Backtesting
Combine up to four strategies, apply an allocation algorithm and review results without leaving the workspace.
Prototype state
Available strategies
12 of 12 strategies
| Strategy | Asset class | Style | Ccy | 1Y return | 1Y vol | 1Y Sharpe |
|---|---|---|---|---|---|---|
| Asia Pacific MomentumSIX-APM | Equity | Momentum | JPY | +4.47% | 15.2% | 0.16 |
| Commodity Volatility TargetSIX-CVT | Commodities | Trend | USD | +10.84% | 13.6% | 0.65 |
| Credit Quality RotationSIX-CQR | Credit | Quality | USD | +5.32% | 5.6% | 0.59 |
| Cross-Asset MomentumSIX-CAM | Multi-Asset | Momentum | USD | +31.43% | 9.3% | 3.16 |
| Defensive Carry StrategySIX-DCS | Credit | Carry | EUR | −1.54% | 8.1% | -0.44 |
| Equity Low VolatilitySIX-ELV | Equity | Low Volatility | USD | +5.62% | 8.8% | 0.41 |
| Europe Dividend DefensiveSIX-EDD | Equity | Defensive | EUR | −7.97% | 8.5% | -1.18 |
| FX Value BasketSIX-FXV | FX | Value | USD | +23.03% | 8.1% | 2.60 |
| Global Quality IndexSIX-GQI | Equity | Quality | USD | −23.52% | 11.2% | -2.29 |
| Global Rates CarrySIX-GRC | Rates | Carry | USD | −0.29% | 4.8% | -0.47 |
| Multi-Asset TrendSIX-MAT | Multi-Asset | Trend | USD | +4.32% | 11.8% | 0.20 |
| Rates Low VolatilitySIX-RLV | Rates | Low Volatility | GBP | +6.25% | 3.1% | 1.38 |