Examples

Three default portfolios worked through with real numbers from their Trades lists, so you can watch weights and rules turn into actual purchases.

The other pages explain the mechanics; this one checks them against what the app actually did. All three examples use the full window from 1 January 2015, with an account that starts at 100, and every amount can be found on the board's Trades tab. A strategy's budget is the share of the account it may spend on its next purchase.

All-Weather Index: from rule to budget

All-Weather has one rule, driven by Andromedus T2 - BTCUSD/SPX. While it's Long (BTC beating the S&P 500) the classes get Crypto 40, Stocks 35, Gold 15, DCA 10; while it's Flat, Crypto 25, Stocks 50, Gold 15, DCA 10. Inside each class the Weights panel splits further, so to find one strategy's budget you multiply down the tree.

Each column adds up to 100. On 1 January 2015 Andromedus was Flat, so the right-hand column applied, and the first rows of the Trades list match it exactly: RMO Brick Path bought for 15.0, the two DCA plans for 6.0 and 4.0, and on 2 January the two SOXX strategies for 24.5 and 10.5. The BTC and gold strategies were Flat, so their budgets simply waited in cash.

Then a surprise. On 25 June 2015 Lisan al-Gaib C4.2 - BTCUSD bought for 7.97 with the account at 99.6. That's 8%, not 6.8. The reason is that ETH and HYPE had no prices yet, and in a dynamic mix a class's budget goes to the strategies in it that can trade. So the five BTC strategies shared the full 40: eight each. See Backtest fallback and late listings.

Open Portfolios, pick All-Weather Index [GPS], click Trades, and scroll to the bottom of the list to find these first rows.

Golden Path: levels in action

Golden Path's rule follows the ESMA Snap Accumulator DCA plan with weight levels. At 80% or more the split is Crypto 45; below 80%, 40; below 60%, 35; below 40%, 30. Stocks and gold pick up the difference.

Follow one strategy, Von Lohengramm T7 - BTCUSD, which gets 15% of BTC. Before HYPE and VVV had prices, BTC's part of Crypto was 80% instead of 60%, so the budget was Crypto × 12% before December 2024 and Crypto × 9% after.

Divide each amount by the account and you get the budget. In early 2019, with BTC cheap, the plan was fully bought and crypto got its biggest share; in mid-2018, after the 2017 boom, the plan held nothing and crypto got its smallest. The 2019 position wasn't trimmed when the plan's weight later fell. It stayed until the strategy's own exit, because rules only size the next purchase.

Altcoin Rotation: waiting for HYPE

Altcoin Rotation is 100% Crypto. Two rules each give HYPE 20% of Crypto (10% while their driver is Flat), two give VVV 5% (nothing while Flat), and BTC gets the rest. Its fallback is Von Lohengramm T7 - BTCUSD.

Before HYPE existed, both HYPE drivers were Flat, so HYPE's claim was 10 + 10 = 20% of Crypto. That 20% waited in the fallback, and the BTC strategies shared the other 80%. On 25 June 2015 Lisan al-Gaib C4.2 (20% of BTC) bought for 16.0, which is 80 × 20%. On 5 July Von Lohengramm T7 turned Long and HYPE's 20% was parked in it (20.16 of an account of 100.8). The same day Von Lohengramm T7 and Goldenbaum T3 each asked for 24.19 and got 23.94: cash ran slightly short, so both were scaled down a little.

On 1 December 2024 the account stood at 600,492. HYPE's waiting share, 120,098 (exactly 20%), was released to cash, and the four HYPE strategies that were Long bought straight away:

The other two HYPE strategies entered later, on their own signals. From then on, each time a HYPE/BTC driver turns Long, the next HYPE purchases get a bigger budget and the next BTC purchases a smaller one.

Related

• Dynamic mix: rules
• How the simulated account moves
• Static mix and weights
• Backtest fallback and late listings