Built by a trader,
for traders who respect data.
TimedTrades removes emotion from trading decisions — replacing gut feel with systematically backtested edges derived from thousands of historical market events.
The Story
TimedTrades was built on a simple observation: retail traders lose not because the market is against them, but because they trade on discretion — gut feel, hot takes, and emotion. Meanwhile, professional quant funds run systematic backtests across thousands of market scenarios to find edges that repeat with statistical significance.
TimedTrades gives you that same systematic edge — starting free. Our engine scans thousands of actively traded stocks against historical events — earnings, dividends, FOMC decisions, options expiry, calendar patterns — and backtests every possible entry/exit window.
The result: a ranked list of setups with statistically proven win rates, average returns, and edge scores. Setups that have repeated 10, 50, even 180+ times over a decade. Not theory. Not opinion. Data.
The Strategy Explorer is the flagship feature — daily scanned setups sorted by edge quality, filterable by sector, direction, and upcoming entry date. The Trade Intel tool lets you go deeper on any setup: full return distribution, tail analysis, and a detailed trade-by-trade backtest table.
The mission: TimedTrades empowers traders with data-driven insights by systematically scanning historical market events to identify statistically significant edges — removing emotion and discretion from the equation.
I developed this app inspired by a report detailing Apple's reactions to iPhone announcements. I wanted a tool that lets traders conduct similar analyses for any event and any stock, with an intuitive and data-rich interface. That tool became TimedTrades.
By the numbers
The data depth behind every setup in TimedTrades.