Strategy Builder

Strategy Builder for Signal-Driven Regime Switching

Build rule-based allocations that switch between states using explicit conditions, signal logic, and trading-frequency assumptions.

Strategy Builder is for investors who want to model regime switching explicitly instead of hiding it inside narrative comments or spreadsheet tabs.

This page covers the configuration model: named allocation states, signal-driven transitions, and trading-frequency assumptions.

What you configure

  • Named allocation states and weights.
  • Signal conditions that determine state transitions.
  • Trading-frequency and operational assumptions.

What to watch for

Tactical systems can look strong on a chart while depending on brittle rules, overfitted signals, or unrealistic trading cadence. The workflow is strongest when the signal layer is inspected first and the resulting strategy is verified across multiple contexts.

Where to connect it

  • Signal Analyzer for condition debugging.
  • Portfolio Backtest for broader portfolio context.
  • Workspace for saving the analysis and reopening it reproducibly.

How this fits your workflow

Use Strategy Builder after inspecting signals in Signal Analyzer. From there, move the resulting strategy into Portfolio Backtest or save it to your Workspace.

FAQ

Does tactical allocation automatically mean more turnover?

Not always, but turnover risk is central. Trading frequency and trigger design can dominate the result, so review the operational assumptions in the docs before relying on a backtest.

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