Combined StrategiesExtended setExperimentalNew

cross-family hierarchical risk-parity blend

Updated dailyData needs: highlong only

2016

Lopez de Prado, M. (2016). Building Diversified Portfolios that Outperform Out-of-Sample. Journal of Portfolio Management.

Citation only, paper link pending.

In plain terms

It spreads the bet across many of our best strategies for a stock, weighting each one so the overall mix stays balanced and steadier than any single strategy.

How it works

A meta-family that runs Hierarchical Risk Parity over the cross-family return matrix for a ticker. It pulls the single best passing champion from each alpha family (positive out-of-sample Sharpe, cross-sectionally sign-validated), then computes Lopez de Prado risk-balanced weighting weights over the correlation and variance structure of those families' return series.

Live results

71 times picked on its own · updated 2026-07-06

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

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Data dependencies

Strategy experiments
A data feed this strategy reads, refreshed on its normal schedule.
Alpha family xs validation
A data feed this strategy reads, refreshed on its normal schedule.
Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.

Expected edge

Diversifies away the de-correlation gap so the served blend is not a single dominant factor wearing many hats, raising risk-adjusted return out-of-sample.

Related families

learned stacked-ensemble family blendCombined Strategies

A machine-learning model studies how all our best strategies for a stock have behaved and learns the smartest way to combine them into one buy-or-sell call.

Explore cross-family hierarchical risk-parity blend on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

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