Dashboard Overview
Current Market Regime
BEAR
bear_moderate — Score: -21.5
as of 2026-03-27Regime-Aware RSL Strategy
| CAGR | 22.56% |
| Sharpe | 0.97 |
| Max Drawdown | -41.5% |
| Sortino | 1.22 |
Data Summary
| Tickers | 505 |
| Price Rows | 2,923,178 |
| Date Range | 2000-01-03 to 2026-03-27 |
Regime Component Scores
Trend
Volatility
Breadth
Drawdown
Equity Curves
Regime Timeline
Recent Backtest Runs
| ID | Name | Strategy | Status | Period | Initial | Final | Return |
|---|---|---|---|---|---|---|---|
| 25 | weekly_5pos | weekly_5pos | completed | 2005-01-01 to 2026-03-30 | $1,000 | $313,151 | 31,215.1% |
| 24 | regime_rsl | regime_rsl | completed | 2005-01-01 to 2026-03-30 | $1,000 | $75,058 | 7,405.8% |
| 23 | vanilla_rsl | vanilla_rsl | completed | 2005-01-01 to 2026-03-30 | $1,000 | $93,569 | 9,256.9% |
| 22 | equal_weight_sp500_20260330_122842 | equal_weight_sp500 | completed | 2005-01-01 to 2026-03-30 | $1,000 | $23,730 | 2,273.0% |
| 21 | buy_hold_spy_20260330_122841 | buy_hold_spy | completed | 2005-01-01 to 2026-03-30 | $1,000 | $7,632 | 663.2% |