SignalART is a rule-based, sector-driven strategy
designed to capture persistent market trends.
This page presents three perspectives:
- Theoretical performance under ideal conditions
- Implementable performance under realistic execution
- Conservative performance under delayed execution
These perspectives illustrate how execution constraints
impact real-world performance.
Theoretical Backtest (Ideal Conditions)
This chart presents the performance of the SignalART strategy under fully controlled conditions.
- Monthly rebalancing with zero delay
- No transaction costs or slippage
- No lookahead bias
This reflects the theoretical performance of the strategy without execution constraints.
Realistic implementation of the SignalART strategy.
- Transaction costs included
- No execution delay
- No lookahead bias
Represents a practical baseline for real-world performance.
Conservative implementation of the SignalART strategy.
- Transaction costs included
- Execution delay applied
- No lookahead bias
This represents a downside scenario under realistic execution constraints.
Drawdown Structure
(Monthly vs Daily vs Intraday)
Drawdowns increase as observation frequency becomes more granular.
Monthly:
End-of-month equity observations
Daily:
Intra-month fluctuations
Intraday:
Worst-case path-dependent drawdowns
Monthly data often understates actual risk exposure.
Daily and intraday observations reveal materially deeper drawdowns under stressed market conditions.
Results shown are hypothetical and may differ from actual performance.
Enhanced Strategy
(Adaptive Model)
The original strategy framework was redesigned using a regime-based adaptive structure.
Risk exposure is increased during strong market trends and reduced during weaker or non-trending environments.
This adaptive approach improved return efficiency while significantly reducing drawdown severity.
The current SignalART implementation is based on this framework.
LIVE-Based Validation
Due to the evolving nature of asset selection, regime adaptation, and portfolio construction,
full historical reconstruction under the current methodology is intentionally not presented.
Instead, SignalART emphasizes validation through actual live execution.
Enhanced Strategy performance history will continue to be reconstructed incrementally alongside live operation.