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Explore the allocations

Pick a model and universe, set constraints and costs, then run it. Optimize is fast and refreshes the frontier, weights, and risk decomposition. Run backtest to rebuild the walk-forward, out-of-sample equity curve, drawdowns, and significance. Every number is computed by the engine - nothing is mocked.

Optimized Max Sharpe. Expected annual return 10.7%, volatility 12.1%, tangency Sharpe 0.71.

Backtest ready. Chosen strategy Max Sharpe, Sharpe 0.64, max drawdown -22.4%.

OOS-only
window2007-04-12 → 2024-12-30
rebalancemonthly
cost10 bps
risk-free2.0%
engine012c0e3f119d

Efficient frontier

random cloud · frontier · tangency
tan Sharpe 0.71

Risk contribution

Max Sharpe
σ 12.1%

Growth of $1

out-of-sample, net of costs
Max Sharpe
Equal Weight (1/N)
60/40
SPY (buy & hold)

Drawdown

Max Sharpe

Rolling Sharpe

252-day window

Weights over time

Max Sharpe
SPYUS Large Cap
QQQUS Tech (Nasdaq-100)
EFADeveloped ex-US
EEMEmerging Markets
AGGUS Aggregate Bonds
TLTLong Treasuries
LQDIG Credit
HYGHigh-Yield Credit
VNQUS REITs
GLDGold
DBCCommodities

Tearsheet

chosen vs benchmarks
StrategyCAGRVolSharpeSortinoMaxDDCalmarVaR95TurnoverPSRDSR
Max Sharpe8.2%9.9%0.640.89-22.4%0.36-1.0%23.1%99.9%96.6%
Equal Weight (1/N)6.5%9.8%0.480.67-21.2%0.31-0.9%2.9%99.5%89.0%
60/409.2%10.4%0.700.98-21.6%0.42-1.0%2.1%100.0%97.7%
SPY (buy & hold)13.6%17.1%0.721.00-33.7%0.40-1.6%100.0%99.9%96.1%

Significance

PSR · DSR · bootstrap CI
PSR99.9%P(Sharpe > 0)
DSR96.6%deflated, 7 trials
Sharpe0.85point estimate
95% CI0.41 to 1.341,000 block-bootstrap

The true Sharpe is positive with ~100% probability (PSR). Deflating for 7 strategy trials, that confidence holds at 97% (DSR). The block-bootstrap 95% interval for the Sharpe is [0.41, 1.34], which excludes zero.