01
Strategy Intelligence
Quality, consistency, behaviour and strategy performance.
Features
Powerful tools.Built for better portfolio decisions.
SIPS brings strategy analysis, portfolio construction, robustness testing, trade-distribution intelligence and decision reporting into one structured workflow.
SIPSALGO
Strategy Intelligence Portfolio Suite
Strategy Intelligence
Portfolio Construction
Portfolio Comparison
Robustness & Monte Carlo
Trade Distribution
Live Performance & Decision Support
Why SIPS exists
Finding a strong backtest
is the easy part.
Strategy research is good at producing individually strong backtests — that part of the process is well served already. SIPS exists to answer the question that research alone cannot: what happens when several of those strategies have to work together, in the same account, at the same time?
SIPS is built as a structured, evidence-based portfolio decision process — not a collection of separate tools bolted together. Each stage produces evidence the next stage builds on, from first import through to a documented final selection.
“What happens when these strategies have to work together as a portfolio?”
Where SIPS sits
Between strategy research
and portfolio deployment.
A trader can have many individually strong strategies. The real challenge isn’t finding another one — it’s deciding which of the strategies already in the library should work together, and why.
Which strategies genuinely diversify each other?
Not which look different on paper — which actually behave differently when combined.
Which behave too similarly?
Strategies can move together even when their rules, names or markets look unrelated.
Where is activity or risk concentrated?
A handful of strategies, instruments or sessions can carry most of a portfolio’s exposure.
How robust is the combined portfolio?
Not just the average strategy in it — the portfolio as a single evolving position.
Which portfolio is stronger, when several look good?
Surface-level metrics rarely settle this on their own.
What evidence supports the final decision?
A decision worth deploying is one you can also explain afterwards.
Portfolio context
A strong strategy does not
automatically create a strong portfolio.
Strategies can share similar market behaviour, instruments, trading sessions, drawdown timing or exposure — even when each one looks strong on its own. Judged separately, they can all pass. Combined, they can quietly amplify the same risk instead of diversifying it.
SIPS evaluates strategies in portfolio context, not in isolation.
The SIPS intelligence layers
Five layers.
One structured decision process.
Each layer answers a different question, and each one builds on the evidence the layer before it produced.
02
Portfolio Intelligence
Correlation, diversification, interaction and portfolio fit.
03
Robustness Intelligence
Monte Carlo, scenario ranges, sequence risk and drawdown behaviour.
04
Trade Distribution Intelligence
Contribution, frequency and concentration across strategies, instruments and time.
05
Decision Intelligence
Portfolio comparison, portfolio sets, reports and structured selection.
The SIPS workflow
Eight stages.
One structured path.
Each stage narrows the field with evidence rather than preference, from first import through to ongoing review.
01
Import & Organise
Bring strategy and trade data into one structured environment with consistent metadata.
02
Analyse Strategies
Read each strategy against the same structured quality, consistency and behaviour metrics.
03
Build Candidates
Assemble portfolio candidates from the library under controlled construction rules.
04
Compare Portfolios
Place candidates side by side across the same consistent set of metrics.
05
Test Robustness
Explore simulated outcome ranges and drawdown behaviour beyond one backtest.
06
Analyse Distribution
See where trades, activity and concentration actually come from.
07
Select Portfolio
Choose a portfolio, or a set of portfolios, backed by structured evidence.
08
Monitor & Review
Track how a deployed portfolio performs against its expected behaviour.
01 · Strategy Intelligence
Understand each strategy
before it enters a portfolio.
Every strategy in the library is read against the same structured set of quality, consistency, behaviour and performance measures — so strategies are judged on the same terms, not on whichever number looks best.
Quality & consistency. Track record depth, stability and trade frequency reviewed together.
Behaviour profile. Descriptive reporting on how a strategy tends to trade, for monitoring rather than selection.
Performance context. Return, drawdown and trade-level detail sit alongside each other, not in isolation.
Composite read
Per strategy81/100
Consistency84
Stability73
Behaviour fit69
Live trades
324
Track record
18mo
Tier
Qualified
02 · Portfolio Builder
Assemble candidates under
controlled rules.
Portfolio Builder constructs diversified portfolio candidates from your strategy library using controlled construction rules and portfolio-aware analysis, rather than manual guesswork.
Construction rules. Limits on strategy count, per-asset exposure and direction mix keep candidates within bounds you set.
Portfolio-aware analysis. Each addition is read against what is already in the candidate, not in isolation.
Draft & iterate. Build several candidates and carry the strongest forward for comparison.
Candidate composition
Strategies
14
Max per asset
25%
Rule set
Controlled
03 · Portfolio Comparison
Compare candidates on
the same terms.
Portfolio Comparison places portfolio candidates side by side and compares them consistently across the same set of metrics, so a difference in the numbers reflects a real difference in the portfolios.
Consistent measures. Every candidate is read against the same metric set, in the same order.
No forced winner. SIPS presents the comparison; the decision about which candidate to carry forward stays with you.
Descriptive, not prescriptive. Differences are surfaced clearly rather than reduced to a single verdict.
Candidates side by side
| Candidate | Return/DD | Corr. avg | Health |
|---|---|---|---|
| Candidate 12 | 3.4 | 0.18 | 87 |
| Candidate 08 | 2.9 | 0.24 | 81 |
| Candidate 03 | 2.6 | 0.31 | 76 |
Candidates
3
Common metrics
12
Winner declared
No
04 · Portfolio Sets
Decide across a set,
not one portfolio alone.
Portfolio Sets organises and compares groups of portfolios together, so a decision reflects a set of reasonable candidates rather than whichever single portfolio was reviewed first.
Grouped review. Compare recommended sets against each other, not portfolios in isolation.
Custom sets stay labelled. A user-defined set is never treated as an evaluated recommendation until it is re-analysed.
One place to decide. Every set carries the same composition and status detail, ready for a side-by-side read.
Recommended sets
IllustrativeSet 01
87
6 portfolios
Set 02
81
5 portfolios
Set 03
78
6 portfolios
Set 04
76
4 portfolios
Set 05
74
5 portfolios
Custom
—
User-defined
Sets available
5
Custom sets
Supported
Status
Ready for review
05 · Monte Carlo Robustness
Explore the range.
Not just the backtest.
A backtest is one path out of many that could have happened. Monte Carlo Robustness resamples and simulates to show the range of possible outcomes, how deep drawdowns tend to run, and how much of the result depends on sequence rather than edge.
Confidence bands. See where simulated outcomes cluster and where the tails sit.
Drawdown ranges. Plan around a distribution of outcomes rather than a single worst case.
Sequence risk. Understand how much of a result depends on the order trades happened to occur in.
Simulated outcome range
MedianSample paths
Drawdown range
06 · Trade Distribution
See where the portfolio
actually trades.
Headline metrics hide where trading activity comes from. A portfolio can look diversified on paper while a small number of strategies produce most of its trades, or while exposure clusters into a single session. Trade Distribution exposes that shape across strategies, instruments and time.
Contribution. Which strategies drive the portfolio’s trade count and exposure.
Timing. How activity spreads across sessions, days and market conditions.
Concentration. Flags where a portfolio depends more narrowly than its headline metrics suggest.
Strategy contribution
Share of tradesActivity by session
Instruments
7
Top-3 share
52%
Concentration
Moderate
07 · Portfolio Health & Decision Support
One readable indicator,
backed by its own detail.
Portfolio Health gives a structured read on a portfolio’s stability, diversity, correlation and depth — a composite figure you can trust because every component behind it stays visible. Decision Support turns that detail into a structured report built to record why a choice was made.
Composite health. One readable indicator, always backed by its component scores rather than replacing them.
Descriptive, not predictive. Portfolio Health reports the current state; it does not forecast future results.
Structured reports. Comparison output built to support a decision — and document it — not just to look presentable.
Health profile
IllustrativeComposite
83/100
State
Balanced
Behaviour groups
4
08 · Live Performance
Check the plan
against what actually happened.
Live Performance tracks how a deployed strategy is performing against its expected historical behaviour, so drift shows up early rather than after it has already changed the picture. This is a monitoring view, not an execution or copy-trading capability — connecting or deploying accounts is a separate, future part of the platform and is not part of this feature set.
Expected vs. actual. Compare live results against the behaviour a strategy showed historically.
Early drift detection. See a strategy diverging from its expected profile before it becomes a bigger question.
Monitoring, not execution. Live Performance reports on deployed strategies; it does not place, copy or manage trades.
Live vs. expected
LiveExpected
Deployed strategies
6
Tracking variance
Low
Last synced
Illustrative
Get started
Build portfolios
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.