About 10X Rock
A professional-grade stock research platform built for serious US market investors. We combine artificial intelligence, quantitative analysis, and transparent performance tracking — completely free.
Our Mission
Wall Street has long held a monopoly on advanced quantitative tools. Hedge funds use multi-model regime detection, factor exposure analysis, and alpha attribution to systematically beat the market. Retail investors? They get TradingView charts and Yahoo Finance summaries.
10X Rock changes that. We bring institutional-grade analytics to anyone with an internet connection — no subscription, no paywall, no proprietary data lock-in. Our promise: the same statistical rigor a billion-dollar fund manager uses, distilled into interfaces a beginner can understand.
What Makes Us Different
🔬 Real Quantitative Models
HMM regime detection, GARCH volatility, Ornstein-Uhlenbeck mean reversion, Kalman filter trend tracking, FFT cycle analysis, cointegration, Hurst exponent — actual academic finance, not chart patterns.
📊 Alpha & Beta Analytics
CAPM-based Jensen's alpha, beta vs SPY, Information Ratio, Sharpe, Sortino, tracking error, and 4-factor exposure (Value/Momentum/Quality/Low-Vol) — all in one screen.
🤖 AI Where It Matters
Claude AI generates plain-language explanations of complex signals. Daily macro analysis, news impact, and scenario generation — but only where it adds value. No black boxes.
🏆 Verified Track Record
Every recommendation is auto-tracked. 1D/1W/1M realized returns vs SPY benchmark. No retroactive edits. You see exactly how our picks performed — wins and losses.
Our Tools
Today's Picks (Beginner-Friendly)
Algorithm selects 10 stocks daily across three risk profiles (Conservative / Balanced / Aggressive). Each card shows entry price, stop-loss, profit targets, and a plain-Korean / English explanation of why this stock is recommended today.
Daily Signal (Advanced)
Top 20 individual stocks from a curated universe of 150+ liquid US equities. Combines 7 weighted technical signals, sector rotation context, volume surge detection, and multi-timeframe consensus (21-day / 63-day / 252-day) with Kelly position sizing.
Quant Engine (Deep Analysis)
10-model analysis per ticker: market regime (HMM), volatility forecasting (GARCH), ensemble signal compositing, FFT cycle detection, Ornstein-Uhlenbeck mean-reversion analysis, Kalman filter trend, Geometric Brownian Motion Monte Carlo, pair cointegration, Hurst exponent, and Kelly Criterion. Each model is publicly documented in academic finance.
Alpha Lab (Hedge Fund Grade)
Treat your watchlist as a virtual portfolio. Get instant computation of:
- Portfolio β — market sensitivity vs SPY/QQQ/IWM
- Jensen's α (Annual) — excess return over CAPM expectation
- Information Ratio — consistency of outperformance
- Sharpe / Sortino — risk-adjusted returns
- Correlation Matrix — diversification visualization
- Factor Style Box — Value-Growth × Defensive-Aggressive
Track Record (Trust by Transparency)
Every Daily Signal pick is automatically logged the day it appears. We then compute 1-day, 1-week, and 1-month forward returns versus SPY. The cumulative table shows win rate, average return, average alpha, and percentage of picks that beat the benchmark — with no possibility of retroactive editing. You see the system's true performance.
Bottom Scanner (Mean-Reversion Specialist)
Composite weighted score (0-100) combining seven technical indicators: RSI (14d), Bollinger Z-score, MACD histogram, volume surge, recent candle structure, 5-day SMA turn, and 52-week position. Identifies oversold stocks with potential bottom formation. Adjustable minimum-score filter from 40 (watching) to 80 (strong bottom).
Trade Sizer & Trade Plans
ATR-based stop-loss calculation with Kelly Criterion position sizing. Save plans to your portfolio: track planned → executed → closed lifecycle. Real-time P&L for active positions. Automatic R-multiple calculation on close. Build your own trading track record with verified alpha.
Our Methodology
Every quantitative model on 10X Rock is grounded in peer-reviewed academic finance:
- CAPM (Sharpe 1964, Lintner 1965) — for alpha/beta
- HMM (Baum-Welch, Viterbi) — for regime detection
- GARCH (Bollerslev 1986) — for volatility
- OU Process (Uhlenbeck-Ornstein 1930) — for mean reversion
- Kelly Criterion (Kelly 1956) — for position sizing
- Factor Investing (Fama-French) — for value/momentum/quality decomposition
We don't invent new theories. We implement the established ones, transparently.
What We Are Not
- Not a brokerage — we don't execute trades. You take our analysis to your own broker.
- Not registered investment advisors — all recommendations are algorithmic information, not personalized financial advice.
- Not stock pickers — we don't predict the future. We surface statistical patterns; your judgment remains essential.
- Not a get-rich-quick scheme — there's no "secret formula." Just rigorous math applied consistently.
Privacy & Trust
We collect no personal data without consent. Your watchlist and trade plans are stored in your browser's localStorage — they never leave your device unless you opt into a future account system. We use no tracking cookies beyond standard web analytics. See our Privacy Policy for details.
Get Started
Click Today's Picks in the header menu to see today's algorithmic recommendations. Add interesting tickers to your watchlist with the ★ button. Visit Alpha Lab to see your portfolio's alpha/beta breakdown. Check Track Record to verify our historical performance against SPY.
Launch 10X Rock →Contact
Feedback, bug reports, or feature requests? Reach us at our Contact page.