Backtested AI strategies for diversifying your income
Policyzone analyses historical market data to generate risk-adjusted recommendations. Every strategy is tested before it reaches your terminal.
Policyzone analyses historical market data to generate risk-adjusted recommendations. Every strategy is tested before it reaches your terminal.
No discretionary calls. Each recommendation passes through three fixed stages before release.
Historical price, volatility and macro data are processed across equities, bonds and derivatives.
Candidate strategies are run against past market cycles to test consistency under varied conditions.
Strategies that pass simulation are delivered to your terminal for manual or automated action.
Figures are tracked against defined benchmarks rather than presented in isolation.
| Metric | Description | Reporting |
|---|---|---|
| Historical Return Analysis | Performance of each strategy against its benchmark index over rolling periods | Weekly |
| Risk-Adjusted Return | Volatility-adjusted comparison between active strategies | Weekly |
| Drawdown Mitigation | Maximum observed loss relative to an unmanaged benchmark position | Monthly |
| Signal Accuracy | Rate of directionally correct calls on tracked instruments | Daily |
Every strategy is tested against a minimum of five years of market data before release. Models that fail to hold up across at least three distinct market regimes are rejected before deployment.
Policyzone was built for professionals who want a second income stream grounded in evidence, not opinion. The platform applies predictive models to market data and reports results in the open.
We do not publish forecasts dressed up as certainty. Every output is traceable to a model, a dataset and a test period you can review.
Built to support income decisions without requiring a trading desk.
Signals refresh on new data rather than a fixed schedule. Each one carries the model, timeframe and confidence basis behind it.
Positions are scored on volatility, correlation and drawdown history before they reach your view. Nothing is presented without context.
The model accounts for assets you already hold, reducing redundant or overlapping risk rather than adding to it.
Specifications are published rather than claimed. No testimonials, only method.
Each model is governed by fixed parameters for lookback period, rebalancing frequency and exposure limits. Parameters are reviewed after every market cycle, not adjusted ad hoc.
Market data is drawn from licensed exchange feeds and regulated financial data providers. No scraped or unverified sources are used in model training.
Signals refresh daily. Risk scores recalculate weekly. Full model parameters are reassessed at the close of each quarter.
Any model failing to meet its backtest threshold is suspended from live output until retested against updated data.
Enter your email to receive terminal access details and current backtest reports.