Regime-Adaptive Backtesting
Automatic strategy switching based on detected market regimes using ML algorithms
Regime Detection
Adaptive Strategy
ML-Powered
Backtest Configuration
Configure regime detection and backtesting parameters
Loads symbols and core config from strategies saved in Backtest Engine.
Run a backtest to see results
About Regime-Adaptive Backtesting
How It Works
- Detects market regimes using ML algorithms (HMM, GMM, K-Means)
- Characterizes each regime by returns and volatility
- Maps regimes to optimal strategies (momentum or mean reversion)
- Automatically switches strategies when regime changes
- Tracks performance by regime for analysis
Benefits
- Adapts to changing market conditions
- Reduces losses in unfavorable regimes
- Maximizes gains in favorable regimes
- Systematic strategy selection