Most trading strategies that look great in a backtest fail live, or blow a prop firm challenge. Stochastly tells you before you risk money. Build without code or with the AI assistant, test on your own data, get a clear GO or NO-GO. Under the hood, a quant desk's rigor: deflated Sharpe, probability of overfitting, out-of-sample and cost stress, so quants and trading firms get audit-ready research without building the stack. Export to TradingView, MetaTrader, Python or a paper; drive it via MCP.