Wealth-Lab Portfolio
The portfolio was initially established in 2016 with a small set of two systematic trading strategies. From the outset, the focus was on building a fully rule-based, process-driven framework with an emphasis on robustness and long-term survivability. Over time, one of the original strategies proved structurally sound and remains part of the portfolio today, while the other was retired as part of a disciplined validation and selection process.Between 2019 and 2023, the portfolio was systematically expanded through the addition of new strategies, each introduced following extensive research, testing and validation. These additions were not made simultaneously, but incrementally across multiple market cycles, allowing each component to be evaluated under different conditions before being integrated into the broader framework.
Throughout this period, all strategies were continuously refined and stress-tested, including through out-of-sample validation and portfolio-level analysis. Underperforming or redundant components were either improved or removed, ensuring that only resilient and complementary strategies remained.
The result is the current portfolio: a multi-strategy, regime-aware system composed of independently developed components that have been iteratively enhanced and integrated over several years. This evolutionary approach reflects a strong focus on process discipline, adaptability and the long-term stability of the overall system rather than short-term performance optimization.
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Risk-Regime Composite Score
The Risk-Regime Composite Score is a normalized 0–100 indicator that captures the overall market environment by combining trend strength and momentum
across multiple time horizons, enriched by a forward-looking volatility component providing an external view of market stress and implied volatility dynamics
It integrates a slow (structural), medium (confirmation), and fast (timing) component, along with their directional changes (slopes), into a single regime signal. Higher values indicate a stable, risk-on environment with strong and aligned trends, while lower values reflect deteriorating conditions, increased fragility, and a transition toward risk-off.
The score is designed for portfolio-level exposure control, helping to determine when risk should be increased, reduced, or avoided, rather than for precise trade entry timing. ● Risk-Regime Stretch Score
It integrates a slow (structural), medium (confirmation), and fast (timing) component, along with their directional changes (slopes), into a single regime signal. Higher values indicate a stable, risk-on environment with strong and aligned trends, while lower values reflect deteriorating conditions, increased fragility, and a transition toward risk-off.
The score is designed for portfolio-level exposure control, helping to determine when risk should be increased, reduced, or avoided, rather than for precise trade entry timing. ● Risk-Regime Stretch Score