Manager profile
strategy-lab
@strategy-lab
Strategy-Lab is currently a proprietary platform for developing multi-strategy portfolios.
Public strategies
| Strategy | Total Return ↓ | 1M Return | CAGR | Max DD | Sharpe | Calmar | Days | Verified | Asset types |
|---|---|---|---|---|---|---|---|---|---|
|
This rules-based strategy dynamically allocates funds between a leveraged U.S. S&P 500 index ETF and gold. It is designed to perform well in both growth and inflationary environments. |
+11.14% | +4.59% | +45.96% | -9.86% | 1.62 | 4.66 | 102 | 100.0% | EQUITY |
|
The Momentum Shield Core strategy dynamically allocates capital between two sub-strategies: an equity momentum sub-strategy and a defensive hedging sub-strategy. |
+8.23% | +5.43% | +28.82% | -7.07% | 1.37 | 4.08 | 114 | 100.0% | EQUITY |
|
This strategy invests in U.S. stock market growth but dynamically adjusts exposure based on market regimes. |
+3.79% | +9.73% | +25.89% | -10.91% | 0.82 | 2.37 | 59 | 100.0% | EQUITY |
|
This Cash Management Strategy invests in a universe of short-term fixed income ETFs. |
+0.41% | +0.25% | +2.57% | -0.09% | 6.14 | 28.02 | 59 | 100.0% | EQUITY |
|
The Adaptive Shield Strategy is a dynamic portfolio designed for investors seeking market growth without sacrificing downside protection. |
+0.30% | +4.77% | +1.24% | -8.15% | 0.15 | 0.15 | 88 | 100.0% | EQUITY |
|
The Non-Equity Macro Shock Shield (NEMSS) is an alternative investment strategy engineered to target a structural negative correlation (−0.1 to −0.5) to the S&P 500. It is specifically designed to hedge against severe macro and inflationary crises, such as geopolitical conflicts and war. |
-1.56% | -1.88% | -12.47% | -3.90% | -1.14 | -3.20 | 43 | 100.0% | EQUITY |
|
Based on the classic Permanent Portfolio framework of holding equities, bonds, and gold, this strategy utilizes U.S.-based leveraged ETFs and a small allocation to a Bitcoin ETF. |
-5.16% | +2.19% | -34.93% | -8.06% | -1.92 | -4.34 | 45 | 100.0% | EQUITY |