- Regime signals – data-driven regime classification to show when conditions favor taking risk and when they call for defense.
- Model portfolios – allocations tuned to each regime, designed to balance return and drawdown. (Upcoming)
- Alpha overlays – tactical models (e.g., bounce / bottom tools) aiming to enhance returns without abandoning risk discipline. (Upcoming)
No trades or portfolios are executed or managed on your behalf. All signals and results are model-based; you remain fully responsible for your own investment decisions.
SPY Price with Live Regime Signals
Regime-Based Exposure vs. SPY Buy & Hold
“Regime-Based Exposure” adjusts SPY allocation based on a quantitative view of the current market regime, while “SPY Buy & Hold” stays 100% invested at all times. The chart and backtest table show how this dynamic approach aims to preserve most of SPY’s long-term return with smaller drawdowns and a smoother ride—though it cannot guarantee outperformance.
Live Performance since 2025-01-01
Backtest Result from 2005 to 2024
| Period | Strategy | CAGR | Sharpe | MaxDD |
|---|
Disclaimers
- Backtests are hypothetical and do not reflect actual trading or execution costs.
- Transaction costs, taxes, and slippage are not modelled.
- Historical performance is not a guarantee of future results.
- The live signal may underperform SPY or incur losses over any horizon.
- These results are for research and educational purposes only and do not constitute investment advice or an offer to invest in any product.
Live SWAN Portfolio Performance
The SWAN Portfolio is a live model portfolio that applies the SWAN Alpha regime-based allocation framework to a diversified mix of assets. It aims to improve the risk/return profile relative to a simple SPY Buy & Hold approach. The chart shows its real-time performance since launch, compared with SPY and an internal SWAN Buy & Hold benchmark.