Pick params and click Run.
📈 Equity Curves: Regime-Aware vs Static Strategies
All four strategies normalized to start at $1. The regime-aware curve flips its allocation as the SPY regime changes (background bands show the regime). Watch for the regime-aware curve outperforming during crisis bands and matching equal-weight in calm bands — that's the institutional case for regime overlays.
🏆 Strategy Performance Summary
Risk-adjusted comparison across 4 strategies. The winner of each metric is highlighted. Sharpe and Calmar are the two metrics institutional allocators care about most — they reward return-per-unit-of-risk, not raw return.
🌡️ Per-Asset Per-Regime Annualized Returns
For every (asset, regime) cell: average annualized return AND Sharpe ratio over bars in that regime. Reveals diversification edges — bonds win in crisis, gold defends across regimes, equities dominate calm, crypto is regime-dependent.
⚖️ Regime-Aware Allocations
Target weights HAL uses for each regime. In Calm we lean equities; in Crisis we rotate to gold + bonds. These defaults derive from the per-regime stats above — high-Sharpe regime/asset combos get over-weighted.