Layer 01
Strategy intelligence
Assess individual strategies through structured performance, consistency and behavioural metrics — so the picture of a strategy is more than one summary number.
Strategy intelligence. Better portfolios.
Build better algorithmic trading portfolios.Make better decisions.Deploy with confidence.
SIPS brings strategy analysis, portfolio construction, robustness testing, trade-distribution analysis and decision reporting into one structured platform — so portfolio choices are made with context, not on a single backtest.
Workspace
DashboardStrategiesPortfolio BuilderPortfolio ComparisonStrategy SelectionMonte CarloTrade DistributionPortfolio HealthReports
HelpSettings
Portfolio overview
Illustrative dataStrategies indexed
1,248
In workspace library
Portfolio candidates
32
Awaiting comparison
Robustness runs
14
4 queued
Health index
76/100
Composite, illustrative
Simulated portfolio path
CandidateReference
Portfolio health
IllustrativePortfolio candidates
Illustrative data| Candidate | Strategies | Corr. avg | Score | State |
|---|---|---|---|---|
| Candidate 12 | 18 | 0.14 | 96 | Active |
| Candidate 08 | 14 | 0.21 | 93 | Active |
| Candidate 03 | 22 | 0.27 | 90 | Active |
| Candidate 06 | 11 | 0.33 | 88 | Draft |
Portfolio Builder
Assemble portfolio candidates from your strategy library under controlled rules.
Strategy Intelligence
Structured quality, consistency and behaviour metrics for every strategy.
Monte Carlo
Simulate outcome ranges instead of relying on one historical path.
Trade Distribution
See how activity spreads across strategies, instruments and time.
Portfolio Health
A composite read on stability, diversity, correlation and depth.
Decision Reports
Comparison reports built to support a portfolio decision, not decorate it.
Built for serious strategy development
Strategy developersQuant tradersPortfolio buildersSystematic tradersProp firm tradersResearch teams
SIPS is a set of analytical tools for building and comparing strategy portfolios. Prop-firm workflows are one supported use case among several, not the whole product.
What SIPS does
One platform.
Multiple layers of intelligence.
SIPS brings strategy evaluation, portfolio construction and robustness analysis together within one structured decision process.
Layer 02
Portfolio intelligence
Understand how strategies interact when combined, rather than judging each strategy only in isolation. Interaction is where portfolio behaviour actually comes from.
Layer 03
Robustness analysis
Use simulation and stress testing to explore uncertainty, drawdown ranges and portfolio resilience across many possible paths.
Layer 04
Trade distribution engine
Analyse how trading activity is distributed across strategies, instruments and time within the portfolio — and where activity concentrates without anyone intending it to.
Layer 05
Decision reporting
Compare strategies and portfolios through structured reports designed to support a decision and leave a record of why it was made.
The SIPS workflow
From strategies
to portfolio decisions.
A repeatable four-stage process. Each stage narrows the field with evidence rather than preference.
01
Import & organise
Bring strategy and trade data into one structured environment with consistent metadata.
02
Analyse
Evaluate quality, behaviour, consistency and portfolio fit across the library.
03
Test & diversify
Assess correlation, robustness, distribution and how candidates interact under stress.
04
Build & compare
Create and compare portfolio candidates through a controlled, documented workflow.
Portfolio intelligence
A strong strategy
doesn't automatically
create a strong portfolio.
Portfolio decisions need context that individual strategy metrics cannot provide. Two strong strategies can be a weak pair. SIPS reads strategy quality, diversification, behaviour, robustness and trade distribution together, so a candidate is judged as a portfolio rather than as a stack of separate results.
Correlation in context. Pairwise and portfolio-level relationships, not a single average.
Behaviour classification. Group strategies by how they actually behave, not by label.
Composite health. One readable indicator backed by its component scores.
Correlation matrix
S1S2S3S4S5S1S2S3S4S5
Composition
Score breakdown
Composite76/100
Diversity82
Stability71
Depth64
Behaviour mix
4 groups
Avg. correlation
0.21
Health state
Balanced
Monte Carlo & robustness
Understand the range.
Not just the backtest.
A backtest is one path out of many that could have happened. SIPS resamples and simulates to show the range of possible outcomes, how deep drawdowns tend to run, and how much of the result depends on sequence rather than edge.
Confidence bands. See where outcomes cluster and where the tails sit.
Drawdown ranges. Plan around a distribution rather than a single worst case.
Scenario paths. Compare candidates on stability of outcome, not headline result.
Simulated outcome range
MedianSample paths
Outcome distribution
Drawdown range
Trade distribution engine
See how the portfolio
actually trades.
Headline metrics hide where the activity comes from. A portfolio can look diversified while three strategies produce most of its trades, or while exposure clusters into a single session. The distribution engine exposes that shape across strategies, instruments and time.
Contribution. Which strategies drive the portfolio's trade count and exposure.
Timing. How activity spreads across sessions, days and market conditions.
Concentration. Flags where a portfolio depends more narrowly than it appears to.
Strategy contribution
Share of tradesTrade frequency by session
Instruments
9
Top-3 share
49%
Concentration
Moderate
Platform capabilities
Built for the full
portfolio workflow.
Every stage of the process has a dedicated tool, and each one writes into the same workspace.
Strategy Selection Intelligence
Rank and filter a library against portfolio-aware criteria.
Portfolio Comparison
Put candidates side by side on the same measures.
Portfolio Health
Composite indicator backed by readable component scores.
Portfolio Set Intelligence
Work across whole sets of portfolios, not one at a time.
Strategy Behaviour
Classify strategies by how they trade, not what they're called.
Correlation Analysis
Pairwise and portfolio-level relationships over time.
Monte Carlo Robustness
Outcome ranges, drawdown bands and scenario paths.
Trade Distribution Engine
Where trades come from, and where they concentrate.
Reports & Decision Support
Structured output that records the reasoning behind a choice.
The SIPS member platform
One structured
workspace.
Your strategies, portfolio tools, analysis and reports — together in one structured workspace, with the same design language as the rest of SIPS.
DashboardStrategiesPortfoliosAnalysisReportsAccount
Portfolios
32
Strategies
1,248
Reports
57
Recent strategies
Illustrative| Strategy | Behaviour | Score | State |
|---|---|---|---|
| Strategy 041 | Trend | 91 | Indexed |
| Strategy 118 | Mean rev. | 87 | Indexed |
| Strategy 073 | Breakout | 84 | Review |
| Strategy 026 | Range | 80 | Review |
SIPS Insights
Research, portfolio thinking
and practical guides.
Written for people building systematic strategies and deciding what belongs in a portfolio.
Diversification & Correlation
Correlation in Algorithmic Portfolios: What It Tells You — and What It Doesn't
Low historical correlation is genuinely useful information. It is not a guarantee, and it is not the same thing as understanding why two strategies behave differently.
Read article
Backtesting & Robustness
Monte Carlo Testing Explained: Why One Equity Curve Is Only One Path
A historical backtest shows one sequence of trades that actually happened. Monte Carlo simulation reshuffles that evidence to show a plausible range of outcomes.
Read article
Portfolio Trading
Why the Best Individual Strategies Don't Always Build the Best Portfolio
A strategy can pass every individual test and still be a poor addition to a specific portfolio. Why strong backtests don't automatically combine into a well-diversified result — and what to check instead.
Read article
Get started
Build portfolios
with more context.
Bring strategy analysis, robustness testing and portfolio intelligence into one structured workflow.
Software and risk notice. SIPSALGO provides software tools for strategy and portfolio analysis. Trading and investment decisions involve risk, and analytical tools cannot guarantee future performance. Nothing on this page is financial advice or a recommendation to trade.