StrategyQuant X → Portfolio Analysis
Turn StrategyQuant research into better portfolio decisions.
StrategyQuant X can generate and test large libraries of trading strategies. SIPSALGO focuses on the next stage: importing the exported strategy and trade data, qualifying candidates, analysing the library and constructing portfolios from strategies that need to work together.
From research to portfolio
- StrategyQuant XStrategy research and testing
- ExportDatabank CSV + strategy trade-list CSVs
- SIPSALGOAnalyse → Qualify → Build → Compare
Two different jobs
Strategy research, then portfolio decisions.
Building a strategy library and choosing which strategies to trade together are separate stages of work. SIPS supports importing the strategy and trade data that StrategyQuant X produces, and focuses on what happens after that export exists.
SIPSALGO and StrategyQuant X are separate products, built by separate companies. Nothing here implies endorsement, partnership or commercial affiliation between them.
Strategy research
In StrategyQuant X
- Strategy generation and research
- Backtesting
- Filtering strategy candidates
- Exporting the strategy data
Portfolio decision work
In SIPSALGO
- Validating the imported SQX data
- Qualifying strategies against your rules
- Organising and filtering the strategy library
- Constructing and comparing portfolio candidates
- Analysing portfolio composition and diversification
- Monitoring selected live portfolios, where MT5 is connected
Importing your SQX data
Today, SIPS uses an export and import workflow.
You export two kinds of file from StrategyQuant X and import them into SIPS:
- One Databank CSV exported from StrategyQuant X
- One trade-list CSV for each strategy you select
There is no direct connection to StrategyQuant X. See Importing SQX Strategies for the file details.
- 1Export the Databank and the strategy trade histories from SQX.
- 2Select those files in SIPS.
- 3SIPS checks the filenames and data structure, then validates the dataset.
- 4A successful import becomes your active dataset.
- 5Strategy qualification runs automatically.
Strategy analysis
From strategy library to qualified candidates.
Once imported, your StrategyQuant strategies become one library you can review, filter and qualify on consistent measures.
Your active strategy library
Every strategy from your active dataset in one searchable, filterable table, each with its own Strategy Performance page.
Qualified or Failed
Every strategy is checked against your Strategy rules. Qualified means it passed every rule; Failed means it missed at least one.
Rules you set
Strategy rules in Portfolio Settings, such as minimum PR Score, SD Score, Win %, Stability, Profit Factor and Return/DD, and whether long and short strategies are included.
How the library is spread
Distribution by market, direction, timeframe, behaviour and asset class, so you can see where the library is concentrated.
Single-metric rankings
Top-five rankings by SD Score, Return/DD, Profit Factor, Win Rate, Average Trades per Month and Stability. A ranking, not a recommendation.
Measures kept separate
SIPS never collapses its metrics into one overall strategy score. Each measure stays visible on its own terms.
More on how SIPS evaluates individual strategies: trading strategy analysis.
Portfolio construction
Build and compare portfolio candidates.
Portfolio Builder turns your qualified strategies into a bank of portfolio candidates that pass the rules you set.
Qualified strategies only
Portfolio Builder works from the strategies that passed your Strategy rules.
A search of combinations
It searches combinations of those strategies for portfolios that pass every Portfolio rule, at the search depth you choose.
Portfolio rules you control
Strategies per portfolio, quality minimums, maximum drawdown and daily drawdown, and diversification rules such as maximum correlation and minimum numbers of markets, behaviours and timeframes.
A retained portfolio bank
The portfolios that pass are kept as your portfolio bank, ready to review.
Portfolio Comparison
Review the whole bank side by side, including market diversification, strategy reuse and portfolio independence.
Portfolio Analysis
Open any portfolio for its combined metrics, equity curve, member strategies and diversification mix.
Portfolio Builder does not produce a single overall portfolio score, and it does not tell you which portfolio to trade. See the Portfolio Builder guide, the algorithmic trading portfolio builder overview, or explore all of SIPSALGO's features.
Portfolio thinking
The best strategies may not make the best portfolio.
An individually strong strategy can add little to a portfolio if it overlaps heavily with strategies already in it. A portfolio is judged as a whole, so how its strategies behave together matters.
Read more in why the best individual strategies don't always build the best portfolio and how to build a more diversified portfolio.
- Market: several strategies on the same market can move together.
- Timeframe: similar timeframes can react to the same moves.
- Direction: a long-only mix depends on one market direction.
- Behaviour: strategies built on the same logic can fail together.
- Correlation: how closely strategies' results move together.
- Portfolio drawdown: the combined drawdown, not each strategy's alone.
The workflow
From SQX research to a monitored portfolio.
01
Research in StrategyQuant X
Generate, test and filter strategy candidates in SQX.
02
Export the supported data
Export the Databank CSV and a trade-list CSV for each strategy you want to import.
03
Import and validate in SIPS
SIPS validates the dataset and makes a successful import your active dataset.
04
Qualify and organise
Qualification runs against your Strategy rules. Review the library and refine the rules.
05
Build and compare portfolios
Run Portfolio Builder on your qualified strategies, then compare the retained candidates.
06
Monitor selected portfolios
Where MT5 monitoring is connected, compare a portfolio's live behaviour with its own history in SIPS.
Learn more
Guides for the SQX workflow.
FAQ
StrategyQuant workflow questions.
Does SIPSALGO connect directly to StrategyQuant X?
No. Today the workflow is a manual export from StrategyQuant X and an import into SIPS. A direct SQX connection is not current functionality.
What StrategyQuant files does SIPS currently import?
One Databank CSV exported from StrategyQuant X, plus one trade-list CSV for each strategy you want to import. Each trade file's name must match that strategy's name in the Databank.
Is SIPSALGO affiliated with StrategyQuant?
No. SIPSALGO and StrategyQuant X are separate products built by separate companies. No endorsement, partnership or commercial affiliation is implied; SIPS simply supports importing data exported from StrategyQuant X.
Does SIPSALGO generate trading strategies?
No. Strategy research and generation stay in StrategyQuant X. SIPS focuses on analysis, qualification, portfolio construction and comparison, and live monitoring.
What happens after SQX strategies are imported?
A successful import becomes your active dataset, and strategy qualification runs automatically, so your Qualified and Failed counts are ready without an extra step.
Can SIPS help select strategies for a portfolio?
SIPS qualifies strategies and searches portfolio combinations using rules you define, then lets you compare the results. It does not tell you what you should trade.
Plans
Take your SQX library into portfolio analysis.
Compare SIPSALGO plans and see what each includes on the Pricing page.
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.