๐Ÿ“Š Portfolio-level dashboard. This is Parameter Sweep Robustness โ€” it applies to HAL's whole book or universe-wide context, not to a single ticker. If you reached this page from a HAL 9000 memo expecting per-ticker drill-in, use one of the other dashboards (Factor Lens, Risk, Portfolio, News, Sector, Correlation, Attribution, Universe Research, Trade Idea) instead.
๐Ÿ“Š Reports โ€บ Sensitivity Analysis

๐Ÿ“ Sensitivity Analysis

๐Ÿงช Practice Labs ๐Ÿ“š Manual Library ๐Ÿ“‚ Document Library ๐ŸŽฌ Video Library โ† Reports Hub ๐ŸŽฏ Portfolio ๐Ÿ›‘ Risk ๐Ÿ” Research ๐Ÿงฎ Factors โช Backtest ๐ŸŒ Regime ๐ŸŽฒ Monte Carlo ๐Ÿ“ Sensitivity ๐Ÿ“ˆ Attribution ๐Ÿ›๏ธ Sectors ๐Ÿ“ LP Letter ๐ŸŽ›๏ธ Mission Control ๐Ÿ’ก Trade Idea ๐Ÿ”ด HAL ๐Ÿ“– Manual
Pick params and click Run.

๐Ÿ“ Sharpe Response Surface

How Sharpe varies as you sweep the parameter(s). White-bordered cells form the largest "robust region" โ€” adjacent cells that all clear your minimum Sharpe AND minimum max-DD thresholds.

๐Ÿ“Š Annual Return Surface

Same grid, different metric. A strategy with high Sharpe but poor annual return is unusable; high return with low Sharpe means you're being paid for excessive risk. Both must be acceptable in the robust region.

๐Ÿ“‹ Cross-Grid Statistics

Aggregate stats across all cells in the grid. The standard deviation tells you how sensitive the strategy is to parameter choice โ€” high stdev means the strategy is fragile (small param changes โ†’ big result changes).

โš ๏ธ Fragility Score

A composite measure of how reliable this strategy is across parameter space. The score starts at 100% and is penalized by the spread of Sharpe values + how small the robust region is. Below 40% is fragile; above 70% is institutional-grade.