Workflow
From a signal idea to its risk and crowding
A rotation or carry signal looks good in isolation and you need to know what it is actually exposed to.
From a signal idea to its risk and crowding
Starts when: A rotation or carry signal looks good in isolation and you need to know what it is actually exposed to.
A signal's backtest is the least interesting thing about it. The sequence measures the signal, then asks what it is correlated with, how crowded it is, and what it would do to a portfolio that already holds something.
- CTA / Systematic
CTAPortfolio plan
Inspect the systematic signals across the futures universe, with their crowding measures.
You get: Per-market signal state and a crowding read, with the construction shown.
- Sector Rotation
SECTProfessional plan
Place the signal against the rotation and relative-strength picture.
You get: Rotation state with the lookback stated.
- Return Probability
RPROBProfessional plan
Look at the historical distribution of outcomes from this state, not just the mean.
You get: A distribution with its sample size — which is the number that decides whether it means anything.
- Risk Dashboard
RISKPortfolio plan
Push the resulting exposure through the risk dashboard.
You get: Factor and scenario sensitivities for the portfolio that would hold it.
Limits. Backtested and modelled results are not live performance, and small samples flip correlation signs easily — sample size is shown next to every distribution for that reason. The terminal does not execute.
Your macro process, connected
Bring your own question to the walkthrough.
Request access to the terminal, or speak with us about an institutional workflow.