Multi-Strategy Portfolio Optimizer

Multi-Strategy Portfolio Optimizer evaluates nine setups spanning trend-following, momentum, and mean reversion (from Supertrend and EMA crossovers through MACD, CCI, Donchian channels, and RSI trend to RSI reversion, Bollinger Bands, and Stochastic) in three parameter variations each, then averages the best of every category into one equally weighted equity curve: portfolio-aware allocation at its simplest, with no single methodology dominating the result.

How to Trade the Multi-Strategy Portfolio Optimizer?

• Best Setting per category: the dashboard shows the variation with the highest cumulative return over chart history, the configuration feeding the portfolio.
• Floating curves box: a thick white portfolio curve over faded individual strategy curves shows whether recent stability comes from the blend or from one hot strategy.
• Correlation heatmap: a rolling 100-bar Pearson correlation for every active pair (above 0.7 red for lockstep, near zero yellow for genuine diversification, below -0.2 green for natural hedging) summarized as a Diversification Grade.
• Trade zones: enable Show Past & Open Trades to audit simulated entries with their red stop-loss and green take-profit zones drawn on price.

Multi-Strategy Portfolio Optimizer Settings

• Enable [Strategy Name]: includes or excludes each strategy category from evaluation and the portfolio math.
• Enable Stop Loss & Take Profit: toggles the ATR-based exit engine.
• ATR Length, Stop Loss / Take Profit Mult: the volatility lookback and exit distances.
• Show Past & Open Trades: draws historical and live execution zones on the chart.
• Curves Length: lookback for the floating equity display, which auto-scales to fit its box.
• Dashboard controls: table visibility, position, curve box height and placement, and text size.

Frequently Asked Questions

How is the "Best Setting" chosen?

Is this a replacement for a full backtester?

How do I get access to the Multi-Strategy Portfolio Optimizer?