300 months of backtestedBacktestingTesting a strategy on historical data to see how it would have performed. Useful for validation, but past performance doesn't guarantee future results.Learn more → strategic layer data (2000-2024)
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Risk Score vs Market DrawdownsMaximum DrawdownPeak-to-trough decline during a specific period. A 20% drawdown means the portfolio fell 20% from its highest point.Learn more →
Historical max risk: 5.55 (April 2020). S&P 500 data from 2015 onwards.
Risk Dimensions Over Time
Alert History
Track record: 2-5 alerts per year expected
Risk Statistics
Dimension CorrelationsCorrelationStatistical measure of how two variables move together. +1 = perfect together, -1 = perfect opposites, 0 = no relationship.Learn more →