Research into combining uncorrelated strategies. See how blending strategies with low correlation has historically affected portfolio-level risk-adjusted returns.

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Stack: New Alpha Defensive
STACK
A 4-strategy defensive stack pairing a regime-adaptive system with newer alpha sources, rebalanced monthly.ConstructionAllocation: risk-pari...
Sharpe
1.36
CAGR
+48.4%
Max DD
-21.8%
Strategies
4
Stack: New Alpha Breakout
STACK
A 4-strategy stack combining fast breakout momentum with contrarian short-side strategies, rebalanced monthly.ConstructionAllocation: risk-p...
Sharpe
1.31
CAGR
+61.4%
Max DD
-33.2%
Strategies
4
Stack: Maximum Alpha
STACK
A 5-strategy stack combining trend-following, regime-adaptive, mean-reversion, carry, and structural alpha sources, rebalanced monthly.Const...
Sharpe
1.38
CAGR
+60.1%
Max DD
-25.3%
Strategies
5
Stack: All New Strategies
STACK
A 6-strategy stack composed entirely of newer alpha sources not present in the original strategy set, rebalanced monthly.ConstructionAllocat...
Sharpe
1.29
CAGR
+52.2%
Max DD
-23.4%
Strategies
6
Stack: Aggressive Growth
STACK
A 3-strategy growth-oriented stack focused on breakout and trend-following signals, rebalanced monthly.ConstructionAllocation: Monte Carlo S...
Sharpe
1.61
CAGR
+100.0%
Max DD
-21.7%
Strategies
3
Stack: Max Diversification
STACK
A 5-strategy stack targeting maximum diversification across signal types and market regimes, rebalanced monthly.ConstructionAllocation: Mont...
Sharpe
1.49
CAGR
+67.9%
Max DD
-19.9%
Strategies
5
Stack: All-Weather
STACK
A 4-strategy stack designed for performance across bull, bear, and range-bound markets, rebalanced monthly.ConstructionAllocation: Monte Car...
Sharpe
1.36
CAGR
+38.0%
Max DD
-20.6%
Strategies
4
Stack: Conservative
STACK
A 4-strategy capital-preservation stack focused on defensive positioning, rebalanced monthly.ConstructionAllocation: Monte Carlo Sharpe-maxi...
Sharpe
1.62
CAGR
+37.9%
Max DD
-21.7%
Strategies
4
Stack: Balanced
STACK
A 4-strategy balanced stack mixing long breakouts with short-side hedging, rebalanced monthly.ConstructionAllocation: Monte Carlo Sharpe-max...
Sharpe
1.27
CAGR
+52.0%
Max DD
-34.0%
Strategies
4
Alpha Stack 2x
STACK
A 2-strategy stack combining volume-confirmed breakouts with cross-sectional momentum, rebalanced monthly.ConstructionAllocation: Monte Carl...
Sharpe
1.8
CAGR
+62.2%
Max DD
-17.5%
Strategies
2
Alpha Stack 3x
STACK
A 3-strategy stack adding regime detection to the breakout/momentum core, rebalanced monthly.ConstructionAllocation: Monte Carlo Sharpe-maxi...
Sharpe
1.84
CAGR
+70.0%
Max DD
-19.6%
Strategies
3
Alpha Stack 4x
STACK
A 4-strategy stack combining regime-adaptive allocation with multiple breakout approaches, rebalanced monthly.ConstructionAllocation: risk-p...
Sharpe
1.85
CAGR
+75.4%
Max DD
-21.5%
Strategies
4
Alpha Stack 5x
STACK
A 5-strategy stack using equal 20% weights across a range of trend-following approaches, rebalanced monthly.ConstructionAllocation: equal we...
Sharpe
1.86
CAGR
+78.9%
Max DD
-20.4%
Strategies
5
Stack: High Robustness
STACK
Three strategies selected for robustness — RSI cross-sectional ranking, regime-aware crash hedging, and meme sector contagion plays. Each co...
Sharpe
1.09
CAGR
+52.6%
Max DD
-52.7%
Strategies
3
Stack: Funding Neutral
STACK
Equal-weight combination of two uncorrelated market-neutral funding strategies — basis mean-reversion (time-series) and sector funding diver...
Sharpe
1.72
CAGR
+64.7%
Max DD
-26.7%
Strategies
2
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