Your attention queue — what actually changed and what needs a decision. A quiet day is a good day.
Atlas guides process; it is not financial advice and gives no buy/sell calls. Your portfolio records stay on this device; AI features send only the tickers and questions you ask about — never your balances, shares, cost, or account names.
Foundation & long-term portfolio
Investable portfolio
offline
$—
Day
—
Total gain
—
Cash
—
By bucket
Investable portfolio = your holdings + cash. Not your full net worth (it excludes home, debts, outside assets).
Holdings
Projected value in 20 years — base case
$—
—
What builds it (base case)
You add $0Growth $0
This is a scenario range — three fixed return assumptions (bear/base/bull), not a probability band. Real markets are lumpy; a bad decade or a fat-tailed crash can land below the bear line, and a poor early run hurts most. The levers you control are savings, time, and the goal — not the return.
Starting from today
$—
Monthly contribution$200/mo
Time horizon20 yrs
Goal$100,000
The long-run S&P average is ~10.5% nominal, ~7% real — so 6/8/10% is an honest band, not a forecast.
The boring core that wins
A century of evidence: almost no one beats the market by picking, and the edge that survives is process, cost, and behavior. This is the default — keep doing these quietly and relentlessly.
1
Lay the foundation
3–6 months of expenses in cash; clear high-interest debt. Never invest money you'll need soon.
Survival is the precondition for compounding.
2
Own the whole market, cheaply
A low-cost broad index is the core. 85–90% of active funds trail the index over 15 years (SPIVA), and past winners don't persist.
Bogle: costs are the one thing you control.
3
Automate contributions
A fixed monthly transfer on payday. This — not returns — is most of your path to the goal.
Pay yourself first; remove the decision.
4
Shelter from tax & allocate by life stage
Use tax-advantaged accounts; hold more stock when young, shift toward bonds as earning years shrink.
Allocation drives >90% of the result.
5
Stay the course
The best days cluster next to the worst. Don't sell in panic; don't chase what's run.
Behavior is where most investors lose.
6
Rebalance with new money
Direct fresh contributions to whatever's underweight rather than selling — no taxes, no timing.
Quiet, mechanical, relentless.
Active desk
A disciplined pipeline. Each name moves through stages; the app does the finding and the analysis, you make every decision. Candidates are ideas to research, never buys.
Honest odds: most active retail traders lose over six months and under 1% beat a simple index net of costs. Run this small, with money you can lose, and measure it against just holding the index.
Library
Calculators run on-device. Research prompts copy into Claude or Cowork — each structures your thinking and lists what to verify; none give a recommendation, and never trust a number you haven't checked against the filing (SEC EDGAR).
Calculators
Research prompts
▲ Active-trading tools (off by default)
Under 1% of day traders beat a simple index net of costs. These are code generators, not signals. Kept for completeness.
The ten books behind Atlas — each distilled to the one principle that transfers to a solo investor. They converge: know what you're doing, control costs, separate price from value, demand evidence, keep a margin for error, respect uncertainty, avoid ruin, behave consistently.
You & your policy
Profile complete0%
Atlas can't give you personal guidance until it knows your situation. Two minutes sets it up.
Active sleeve
The capital firewall: the most you'll ever commit to active picks. Core is protected behind it.
Backup & data
Your portfolio records — holdings, cash, cases, plan — are stored only on this device and are never uploaded. (AI features like Ask Atlas, Analyze and Discover do send the specific tickers and questions you choose to the Atlas engine + model provider; they never send your balances, share counts, cost, or account names.) Export a backup you hold yourself — the best protection if this device or browser is wiped. The backup file is plain text and contains your full portfolio, so keep it somewhere private.
On iPhone, Export opens the share sheet — choose “Save to Files” (into your Google Drive folder) or AirDrop to your Mac. Atlas reminds you weekly. Passphrase encryption is a planned follow-up; for now keep the file somewhere private.
Import your portfolio
Feed holdings from any broker safely: export your positions to CSV (or copy the holdings table) and import here. It's parsed entirely on THIS device — no logins, no passwords, no account numbers needed, nothing uploaded. Repeat for each account.
Atlas never needs trade access — only ticker, shares, and cost. Never give an app the ability to place trades or move money.
The disciplined ideas worth taking from the quant world — abstracted from the math. A century of quant blow-ups says the same thing as your value canon: control risk, distrust your models, never bet the account. None of this is prediction; it's how to stay honest and survive.
The four-model frame
Every disciplined strategy — quant or not — is really four decisions. Atlas's Active desk is structured around them:
1
Alpha thesis
Why this is mispriced. (Your written thesis + value range.)
2
Risk model
What can go wrong, named in advance. (Kill-criteria + the risk-type checklist below.)
3
Cost model
Spread, commissions, and tax drag — the certain cost you pay against an uncertain edge. (The cost/tax line in the Entry Plan.)
4
Allocation
How much, and how it fits the whole. (Sleeve budget, position size, portfolio heat — Core stays protected.)
Risk types to consider
Model risk — your valuation is a metaphor, not reality. Be wrong slowly, not catastrophically.
Regime-change risk — what worked in this market may be specific to it. Ask: does the thesis survive a different regime?
Exogenous-shock risk — the unmodeled event (rate shock, regulation, a 10-K surprise). Position so one doesn't ruin you.
Crowding / contagion risk — popular trades de-lever together. If everyone owns it for the same reason, the exit is narrow.
Two cautions the quants learned the hard way
A clean screen is not a validated edge. A screen surfaces candidates to research, not a backtested strategy. Torture data long enough and it confesses; a thesis that only fits recent data is suspect. Demand the out-of-sample, different-regime case.
Edges decay and crowd. Real edges are usually structural and temporary; once published and crowded they fade. Your durable advantages are cost, tax, diversification, patience, and behavior — not a clever screen.
Sizing for survival (fractional Kelly)
Kelly maximizes long-run growth only when you know your edge precisely — and a solo investor almost never does. So size a small fraction of any "optimal" bet. The goal is variance control and survival, not betting bigger. The position-size calculator and portfolio-heat readout enforce this.
Out of scope for Atlas (by design): derivatives pricing, HFT/microstructure, and options-volatility trading (that's Murmur). Speed and leverage are not a solo investor's edge.