Optimize your allocation strategy with historical data
Backtest Configuration
Threshold Parameters
High volatility warning (default: 30)
Complacency warning (default: 15)
Inversion threshold (default: 0)
Credit stress level (default: 8)
Credit warning level (default: 6)
Defensive rotation (default: 1.0)
Performance Metrics
Benchmark Comparison
Yearly Breakdown
Grid Search Configuration
Grid Search: Tests multiple parameter combinations to find the optimal strategy.
Enter comma-separated values for each parameter (e.g., "25,30,35" for VIX High).
Calmar Ratio: Maximizes return per unit of drawdown risk (CAGR ÷ Max Drawdown). Best for risk-conscious investors prioritizing capital preservation.
Parameter Ranges (comma-separated)
Total combinations: 729
(Estimated time: ~5 minutes)