01 · Build

Combine strategies into one portfolio.

Hold several strategies as one portfolio. Each keeps its own screeners, allocation and risk — a portfolio layer on top weights them and de-risks them together.

Start building See a sample strategy

All-Weather CoreRebalance every 1 mo

Run backtest

PortfolioGlobal Quality MomentumDefensive DurationCommodity Hedge＋ Add

Strategies3 strategies

The strategies blended into this Combined

Global Quality Momentum

42%

Defensive Duration

34%

Commodity Hedge

24%

Portfolio allocation

How capital is split across strategies

Risk Parity

One of 6 portfolio-tier methods. Each strategy keeps its own from the full 11.

Portfolio risk

De-risk the whole portfolio when markets turn

S&P 500 200-day moving averageAny match → Risk-Off

Current stateRisk-On

Every strategy stays whole. Its own screeners, allocation and risk — nothing simplified to fit.

A layer sits on top. Portfolio allocation weights the strategies; portfolio risk de-risks them all at once.

One backtest, the whole book. Run it and the Combined is tested as a single portfolio — costs and all.

The structure

A portfolio of strategies.

One layer decides how much each strategy gets — and when to de-risk them all. Below it, every strategy keeps its own rules.

The portfolio · one set of rules for the whole

All-Weather Core

Combined

Portfolio allocationRisk Parity

Portfolio riskAny match → Risk-Off

The strategies · each keeps its own rules

Global Quality Momentum

Stocks · rebalance 1 mo

AllocationRanking-Based

Screening3 filters

Stop loss−15%

Defensive Duration

ETPs · rebalance 3 mo

AllocationFixed Allocation

RiskAlways Risk-On

Take profit+25%

Commodity Hedge

ETPs · rebalance 1 mo

AllocationInverse Volatility

RiskVIX

Max positions5

6 portfolio-tier methodsEqual Weights · Risk Parity · Inverse Volatility · Ranking-Based · MPT (Markowitz) · Fixed Allocation11 per strategy

Attribution

See which component earns its place.

Component Analytics breaks the Combined's result back into its parts — per-component risk, return and tracking, in one table.

All-Weather CoreUp to date · as of 2026-07-18

Capital GrowthPerformance MetricsMonthly ReturnsComponent AnalyticsStart-Date Sensitivity

Per-component metrics

Component	CAGR	Volatility	Sharpe	Max DD	Tracking error	Information ratio
Global Quality Momentum	11.2%	14.8%	0.81	−21.4%	6.2%	0.44
Defensive Duration	5.1%	7.2%	0.64	−9.8%	9.1%	−0.12
Commodity Hedge	4.3%	13.1%	0.38	−18.6%	11.7%	−0.21

Backtest 2010-01 → 2026-06 · run 2026-07-18Backtested result — past performance doesn't guarantee future returns.

Attribution, not vibes.

CAGR, volatility, Sharpe and max drawdown — per component, side by side, from the same run.

Spot the passenger.

Tracking error and information ratio show which component moves the portfolio and which just rides along.

Prune with evidence.

Swap or drop a component, run again, compare the table. The decision stays yours — the numbers just get honest.

Study the Analysis →

Build your first Combined.

Combined Strategies is a paid capability — single strategies, screeners and backtesting stay accessible to everyone.

Start building See a sample strategy

No prices here — plans and numbers live on the Pricing page.