Performance Charts
Strategy vs. SPY
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Strategy vs. SPY
Both lines start at $100,000 and compound daily returns.
Strategy vs. SPY — shaded by Quadrant
Background shading shows which market quadrant (trend × volatility regime) was active each day.
Strategy vs. SPY — shaded by Regime Warning
Red shading marks days the Regime Warning overlay was active (caps exposure at 200%).
Strategy vs. SPY — shaded by Sector Rotation
Gold shading marks days the Sector Rotation overlay was triggered (caps exposure at 100%).
Strategy vs. SPY — shaded by Investment %
Background shading shows the exact position size (300% / 200% / 100% / 0% / -50%) held each day.
Drawdown
Percent below the running all-time-high portfolio value, for both SPY and the strategy.