Dashboard Overview
Current Market Regime
BULL
sideways_positive — Score: 41.1
as of 2026-07-27Regime-Aware RSL Strategy
| CAGR | 22.47% |
| Sharpe | 0.91 |
| Max Drawdown | -41.5% |
| Sortino | 1.10 |
Data Summary
| Tickers | 513 |
| Price Rows | 2,968,016 |
| Date Range | 2000-01-03 to 2026-07-27 |
Regime Component Scores
Trend
Volatility
Breadth
Drawdown
Equity Curves
Regime Timeline
Recent Backtest Runs
| ID | Name | Strategy | Status | Period | Initial | Final | Return |
|---|---|---|---|---|---|---|---|
| 551 | levy_classic | levy_classic | completed | 2005-01-01 to 2026-07-28 | $1,000 | $424,367 | 42,336.7% |
| 550 | weekly_5pos | weekly_5pos | completed | 2005-01-01 to 2026-07-28 | $1,000 | $346,058 | 34,505.8% |
| 549 | regime_rsl | regime_rsl | completed | 2005-01-01 to 2026-07-28 | $1,000 | $79,074 | 7,807.4% |
| 548 | vanilla_rsl | vanilla_rsl | completed | 2005-01-01 to 2026-07-28 | $1,000 | $101,117 | 10,011.7% |
| 547 | equal_weight_sp500_20260728_230206 | equal_weight_sp500 | completed | 2005-01-01 to 2026-07-28 | $1,000 | $27,036 | 2,603.6% |
| 546 | buy_hold_spy_20260728_230204 | buy_hold_spy | completed | 2005-01-01 to 2026-07-28 | $1,000 | $8,892 | 789.2% |