Dashboard Overview
Current Market Regime
BULL
bull_strong — Score: 75.4
as of 2026-05-29Regime-Aware RSL Strategy
| CAGR | 23.38% |
| Sharpe | 1.00 |
| Max Drawdown | -41.5% |
| Sortino | 1.26 |
Data Summary
| Tickers | 508 |
| Price Rows | 2,946,653 |
| Date Range | 2000-01-03 to 2026-05-29 |
Regime Component Scores
Trend
Volatility
Breadth
Drawdown
Equity Curves
Regime Timeline
Recent Backtest Runs
| ID | Name | Strategy | Status | Period | Initial | Final | Return |
|---|---|---|---|---|---|---|---|
| 305 | levy_classic | levy_classic | completed | 2005-01-01 to 2026-06-01 | $1,000 | $565,472 | 56,447.2% |
| 304 | weekly_5pos | weekly_5pos | completed | 2005-01-01 to 2026-06-01 | $1,000 | $397,364 | 39,636.4% |
| 303 | regime_rsl | regime_rsl | completed | 2005-01-01 to 2026-06-01 | $1,000 | $89,581 | 8,858.1% |
| 302 | vanilla_rsl | vanilla_rsl | completed | 2005-01-01 to 2026-06-01 | $1,000 | $117,732 | 11,673.2% |
| 301 | equal_weight_sp500_20260601_230532 | equal_weight_sp500 | completed | 2005-01-01 to 2026-06-01 | $1,000 | $25,986 | 2,498.6% |
| 300 | buy_hold_spy_20260601_230530 | buy_hold_spy | completed | 2005-01-01 to 2026-06-01 | $1,000 | $9,101 | 810.1% |