Skip to main content

Checking access...

Portfolio Strategy

RCDA

Walk-forward

Regime-Conditional Defensive Allocation — hedge overlay for AMRI

Rebalancing
Daily
Universe
SPY + Hedge Basket
As of
...
--
Annualized Return
--
Max Drawdown
--
During 2008 GFC
SPY: -55%
--
Sharpe Ratio
--
Avg. SPY Allocation

Backtest 2008 to present. Walk-forward test active since May 10, 2026.

The Strategy

RCDA (Regime-Conditional Defensive Allocation) is a defensive overlay for the AMRI model. When AMRI exits to cash, instead of holding idle capital, RCDA identifies the current macroeconomic regime and deploys a tailored basket of defensive assets.

The regime classification distinguishes between four states: expansionary, inflationary, deflationary, and liquidity stress. Each regime has a different optimal composition of hedging instruments. When AMRI is invested in equities, RCDA is inactive and the portfolio simply holds SPY.

Walk-forward test active since May 10, 2026. All historical data before this date represents backtested performance.

How It Works

The overlay monitors daily macro signals. When AMRI moves to cash, RCDA classifies the current regime and allocates across hedging instruments such as long-duration Treasuries, gold, managed futures, TIPS, the dollar index, and short-term bills. Allocation weights shift with the regime.

The dashboard shows the combined performance: AMRI's equity periods plus RCDA's hedge basket during cash periods. The shaded area marks the start of the walk-forward test.

4
Macro Regimes
Overlay
For AMRI Model
Daily
Rebalancing

Simulation Settings

Set your start date and initial capital. RCDA overlays the AMRI model with a regime-conditional hedge basket during cash periods.

Model Performance

Drawdown

Peak-to-trough decline

Historical Position

SPY vs Hedge Basket over time

Macro Regime

Regime classification over time

Current Signal

--
AMRI Composite
--
Position
--
Regime
--
Days in Position

Current Allocation

Walk-Forward Test

--
RCDA Return
--
vs AMRI
--
SPY
--
Days Live

Crisis Performance

Crisis RCDA SPY
2008 GFC---55%
2020 Covid---34%
2022 Bear---25%

RCDA vs AMRI vs SPY

Metric RCDA AMRI SPY
CAGR------
Volatility------
Sharpe------
Max DD------

Regime Allocation Matrix

When AMRI signals CASH, RCDA deploys a hedge basket conditioned on the current macro regime:

Detailed Metrics

Model Value
--
--
YTD Return
--
SPY: --
Volatility
--
Sharpe Ratio
--
Sortino Ratio
--
Max Drawdown
--
Calmar Ratio
--
Beta vs SPY
--
VaR (95%)
--
SPY Allocation
--
Up Capture
--
Down Capture
--

Statistical Validation

RCDA was validated using a multi-phase robustness framework before deployment. All tests were conducted on the fixed production strategy.

Permutation Test passed
p = 0.0025

10,000 random position sequences with identical average market exposure. Fewer than 0.3% matched the observed risk-adjusted return.

Block Bootstrap passed
CI: 0.27 – 1.12

95% confidence interval for the Sharpe ratio from 10,000 block bootstrap samples (6-month blocks). Entirely above zero.

Deflated Sharpe Ratio passed
DSR = 1.0

Probability that observed Sharpe exceeds what would be expected by chance given the number of trials. Based on Bailey & Lopez de Prado (2014).

CPCV Out-of-Sample passed
100% positive

Combinatorial purged cross-validation across all non-overlapping splits. Median OOS Sharpe of 0.70, all splits positive.

Noise Injection passed
Monotonic

Increasing noise levels produce monotonically decreasing Sharpe ratios, confirming the model captures genuine signal rather than noise artifacts.

Benchmark Attribution passed
Risk-adjusted

Significant improvement in Sharpe ratio and CVaR reduction versus AMRI standalone. The overlay adds measurable risk-adjusted value.

Validation framework based on White (2000), Politis & Romano (1994), and Bailey & Lopez de Prado (2014). All tests were conducted on the fixed production strategy without post-hoc parameter tuning.