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 | Vol | Sharpe |
|---|---|---|---|---|---|---|
| Asia Pacific MomentumSIX-APM | Equity | Momentum | JPY | +4.47% | 15.4% | 0.54 |
| Commodity Volatility TargetSIX-CVT | Commodities | Trend | USD | +10.84% | 14.4% | -0.01 |
| Credit Quality RotationSIX-CQR | Credit | Quality | USD | +5.32% | 5.8% | 0.14 |
| Cross-Asset MomentumSIX-CAM | Multi-Asset | Momentum | USD | +31.43% | 9.9% | 0.45 |
| Defensive Carry StrategySIX-DCS | Credit | Carry | EUR | −1.54% | 6.1% | 0.08 |
| Equity Low VolatilitySIX-ELV | Equity | Low Volatility | USD | +5.62% | 9.2% | 0.50 |
| Europe Dividend DefensiveSIX-EDD | Equity | Defensive | EUR | −7.97% | 11.5% | 0.18 |
| FX Value BasketSIX-FXV | FX | Value | USD | +23.03% | 7.8% | -0.02 |
| Global Quality IndexSIX-GQI | Equity | Quality | USD | −23.52% | 13.8% | 0.25 |
| Global Rates CarrySIX-GRC | Rates | Carry | USD | −0.29% | 4.7% | 0.38 |
| Multi-Asset TrendSIX-MAT | Multi-Asset | Trend | USD | +4.32% | 11.1% | 0.61 |
| Rates Low VolatilitySIX-RLV | Rates | Low Volatility | GBP | +6.25% | 4.2% | -0.28 |