Regime-conditional stock selection with honest walk-forward validation. One signal, one watchlist, one chart — every week, free.
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Market Conditions
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Composite risk score · drag the handles below to zoom · green <0.35 · red >0.55
All results are walk-forward out-of-sample. No backfill. No in-sample optimization.
Total Return
+125.2%
vs SPY +113.7%
AI Sleeve CAGR
+46.8%
Since 2024 · Sharpe 2.00
Max Drawdown
−17.9%
AI Sleeve, OOS
Walk-Fwd Folds
26
All out-of-sample
Full strategy CAGR +11.73% · SPY +10.93% · Sharpe 0.633 (includes pre-AI-sleeve history since inception). AI Sleeve live since 2024-01-01 with regime-conditional routing.
FCI, VIX, turbulence, yield curve, and GARCH volatility are synthesized into a single composite risk score, updated daily.
A regime router assigns momentum, blend, or flat — suppressing equity exposure entirely when conditions are adverse.
A gradient-boosted classifier scores every investable stock. The top 3% by predicted return enter the portfolio.
One signal, one watchlist, one chart. Every Monday morning, free.