RiskLens

RiskLens is a web app (with optional desktop companion) that turns messy portfolio and strategy results into clear, comparable risk-adjusted performance. Users connect a brokerage export or upload backtest/returns CSVs, and RiskLens computes robust metrics beyond Sharpe: Sortino, Calmar, Omega, ulcer index, max drawdown duration, tail risk (CVaR), and rolling stability. The app highlights when “good” returns are just leverage, luck, or a short sample, using walk-forward windows and regime splits (e.g., inflation spikes, rate hikes, crisis periods). An AI assistant summarizes what changed, flags suspicious backtests (overfitting signals, unrealistic fills), and generates a plain-English report for clients or internal IC memos. This is not a trading app; it’s a decision-quality analytics layer that helps users stop fooling themselves with one headline number.