01
The interpretation gap
And that one dependency breaks everything.
They don’t speak trading. Your strategy gets lost in translation. Every misunderstanding is a revision. Every revision costs more. Months pass. Thousands spent.
Fastest way to build your trading strategy yourself
Your strategy.Built by you.
Build and backtest your own trading strategy — in hours, not weeks. No developer. No quant. Just your idea and AI.
- Free forever plan
- No credit card
- Pay only to deploy bots
spera.app · strategy/fast-cross · BTC-USDT · 1H
Deep backtest · livefast-crossbuilding
Buy BTC when RSI dips and the fast EMA crosses up. Cap risk with an ATR stop.
Spera
Done — wired a 6-step deck: RSI(14) and EMA(20) on close, a cross-above trigger, a 0.2 BTC market entry, and a 1.5×ATR stop.
Tighten the stop to 1.2× and add a take-profit at 3R.
Spera
Updated. Stop is now 1.2×ATR, and I added a 3R take-profit bracket.
Ask AI to build or tweak…
BTC-USDT+2.14%1H · 2024-10-01 → 2024-12-31
1H4H1D1W
Strategy builder6 steps
- PriceRaw OHLC candlesOHLCData
- RSI 14Momentum · 0–100Close0Indicator
- EMA 20Smoothed price lineClose0Indicator
- Cross aboveEMA × price · RSI < 70Condition
- Buy 0.2 BTCMarket entry · long0.2 BTCAction
- Stop lossVolatility exit · ATR1.2× ATRRisk
Backtest
A·87
Completed
PerformanceStrategyB&H
+18.4% net·+11.2% alpha
Total PnL
+$0
+18.4%
Win Rate
0%
24W · 17L
Profit Factor
0.00
gross 2.4k
Max DD
0.0%
-$540
Trades412 total
- LONG61,240 → 63,010+2.9%
- SHORT63,880 → 64,580-1.1%
- LONG59,410 → 61,900+4.2%
- 01Test any idea
- 02See results instantly
- 03Edge stays private
The problem
Every trader has a strategy. Almost none can build it.
The only way to turn a trading strategy into a live, automated system today is to hire a developer and explain it to them.
02
Weeks per cycle
Every tweak restarts the clock.
One parameter changes. Back to the developer. Another invoice. Another wait. Weeks per cycle. Ship once and hope.
Who holds what
YouThem
Idea
Code
Keys
your idea · their rules
03
Lost control
Your edge is in someone else’s hands.
The idea only you had, is now in someone else’s hands.
Our answer
You don’t need a developer. You never did.
You just needed the right platform.
Spera gives you the full loop — design your trading strategies with AI in the visual builder, backtest, paper trade, iterate, deploy. Your edge stays yours. Every run is logged. Every version is saved. Read the manual, connect an assistant on MCP, or check pricing.
- No handoffs
- No shared secrets
- No invoice per tweak
- Records you own
See the product
One strategy. One deck. Same answer at every stage.
You compose logic as ordered steps. Spera backtests them honestly against pinned data, then runs the same deck live — every fill tracing back to the step that fired it.
01Design
Strategies as ordered steps, not spaghetti.
Use AI to design your strategy, then refine it in the Logic Deck — the actual editing surface: a list of cards you order, expand, and reason about. No graph to untangle, no Python to maintain — just the sequence of decisions your bot makes, top to bottom.
- AI drafts steps inline — accept, edit, or reject every suggestion
- Drag to reorder — data → indicator → condition → action
- Inspect any step inline; nothing hidden behind a sidebar
- Reusable modules — lift logic out, share across strategies
strategy/fast-cross · logic deck
Draft · unsavedStrategyfast-crossDraftmain6 steps
- PriceRaw OHLC candlesOHLCData Source
- RSI 14Momentum · 0–100SrcPrice · ClosePeriod0Indicator
- EMA 20Smoothed price lineSrcPrice · ClosePeriod0Indicator
- Cross aboveEMA crosses price · RSI < 70Condition
- Buy 0.2 BTCMarket entry · long0.2 BTCAction
- Stop lossVolatility exit · ATR1.5× ATR(14)Action
Add Stepdrag the spine to reorder
02Validate
Backtests with the receipts.
Fees. Slippage. Partial fills. Funding. Spera refuses to draw a curve without them. Every run pins the dataset and freezes the strategy version — rerun it next quarter and get the exact same equity curve, byte for byte.
- Pinned dataset revisions — reruns are deterministic
- Honest cost model — bps slippage, maker/taker, funding
- Run receipts — you can answer “what did we run on Tuesday?”
backtest · fast-cross · BTC-USDT
Completed · 2024 Q4QuickDeepCompare
First candleRunPrimary metricsA · 87
Total PnL
+$0
+18.4%
Win Rate
0.0%
24W / 17L
Profit Factor
0.00
gross 2.4k / 1.2k
Max Drawdown
0.0%
-$540
PerformanceLatest · Dec 31
ReturnEquity
Strategy+18.4%$11.8k
Buy & Hold+7.2%$10.7k
Alpha+11.2%—
+20%+10%0%
OctNovDec
Trade log41 total
TimeSideEntryExitPnL
- 14:22LONG61,24063,010+2.9%
- 12:05SHORT63,88064,580-1.1%
- 09:40LONG59,41061,900+4.2%
Grade A · ready for fleetDeploy
03Run
Live execution — the same deck, running.
Deploy the exact deck you backtested. The engine runs it live — paper or real — with an event-driven order and fill log where every action traces back to the step that fired it. Same semantics as the backtest, no “deploy translation” layer.
- Same deck, same semantics — paper, sim, or live
- Event-driven order & fill log, replayable from any timestamp
- Live position, PnL & exposure — pause-and-flatten in one click
fleet · fast-cross · BTC-USDT
RunningRunningLivefast-cross67,412.50+2.14%
BTCUSDT1hspotfast-cross
Fillslive
TimeSideQtyPriceFeeRealized
- 14:22:08Buy0.182467,412.500.49—
- 14:18:02Sell0.191267,104.800.51+38.20
- 13:47:31Buy0.190266,980.100.48—
- 13:12:55Sell0.201167,320.000.54-12.40
Equity
$0
Peak
$0
Drawdown
0.0%
Today PnL
+$0.00
- Started
- 08:04 · 4h ago
- Last candle
- 1m ago
- Last fill
- live
- Total trades
- 47
Open position
Long 0.182 BTC
@ 67,412.50 avg entry
Drawdown cap1.9% / 5.0%
Daily loss cap$450 / $1,000
Who it’s really for
Built for a specific kind of builder.
We’d rather be essential to a few serious builders than tolerable to everyone.
Beachhead
Serious traders who have been through the hire-developer loop, want to own their full iteration cycle, and need reproducible backtests and a clear audit trail before anything goes live. We start here on purpose. The docs cover the loop; MCP is how an assistant joins it.
Compare runsfast-cross
RunParamReturnSharpe
Run AEMA 20+16.9%1.60
Run BEMA 22+18.4%1.84
run #38 · 0.42s · chose Run B
BestPrev
The serious strategy builder
Crypto spot / futures · Binance / OKX · own capital
“I spent three weeks and $600 on a developer, and the backtest didn’t match what I had in mind. I can’t go back to that loop every time I want to tweak something.”
- You have a strategy idea you believe in — and you’re tired of explaining it to strangers.
- You want to iterate weekly or faster: change a parameter, retest, compare, decide.
- You care which data revision ran, what fees were assumed, and whether the result is rerunnable.
fast-cross· mainshared book
v2.1Jthreshold 0.012 → 0.009signed
v2.0Mbaseline EMA cross
v1.9Aadd ATR stop
The small trading desk
Two to ten people · shared book · shipping together
“We have three people running variations of the same strategy with no clear record of what’s different between them or which one we actually signed off on.”
strategy.ts
1const res = await run({
2 deck: "fast-cross", fees: live
3})
backtest 0.42spaper armed0 infra
The developer who wants leverage
Backend / quant-curious · wants speed without rebuilding infra
“I can code it myself — but setting up backtesting infrastructure and paper trading every time I have a new idea is killing my iteration speed.”
Not for
“Set and forget” traders who want one-click templates and will never look under the hood. There are faster ways to click go live — Spera isn’t built for that, and we’re fine with it.
FAQ
Straight answers.
What is Spera in one sentence?
Spera is a platform to build, backtest, iterate and deploy trading strategies — without hiring developers, sharing your edge, or managing servers yourself.
How is Spera different from other bot builders?
Most platforms are built for “click go live.” Spera is built for everything that has to happen before that click means something — verifying the backtest matches your idea, iterating without a middleman, paper trading without spinning up a server, and going live with a record of every decision that got you there. That loop is what Spera compresses, with serious reproducibility and versioning built in, not bolted on. Strategies execute against the official Binance Spot & Futures APIs with reconciled fees and slippage.
Do I need to know how to code to use Spera?
No. The visual strategy builder and AI assistance let you express your logic without writing a line of code. If you do code, Spera still gives you speed — without forcing you to rebuild backtesting and paper trading infrastructure from scratch every time you have a new idea.
Do I need a server to paper trade my crypto strategy with Spera?
No. Paper trading runs on the Spera platform, with the same strategy artifact you backtested, in one click. No separate infrastructure, no server management, no ops work. The same logic you built and tested runs in simulated execution before any real money is on the line.
What does AI do inside Spera?
AI helps you build and refine strategies faster — drafting logic, suggesting improvements, and accelerating the authoring loop. Every AI change is visible and reviewable before it takes effect. It won't help you make trading decisions; it helps you automate the strategies you design. You stay in control of your logic and your edge; AI just makes the loop faster without hiding what it changed.
Who is Spera built for?
Serious systematic traders who have a strategy they believe in and are tired of the hire-developer cycle: the weeks of waiting, the reconciliation between what you meant and what was built, the per-tweak invoices, the edge sitting in a stranger's inbox. If you have been through that loop once, you know exactly what Spera solves.
What does it cost?
Build and backtest on Free. Paid plans unlock live bots and portfolios when you're ready to deploy — cancel anytime. See pricing for current plans and limits.
Does Spera guarantee trading returns?
No. Spera provides tooling and infrastructure for systematic trading; markets are risky and uncertain. Past performance does not guarantee future results. For general risk education, see the U.S. SEC’s investor.gov risk overview and review the academic literature on backtest overfitting (Bailey, Borwein, López de Prado, Zhu).