From strategies to a portfolio
that breathes

The Portfolio Builder selects strategies the way an allocator would: greedily adding the candidate that improves the basket most while keeping pairwise correlation under your cap. Return/drawdown (Calmar) is computed per strategy and for the combined basket, so diversification is measured — not assumed.

The Edge Health Monitor tracks each deployed strategy's forward equity against its Monte Carlo expectation band. Green, amber, red: performing as expected, degrading, or statistically broken. The hardest discipline in trading — retiring a dead edge — becomes a traffic light.