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QuantDash

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QuantDash
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npm run project

A live macro-analytics SaaS, designed and shipped solo. Scores rates, inflation, growth, and positioning into one directional bias.

The problem

Most trading tools give you one number, a bias, and stop there. They'll say the market is bullish, but not whether that exact setup actually worked the last hundred times it appeared. There are plenty of formulas for predicting direction. I couldn't find one tool that takes what they all output, scores it against what actually happened next, and weighs it across every past instance of a similar regime. So you get a real probability, not a guess.

What I built

A production Next.js app, not a notebook. A REST pipeline pulls live market data and scores it in real time. A scheduled GitHub Actions workflow snapshots the scored outputs plus price data 4 times a day into a structured store. An AI retrieval layer compares today's read against every prior instance of the same regime and returns a probability. Auth, Stripe subscriptions, and a Supabase SQL backend, wired end to end by one person.

The key decision

Context isolation. When the AI reasons about the S&P 500, NASDAQ data stays out of its context. I structured the entire store by asset and regime so every retrieval is clean, relevant history. That's the difference between an AI that reasons and one that guesses.

Results

Live at quantdash.ai with real subscription checkout. Scores 12 macro variables into one directional bias across every asset class I track, with snapshots compounding into a queryable history every day.