Options Lab

Flow-enhanced expression research · Smart / Squeeze / Crowded regimes · Rules A–D · Read-only

Risk-parity portfoliobacktest
2024-01-23 to 2026-05-13
Sharpe
1.60
CAGR
+19.8%
Max DD
-10.9%
Ann vol
11.7%

Walk-forward backtest, 2024-01-23 to 2026-05-13 — the 5 live books combined at inverse-volatility (risk-parity) weights. A reference for the weighting now deployed; not a live track record.

Top open positions
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By strategy
12 live books
Today's trades

No trades opened across any book today.