About SIPS
Built to solve theportfolio selection problem.
Strategy research can generate many individually impressive systems. The harder question comes afterwards: which of them should actually be trusted to work together?
01
Many strategies
02
Analysis
03
Portfolio intelligence
04
Robust portfolio decision
Why SIPS exists
Generating strategies and selecting
a portfolio are different problems.
Modern strategy-development tools are genuinely good at one thing: helping traders generate and test large numbers of strategies. That is not the same problem as selecting a robust portfolio from what comes out of that process — and it isn’t built to answer it.
Overlapping behaviourStrategies with different names and rules can still respond to the market in almost the same way.
Correlated drawdownsLosses that look independent on paper can actually tend to arrive at the same time.
Repeated market exposureThe same instrument, session or condition can show up again and again without anyone intending it to.
Excessive concentrationA handful of strategies can end up carrying most of a portfolio’s activity and risk.
Weak diversificationA library can contain many strategies while still offering surprisingly little genuine variety.
Optimised against the same dataA portfolio can look strong mainly because every strategy in it was tuned against the same historical window.
A library built this way can contain many strategies that look excellent individually while still carrying real, shared risk underneath. SIPS was created to focus on the question that comes after strategy generation: how do you move from many potentially good strategies to a smaller, better understood portfolio?
The core principle
The best strategies are not
automatically the best portfolio.
Five strategies can each pass every individual test you throw at them, and still make a poor portfolio together — because passing alone was never the question that mattered. A portfolio is judged on how its parts behave as one position, not on how impressive each part looks in a report of its own.
Combined portfolio: shared exposure, weak fit
Our approach
The thinking behind
the platform.
01
Look beyond headline performance.
A strategy should be understood through multiple dimensions — quality, consistency and behaviour together — not reduced to a single return number.
02
Judge strategies in portfolio context.
A good strategy can still be a poor addition to a specific portfolio. SIPS reads a candidate against what it would actually join, not in isolation.
03
Diversification must be measured.
Different strategy names do not necessarily mean genuinely different behaviour. Diversification is something to check, not assume.
04
Robustness matters more than one historical path.
A single backtest is one outcome out of many that could have happened. Portfolio decisions should consider uncertainty and a range of alternative outcomes.
05
Evidence should narrow the decision.
SIPS is built to help structure judgement, not to pretend one magic score can make every decision for you.
From research tool to decision system
Seven stages.
One connected workspace.
Each stage writes into the same workspace, so the evidence a decision rests on stays connected from first analysis through to ongoing review.
Strategy Intelligence
Read every strategy against the same structured quality, consistency and behaviour measures.
Portfolio Construction
Assemble candidates from the library under controlled construction rules.
Portfolio Comparison
Place candidates side by side across the same consistent set of metrics.
Robustness Analysis
Simulate outcome ranges and drawdown behaviour beyond one historical path.
Trade Distribution
See where activity and risk actually concentrate across the portfolio.
Portfolio Decision
Carry the strongest, best-understood candidate forward with a documented rationale.
Live Monitoring
Track how a deployed portfolio performs against its expected behaviour over time.
Setting expectations
What SIPS is.
What SIPS is not.
SIPS is
SIPS is not
The principle behind SIPS
Better portfolio decisions come from
understanding how strategies behave together —
not simply finding the highest-performing
strategies individually.
Get started
Build with more evidence.
Select with more context.
Bring strategy analysis, robustness testing and portfolio intelligence into one structured workflow.
Software and risk notice. SIPSALGO provides software tools for strategy and portfolio analysis. Trading and investment decisions involve risk, and analytical tools cannot guarantee future performance. Nothing on this page is financial advice or a recommendation to trade.