Interactive tool
Portfolio & correlation simulator
Select any combination of strategies to see their historical equal-weight return, Sharpe ratio, maximum month-end drawdown and Bitcoin correlation on fixed capital.
- Selected strategies
- 3
- 12M combined return
- +176%
- Combined Sharpe
- 5.50
- Max drawdown
- −2.6%
Event Repricing, Event Echo, Event Expectations
24M: +310% (fixed capital)
Annualised vol: 28.2%
Corr. to BTC: −0.13
Select strategies to combine (equal weight)
Apply for selectedSimulates an equal-weighted allocation on fixed capital where each selected strategy runs in its own account. Past backtest and live returns do not guarantee future diversification.
Lowest-correlation strategy pairs
Pairs ranked by closeness of monthly return correlation to zero over shared history.
| Strategy A | Strategy B | Pairwise corr. | 50/50 Sharpe | 50/50 Max DD |
|---|---|---|---|---|
| Policy Echo (Macro Event) | Trend Following (Trend) | −0.00 | 1.51 | −3.4% |
| Conditional Drift (Event-Driven) | Trend Following (Trend) | −0.00 | 2.46 | −4.0% |
| Event Expectations (Event-Driven) | Trend Following (Trend) | −0.00 | 3.46 | −3.3% |
| Cycle Rhythm (Seasonality) | Session Rhythm (Cross-Market) | −0.01 | 2.39 | −0.6% |
| Seasonal Drift (Seasonality) | Policy Pulse (Macro Event) | 0.01 | 2.04 | −4.3% |
| Cycle Rhythm (Seasonality) | Market Spillover (Cross-Market) | −0.01 | 1.88 | −1.6% |
| Seasonal Strength (Seasonality) | Seasonal Weakness (Seasonality) | 0.01 | 3.12 | −4.6% |
| Conditional Drift (Event-Driven) | Policy Pulse (Macro Event) | 0.01 | 2.45 | −3.2% |
| Seasonal Weakness (Seasonality) | Seasonal Drift (Seasonality) | −0.01 | 3.20 | −4.3% |
| Event Repricing (Event-Driven) | Seasonal Strength (Seasonality) | 0.01 | 4.25 | −0.5% |
| Event Repricing (Event-Driven) | Policy Echo (Macro Event) | 0.01 | 3.88 | −0.3% |
| Seasonal Drift (Seasonality) | Cycle Rhythm (Seasonality) | 0.02 | 2.30 | −4.1% |
Build your strategy allocation
Read our study on correlation and diversification or apply by email for strategy rules.