Automated Stock Alerts With Rules You Can Inspect

How to monitor an investment thesis after buying

Record the original claim, its measurable drivers, and the events that would weaken it before you activate alerts. For example, a CommonQuant oil-oversupply thesis published in July 2026 rests on producer output, potential additional supply, the Brent futures curve, and a possible later effect on oil-major margins. Those are distinct checks: a stock-price move by itself cannot confirm or refute all four. This is an example of a research workflow, not a current oil or energy-stock recommendation.

Choose a review cadence that matches each driver. Read new headlines when the supply story changes, and review company filings and earnings when the margin evidence arrives. CommonQuant’s news judge checks fresh headlines for the strategy’s stated invalidation conditions; it does not replace reading a filing or decide whether you should sell. Separately, compiled entry and exit rules produce signals when their conditions fire. Inspect the source, rule, timestamp, and your original assumptions before acting.

• Write the thesis and at least one disconfirming condition in plain language before monitoring it.
• Separate news that challenges the business case from a price or indicator signal.
• Reassess the thesis with periodic earnings and filing data, even when no alert fires.

How to check a late or missing stock alert

Start in the signed-in Signals inbox. If the signal appears, read its timestamp and rationale, then compare that time with when the email, Telegram, SMS, or WhatsApp message arrived. Open Delivery health to check whether the channel is enabled and verified and whether a recent delivery failed. Where a per-channel receipt is available, inspect its status; a sent status does not prove that a phone displayed the message immediately.

If no signal appears in the active inbox, that view alone does not prove a rule never fired: acknowledged history depends on the history feed. Check that the strategy and signal subscription are active, the instrument and timeframe match the approved rule, and any required price bar has closed. A test alert can check the delivery route, but it cannot make a strategy rule fire. CommonQuant does not promise second-level notification delivery.

• Signal present, notification missing or late: inspect Delivery health and any available channel receipt, then test the configured channel.
• No signal visible: verify the active subscription, rule version, instrument, timeframe, and required bar close before treating it as a missed trigger.
• Test message missing: verify and enable the channel in Settings → Notifications, then review Delivery health for a recent failure.

How to test an alert channel before relying on it

In Settings → Notifications, verify and enable the channel you want to use, then select Send test alert beside it. Confirm that the sample message arrives through that channel. If it does not, check the channel setup and Delivery health before relying on it for a strategy signal.

A test alert checks message delivery only. It does not make a market rule fire, validate the backtest, or place a broker order. Each test uses one included monthly message when available, then your available usage. To check strategy behavior, review the rules and observe real signal timestamps in the Signals inbox after activation.

From researched thesis to auditable alert condition

Start with a falsifiable market view rather than a vague request to find a winning stock. A thesis such as “energy shares may strengthen if oil breaks higher while momentum confirms” gives the research pipeline a relationship to encode. CommonQuant extracts the structured thesis — theme, sectors, direction, horizon — and selects US equities, ETFs, or a major supported crypto asset from its validated security universe, grounded in real fundamentals data rather than hardcoded lists. Unknown symbols are dropped rather than invented.

The research then compiles into explicit entry and exit rules in CommonQuant’s strategy language. It can draw from exactly 20 supported indicators across momentum, trend, volatility, volume, and price channels — RSI, Stochastic, Williams %R, CCI, ROC, Momentum, MFI, EMA, SMA, MACD, ADX, ATR, Bollinger Bands, Keltner Channels, OBV, VWAP, SuperTrend, Donchian Channels, Pivot Points, and Ichimoku Cloud — plus chart patterns, divergences, and support/resistance structure.

This is the trust layer: AI where judgment matters, rules where trust matters. Instead of receiving an unexplained AI opinion, you can inspect the instruments, indicators, parameters, and conditions that define the signal, and adjust indicator parameters and portfolio allocation before activating the strategy.

Monitoring from one minute to one week

CommonQuant evaluates live strategies across supported timeframes from 1 minute to 1 week: 1m, 5m, 15m, 30m, 1h, 4h, 8h, 1d, and 1w. Intraday coverage varies by asset class. The selected timeframe should match the speed of the thesis. A fast momentum condition and a weekly trend filter answer different questions, even when they use the same ticker.

Continuous monitoring removes the need to keep a chart open and repeatedly check the same indicators. It does not remove judgment. A triggered condition says the strategy rule became true; it does not guarantee that the market will move as expected. The news judge helps with the harder half of that question — whether the original thesis is still valid — but liquidity, spread, and event risk remain yours to weigh before acting.

• Use shorter timeframes for conditions that genuinely depend on intraday movement.
• Use daily or weekly rules when the thesis is about a slower trend or fundamental catalyst.
• Keep exit conditions as explicit as entry conditions so the alert lifecycle is complete.

Why a live alert can differ from a backtest

A backtest replays historical data under modelled assumptions. An active alert checks new data on the strategy’s selected timeframe. Compare the exact rule version, instrument, indicator inputs, and whether the relevant price bar had closed. A notification may arrive after the condition was evaluated, while a backtested entry price is not a price CommonQuant can promise you could trade at.

For a CommonQuant alert, inspect the rule configuration and the signal inbox’s timestamp and rationale. A public strategy page can say “Current trigger evaluation unavailable” when current values were not published; that does not mean the rule is waiting or has fired. Compare any later paper-trading observation with the historical test, and keep broker fills, spread, fees, and slippage separate from the signal itself. CommonQuant sends alerts but does not execute an order or independently verify a broker result.

• Was the same version of the entry and exit rules used in the backtest and the active strategy?
• Do the timeframe, completed price bar, instrument, and indicator settings match?
• What do the signal timestamp and rationale actually show?
• Does a forward paper-trading result exist, and how could real execution costs change it?

Alert channels and plan availability

Every plan includes the in-app signal inbox and pay-as-you-go email alerts. The Free tier includes a usage limit that resets weekly and supports up to three signal subscriptions. It is a practical way to generate a small number of strategies and observe how their conditions behave without entering payment details.

Starter, Pro and Max offer higher weekly usage limits, included reports and plan-specific alert allowances. Compare the plans to choose the capacity you need.

How this differs from a basic price alert app

A basic price alert watches one comparison, such as a stock crossing $100, and leaves the analysis outside the alert. A CommonQuant alert carries its research with it. The condition itself can express a fuller setup — a momentum crossover, a volatility expansion, price moving relative to a band — across multiple instruments selected for the thesis. And because the trigger is a deterministic compiled rule, you can audit exactly why it fired instead of trusting a black box.

The deeper difference is world-awareness. A price alert has no idea why you set it. A CommonQuant strategy knows its own thesis and its explicit invalidation conditions, and the AI news judge keeps reading market news against them — so you can be alerted that the reason for the trade no longer holds, before any price line is crossed. A dedicated backtest view lets you examine a strategy against historical data yourself. Backtesting and live alerts are evidence tools, not promises about future performance.

A responsible alert workflow

Review the invalidation conditions the research pipeline attached to the thesis, and add your own if something is missing. Review the generated tickers and rules, remove any instrument you do not understand, choose a timeframe that matches the thesis, and decide which notification channels are appropriate. When an alert arrives, read the attached reasoning, verify the context, and place any trade through your own brokerage account only if it still fits your plan.

CommonQuant is a quantitative tool for alpha validation and does not provide financial advice. Past performance does not guarantee future results. The platform helps convert an idea into a researched, monitorable condition; responsibility for the decision remains with you.

Frequently asked questions

Sources for assessing backtests

• SEC Investor Bulletin: Performance Claims

Continue exploring CommonQuant

• CommonQuant home
• Published oil-oversupply thesis used in the monitoring example
• Build XRP trading signals
• AI trading strategy builder
• Public paper-trading record
• Research methodology and limits
• advanced stock analysis
• AI trading news and ideas
• RSI indicator guide
• CommonQuant vs TrendSpider alert diagnostics

Put your thesis through the research pipeline

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