Systematic signals for allocators
Rules-based allocation signals, backtested across 22 years.
Bond, equity, and cross-asset signals updated daily after market close.
For informational purposes only. Not financial or investment advice. Terms · Privacy
13.7%
CAGR
SPY 11.2%
0.83
Sharpe ratio
SPY 0.60
−30.8%
Max drawdown
SPY −55.2%
83.7%
Time invested
SPY 100%
US equity strategy, Jan 2003 – Dec 2025. Model output only — past performance does not guarantee future results. Not financial or investment advice.
Three signals · one overlay
What the model covers
FLX-US Equity Momentum
50/30/20 momentum allocation across indices, sectors, and S&P 500 stocks. Weekly exit gate on the index sleeve.
Backtested max drawdown of −30.8% vs −55.2% for buy-and-hold SPY over 22 years. Model output only.
FLX-FI Momentum
Daily credit stress scoring across spreads, volatility, and rate signals. Designed to flag deterioration early.
Historically identified every major credit stress episode in the backtest period. Model output only — past performance is not indicative of future results.
FLX-Cross Asset Momentum
Four-asset regime rotator — SPY, GSG, TLT, SHY — rebalanced monthly to the highest-momentum asset.
210-day trend filter with drawdown stop. Systematic, no discretionary override. Model output only.
Regime Monitor
Macro scoring across equities, fixed income, and commodities. Shows which asset class the model currently favors.
Free overlay — always available, no trial required.
Approach
No black boxes. Every rule is published.
Rules-based
Every signal follows documented thresholds. No discretionary override — the model output is what it is.
Backtested
22 years of walk-forward testing across multiple market regimes. Full methodology and annual returns available for review.
Transparent
Model version, update time, and signal date shown on every page. Methodology documentation is open, not gated.
30-day free trial. No payment required.
Daily bond, equity, and cross-asset signals. Regime Monitor is always free.