Strategy Builder
Strategy Builder for signal-driven regime switching
Build rule-based allocations that switch between states using explicit conditions, signal logic, and trading-frequency assumptions.
What you configure
- Named allocation states and weights.
- Signal conditions that determine state transitions.
- Trading-frequency and operational assumptions.
What to watch for
A strong historical result can depend on overfitted signals or an unrealistic trading schedule. Inspect the signals and test the strategy over different historical periods.
Strategy testing and saving
Run the strategy in Portfolio Backtest. Save its definition in Library to reuse the same rules.
FAQ
- Does tactical allocation automatically mean more turnover?
- Not always, but turnover risk is central. Trading frequency and trigger design can dominate the result, so review the operational assumptions in the docs before relying on a backtest.