortino ratio, and maximum drawdown. Objectives such as maximum Sharpe now search only within portfolios that satisfy the requested metric bounds.
  • Optimizer results now include CAGR alongside expected return, volatility, Sharpe, Sortino, CVaR, and rebalancing bonus. Users can verify minimum-return constraints directly in the result table and CSV export. The CSV keeps the prior metric column order and appends CAGR near the end of the metric table.

Walk-forward objectives

  • Backtest optimization adds objectives for maximum Calmar, maximum Omega, minimum Ulcer Index, and minimum CVaR 95%. They complement the existing CAGR, Sharpe, Sortino, UPI, max-drawdown, longest-drawdown, SWR, and PWR objectives.
  • Saved Mean-Variance studies and shared optimizer links preserve the new metric-constraint inputs, so reopened analyses continue to use the same feasibility rules.

v2.13

April 23, 2026

Retirement Planner gains opt-in multi-strategy comparison, all seven spending rules in the primary picker. Monte Carlo adds Student-t and regime-switching return models plus an opt-in rolling-historical companion.

Monte Carlo return models

  • Added Student-t (fat-tailed) and regime-switching (2-state Markov) return models alongside the existing parametric, historical-bootstrap, and block-bootstrap choices. Student-t degrees of freedom default to a maximum-likelihood fit from history (clamped to [3, 30]) and are echoed in the response.
  • New opt-in rolling-historical companion replays the same plan across every overlapping past window of matching length.

Multi-strategy comparison

  • New "Compare withdrawal strategies" toggle on the Retirement Planner form. When enabled, multiple spending rules run side by side on the same simulation. Each rule sees the same return sequence per cohort or path, so the year-by-year comparison is direct. Up to four entries per request.
  • All seven strategies are selectable from the picker: Fixed Real, Percent of Portfolio, Guyton-Klinger, Variable Percentage Withdrawal, CAPE-Based, RMD-Based, and Blanchett Smile. CAPE-based requires an explicit CAPE value; RMD-based requires the account breakdown with a positive traditional balance.
  • Results surface includes a decision-metrics table: year 1 spending, median and P10 lifetime spending, cut frequency and magnitude, success rate, median and P10 terminal value. A spending-paths overlay shows a focused-entry P10-P90 band and a real-vs-nominal toggle. An event timeline shows where each entry's rules fired, and a terminal wealth distribution completes the surface.

v2.12

April 22, 2026

Adds ranked allocation, CSV exports across all result surfaces, new .SIM tickers, and Fama-French 5 + Momentum factor regressions.

Strategy Builder

  • Each rule can now use ranked allocation instead of fixed weights. Define a universe of tickers, a metric (total return, volatility, price-over-SMA, or RSI), and a lookback window. The engine holds the top or bottom N tickers with equal or inverse-volatility weighting. An optional score threshold and a fallback ticker apply when nothing qualifies.
  • New Ranking results tab surfaces the latest selection, scores per universe ticker, fallback firings, and the realized rerank history. Ranked rotations within a rule now count as rebalance events and incur the existing trading-cost and slippage haircuts on the decision row.
  • Add four ranked recipes. Global Equities Momentum uses dual momentum SPY vs EFA. Sector Rotation holds the top 3 S&P 500 sectors by 6-month return. Adaptive Asset Allocation holds the top 5 of 10 assets with inverse-vol weighting. Accelerating Dual Momentum uses a composite 1/3/6-month momentum.

CSV exports

  • CSV export is now available across Portfolio Backtest, Tactical Allocation, Retirement Planner, Portfolio Optimizer, and Efficient Frontier runs.
  • Every export menu surfaces its full table list. The list covers yearly / monthly returns, metric tables, tax events, lots, wash sales, and yearly ledger. It also covers diagnostics breakdowns, retirement percentile paths, optimizer weights, and frontier points. Multi-portfolio backtests prefix rows with portfolio index and name so flattened CSVs stay unambiguous.

SIM tickers

  • Add MTUM.SIM and UUP.SIM

Factor Regression

  • Add Fama-French 5 Factor + Momentum, combining the FF5 factors with the Ken French daily momentum series (reported as UMD). Daily coverage starts July 1963.
  • Add Fama-French Developed 5 Factor + Momentum for global and international portfolios, using the developed-market FF5 and WML momentum daily datasets. Daily coverage starts November 1990.

v2.11

April 12, 2026

Rebalancing Comparison now reports tax drag alongside pretax metrics, leveraged ETF financing-cost mode with attribution decomposition.

Rebalancing Comparison

  • Tax-aware sweeps now report pretax and after-tax metrics side-by-side instead of replacing pretax with after-tax. Every cell carries a tax-extras block (annual drag in basis points, total taxes paid, effective rate on gross sell-side turnover). The response surfaces a tax-optimal cell pointer plus short narrative insights.
  • New view chip (Pretax / After-tax / Tax drag / Δ) switches the table, scatter, and offset curves without rerunning the analysis. Dedicated tax-drag heatmap renders across the frequency × threshold grid when at least two of each are swept; cells average across offsets when present.

LETF analysis

  • Added six financing-rate sources: composite, SOFR, Fed funds, 3-month T-bill, flat override, and constant spread over risk-free. Users can sensitivity-test leveraged ETF runs against the historical rate environment instead of a single flat input.
  • Added three spread models (flat bps, rate-dependent, fund calibrated) and an optional rate floor for ZIRP/NIRP stress scenarios. Fund-calibrated mode pulls the per-fund swap-financing base from the existing LETF spec registry.

v2.10

April 10, 2026

Retirement Planner decumulation policies, walk-forward optimizer and tactical APIs, richer Monte Carlo interpretation, and drawdown-duration optimization.

Retirement Planner

  • Added progressive 2026 retirement tax mode with filing-status-aware brackets, taxable Social Security, and optional IRMAA estimation.
  • Added allocation glidepaths, independent spending floors and ceilings, and block-bootstrap Monte Carlo configuration in the main planner form.
  • Added first-class withdrawal sequencing and Roth conversion policy inputs, with annual median account-flow summaries, taxes, RMDs, and conversions exposed in tax-aware results.
  • Failure diagnostics now include ranked next-step guidance instead of only raw thresholds. The guidance makes it easier to choose the smallest change that is most likely to improve the plan.

Monte Carlo and optimizer

  • Monte Carlo results now include spending percentile paths, survival curves, representative scenarios, and expanded result tabs so runs expose path-level behavior beyond terminal wealth.
  • Monte Carlo withdrawal-rule controls were reworked so advanced rules are easier to read and configure from the form.
  • Portfolio Optimizer can now minimize longest drawdown duration and apply a longest-drawdown-days constraint in backtest-driven optimization.

Walk-forward

  • Added a shared walk-forward engine with deterministic window generation, stitched out-of-sample series, and common diagnostics.
  • Added walk-forward endpoints for Portfolio Optimizer and Tactical Allocation, with methodology documentation and regression coverage. Tactical walk-forward runs evaluate fixed strategy rules across repeated train and test windows; tax-aware tactical walk-forward is not supported yet.

Tax diagnostics

  • Tax-aware results now include a first-class diagnostics tab with summary cards, driver tables, year and event drilldowns, and concentrated-gain detection. The tab also carries warnings, confidence state, and CSV exports for the underlying tables.
  • Tax trade log categories were normalized so implementation-ledger exports use consistent reason labels across tools.

v2.9

April 8, 2026

Inflation-adjusted analytics, detailed tax calculator, tax diagnostics, and cross-tool polish.

Signals & analytics

  • Portfolio backtests, optimizer, Black-Litterman, and rebalancing sensitivity support inflation-adjusted mode with CPI-based deflation to start-date dollars.
  • Added explicit 'below' mode to SMA signal.

Tax diagnostics

  • Portfolio Backtest and Strategy Builder tax-aware runs now return a canonical diagnostics layer that explains drag drivers, high-impact events, concentrated unrealized gains, and implementation risks.
  • Tax-aware results now distinguish between applicable, degraded, and not-applicable diagnostics states so non-taxable accounts and partially degraded inputs are represented explicitly.

Tax Rates tool

  • Detailed income breakdown with ordinary tax, LTCG, NIIT, and total federal tax by bracket for 2025/2026. State tax overlay on chart.

Data

  • Added EFA.SIM, EEM.SIM, EMB.SIM, SCZ.SIM, AGG.SIM, LQD.SIM, HYG.SIM, JNK.SIM, MUB.SIM, VCIT.SIM, and VCLT.SIM tickers.

v2.8

April 6, 2026

Added dividend and income tracking in portfolio backtesting.

Portfolio backtesting feature

  • Added dividend and income tracking in portfolio backtesting with detailed reporting.

Earlier releases

v2.7

April 5, 2026

Added verification-suite coverage, improved leveraged ETF analysis tool.

Tooling & validation

  • Added canonical verification-suite cases with more high-value portfolio and tax edge cases.
  • Improved detail of leveraged ETF analysis tool.

Bugs and pricing

  • Fixed a user-reported bug with tax lot accounting for December wash sales that could cause incorrect loss carryforward and tax drag results in some cases. I apologize for this - all users on paid plans get a free additional month.
  • Thank you for all the support! I have simplified the user plans to just the free and pro tier, given that infrastructure costs are (for the most part) covered. This moves a lot of features into public/free availability. All users now get access to the full platform for free with a reasonable usage limit, and can upgrade to Pro for more intensive use.

v2.6

April 4, 2026

Added uploaded series and reusable research tickers, reorganized Workspace navigation, expanded tax-aware replay and flat-tax modeling.

Custom data and research tickers

  • Added uploaded series support so Pro users can import CSV time series, assign ticker aliases, and reuse them in supported workflows such as Factor Regression.
  • Research tickers now support first-class sources beyond expressions, including Workspace portfolios, strategies, and uploaded series.
  • Workspace objects can now be saved as reusable research tickers, making custom research inputs easier to carry across runs.

Workspace and workflow improvements

  • Workspace now uses category-based navigation for saved analyses and reusable Library items, making it easier to browse portfolios, strategies, tickers, and other saved work.
  • Published comparison links now hydrate correctly for anonymous viewers, so shared compare URLs open without requiring sign-in.

Tax-aware modeling and sharing

  • Added simple flat tax mode for tax-aware analysis when a single all-in rate is the right approximation.
  • Share and reopen flows now preserve tax-aware assumptions more accurately across Portfolio Backtest, Rebalancing Sensitivity, and Tactical Allocation.
  • Expanded tax detail views with stronger event, wash-sale, and yearly-ledger reporting, plus export support, while tightening lot, dividend, valuation, and rebalance determinism.

v2.5

April 2, 2026

Retirement planning, richer portfolio research workflows, expanded optimizer and factor diagnostics, and broader workflow guidance.

Retirement and Monte Carlo

  • Added the Retirement Planner for historical and Monte Carlo retirement sustainability analysis with spending rules, income streams, account-type modeling, and failure-mode analysis.
  • Retirement Planner now supports explicit decumulation policies, Roth conversion modeling, and annual account-flow summaries for tax-aware plans.
  • Expanded Monte Carlo lifecycle modeling with multi-phase plans and additional withdrawal strategies including VPW, Guyton-Klinger, CAPE-based, and RMD-based rules.
  • Added Student-t (fat-tailed) and regime-switching (2-state Markov) Monte Carlo return models alongside the existing parametric, historical-bootstrap, and block-bootstrap choices. Student-t dof auto-fits from history; regime-switching surfaces the estimated transition matrix and stationary bear fraction in the response.
  • Monte Carlo gained an opt-in rolling-historical companion that replays the same plan across every overlapping past window for side-by-side comparison with the simulated distribution. The Retirement Planner uses this to render a dual success probability with an inline explainer. The explainer appears when the two sides disagree by more than 10 percentage points.
  • Retirement Planner now supports VPW, Guyton-Klinger, CAPE-based, and RMD-based spending rules in the annual decumulation engine (previously limited to fixed, percentage, and guardrails).
  • Retirement and tax planners now preserve more explicit assumptions in results and saved-analysis metadata.

Portfolio research

  • Portfolio Backtest added regression diagnostics, dynamic withdrawal strategies, improved research handoffs, and first-class reusable research assets across saved analyses and Library flows.
  • Strategy Builder added signal history output so allocation changes can be traced back to the triggering regime inputs.
  • The platform now supports first-class glidepath portfolio definitions for reusable retirement and allocation workflows.

Factor and optimization diagnostics

  • Factor Regression expanded beyond the initial factor sets with broader model coverage, richer diagnostics, and custom factor builder support.
  • Portfolio Optimizer added SWR and PWR objectives, cash overlay and borrow-spread assumptions, and richer backtest constraints including metric bounds, turnover caps, and per-asset bounds.

v2.4

March 23, 2026

Added new 401k tool to compare pre-tax vs Roth contributions, compensation comparison tool, and improve depth of tax-aware engine.

New tools

  • Added new 401k comparison tool to compare pre-tax vs Roth contributions with tax-aware modeling of future wages, grants, and AMT implications.
  • Added new compensation comparison tool to compare different compensation structures with tax-aware modeling of future wages, grants, and AMT implications.

Tax-aware modeling

  • Added federal bracket mode selection for tax-aware backtesting: current 2026 schedule, year-matched historical brackets (1998–2026), or fully custom federal tax brackets.

v2.3

March 20, 2026

Improved sharing functionality, improved synthetic ticker transparency.

General improvements

  • Added HTML embed support for shared results in the share modal
  • Added more detail about methodology of generating synthetic tickers in the Data Sources documentation

v2.2

March 18, 2026

New factor regression and PCA tools.

Modeling and analysis

  • Added new factor regression tool.
  • Added new PCA tool.

General improvements

  • Click on modified ticker to copy ticker expression

v2.1

March 16, 2026

This release I focused on making the platform more consistent with platform level settings and making analysis more accessible. I also expanded on some tool functionality.

Modeling and analysis

  • Added turnover-based transaction cost modeling to walk-forward optimizer runs.
  • Added ability for users to add AMT future assumptions for future wages and grants.
  • Expanded Rebalancing Sensitivity with explicit signed trading-day offsets and clearer sweep controls.

Workflow consistency

  • Added Tool defaults in Settings for the benchmark ticker and risk-free configuration used across tools by default.
  • Expanded compare support across optimizer studies, signal analyses, rebalancing sensitivity runs, and other saved analyses.

v2.0

March 12, 2026

For ArthaPilot v2.0, I focused on building out a central hub for users to be able to save their research and runs. The hub lets them compare across configurations and build on prior work more easily.

Workspace

  • Added the Workspace page as the main place to browse Analyses and Library items.
  • Expanded save flows so more tools can reopen prior analyses with their state intact.
  • Added compare workflows and version diffs for saved work.
  • Expanded the Library model across signals, strategies, portfolios, and compare sets.

Portfolio research and optimization

  • Added efficient frontier, walk-forward backtest, and Black-Litterman optimizer modes.
  • Added benchmark-relative charts, regime breakdowns, richer visuals, and broader metric coverage across portfolio analysis.

Tax profile and transparency

  • Added dual-state tax profile support for resident and work-state modeling.
  • Expanded after-tax drill-downs with clearer tax tabs, yearly detail, and wash-sale chain visibility.
  • Added supporting investor workflows such as research tickers and broader synthetic series support.

v1.0

March 3, 2026

First release of ArthaPilot with the suite of tools that I used personally.

Portfolio backtesting

  • Multi-allocation portfolio construction with configurable rebalancing schedules and trigger logic.
  • Allow for principal, contributions, withdrawals, and scheduled cashflow events.
  • Added condition-based allocation, sleeve-based portfolio logic, and price or total-return analysis modes.

Tax-aware research and planning

  • Added lot-level tax accounting with holding-period classification and multiple lot-selection methods.
  • Added wash sale handling, loss carryforwards, dividends, and tax loss harvesting workflows.
  • Added state tax calculations for all 50 states plus DC, along with AMT analysis and pre-tax versus Roth comparison tools.
  • Added after-tax equity curves, tax drag analysis, and detailed trade and tax reporting.

Strategy, signal, and portfolio research

  • Added a visual Strategy Builder, reusable signals, and a public Gallery.
  • Added signal composition, risk-off switching, and community portfolio workflows.
  • Added private, unlisted, and published visibility controls for shared research.

Analysis toolkit

  • Added Monte Carlo simulation with historical, bootstrap, and parametric models.
  • Added the Portfolio Optimizer with efficient frontier visualization.
  • Added Asset Analyzer, Rebalancing Sensitivity, leverage analysis, synthetic ticker support, and a verification suite.