Select a portfolio type, toggle individual signals on and off, and watch the backtest recalculate in real time. Layer derivative hedges on top to see full protection.
Select Portfolio
Signal Controls
Simulation Results — Oct 2025 to Apr 2026
Cumulative Return (%)
Original
Signal-Adjusted
Signal + Hedge
Signal-Adjusted Allocation
As of Apr 10, 2026
Signal Event Timeline
Derivative Hedge Detail
Step 1
Signal detects risk
Crash probability rises to 22%, factor instability detected
→
Step 2
Derivative activates
Crash Probability Path Swap pays out as P(crash) exceeds fixed rate
→
Step 3
Portfolio protected
Derivative payout offsets equity losses during March drawdown
Instruments Used
Regime Transition Swap
Protects against correlation breakdown across asset classes