Predictive analytics
The models evaluate the probability of evolution of the assets monitored over horizons of 24 hours to 30 days, based on time series and market sentiment indicators.
Business intelligence platform
Zuvano Relira combines predictive modeling and algorithmic copy-trading to allow freelancers and investors to replicate strategies selected according to their return/risk ratio, without devoting their billable hours.
Illustrative overview of the tracking interface — excluding guaranteed performance.
Our approach
Zuvano Relira is designed as a decision support tool and not as an automatic management system without control. Each strategy proposed for copy-trading is documented, tested on historical data and continuously re-evaluated according to its return/volatility ratio.
The technical team favors the readability of the results over the apparent complexity: a confidence score, an estimated exposure, a temporal validity window — nothing more, nothing less.
From raw data to decision
Our models ingest market data, macroeconomic indicators and the performance history of several hundred algorithmic strategies. Each flow is normalized, timestamped and verified before entering the predictive modeling layer.
The output is not an isolated signal, but a contextualized recommendation: confidence level, estimated risk exposure and temporal validity window. The final allocation decision remains yours; the system documents its reasoning.
Three functional pillars
The models evaluate the probability of evolution of the assets monitored over horizons of 24 hours to 30 days, based on time series and market sentiment indicators.
Each replicated position is capped according to the exposure profile defined at registration. Strategies whose volatility exceeds the configured threshold are automatically excluded from copy trading.
Allocations are recalculated at continuous intervals to take into account variations in liquidity and changes in performance of the strategies followed.
| Strategy | Median return | Volatility | Follow-up rate |
|---|---|---|---|
| Balanced multi-asset | 4.8% | 6.1% | 96.4% |
| Momentum US equities | 7.2% | 11.3% | 94.1% |
| Short rate arbitrage | 2.1% | 1.8% | 98.7% |
Values presented as an illustration of the display format in the interface. Past performance is no guarantee of future results.
Methodology
Algorithmic transparency is a contractual requirement for our professional users, not a display argument. Each recommendation remains traceable back to its input variables.
Market and macroeconomic data are collected via certified feeds and time-stamped to the millisecond.
A set of predictive models evaluates likely scenarios and produces an associated confidence score.
Candidate strategies for copy-trading are filtered according to their return/volatility ratio observed over 90 rolling days.
Replication occurs under user-defined risk constraints, with latency measured continuously.
An audit log details each decision: variables used, confidence score and deviation from the actual position.
Data is hosted within the European Union and encrypted both at rest and in transit. Access to the interface requires strong authentication. Past performance of the strategies followed is no guarantee of their future results.
Use cases
Situation. Income between two missions is irregular and available cash often remains underused.
Approach. A defined portion of the cash flow is allocated to the copy-trading of strategies selected according to a moderate risk profile.
Follow up. The allocation is adjusted each week based on observed performance and may be interrupted at any time without notice.
Situation. Active management of a personal portfolio requires a level of monitoring time that few individual investors can maintain.
Approach. Positions are replicated from strategies whose performance and volatility history is published continuously in the interface.
Follow up. A consolidated dashboard shows exposure by asset class and strategy followed.
Situation. Short-term cash surpluses are often invested without documented arbitrage between yield and availability.
Approach. The optimization module offers a distribution between several low volatility strategies, with configurable liquidity thresholds.
Follow up. An exportable monthly report documents allocation decisions for financial management.
Technical questions
Login and wallet data are encrypted at rest and in transit. Access to the interface requires strong authentication and access logs are retained for audit.
The average latency observed between the generation of a recommendation and the replicated execution is measured in milliseconds; it also depends on the latency specific to the connected broker.
Each model is validated on historical data distinct from its training set, then continuously monitored by comparison between confidence score and observed result.
Yes. An exposure profile is defined upon registration and automatically applied to all replicated positions, with the possibility of adjustment at any time.
The decision to activate a policy remains that of the user. Past performance of a strategy is not a guarantee of future results.
A question cannot be answered here? Consult the complete technical documentation.
A 30-minute technical interview allows you to check the compatibility between your risk profile and the strategies currently eligible for copy-trading.
Hosting in France · End-to-end encryption · Termination without notice