Portfolio composition exercise, scored on the displayed aggregates. It is not a historical backtest.
Select 3 to 5 strategies and allocate 100% of your capital.
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The Academy Challenge is the final exercise of the Strategy Arena Academy: a portfolio composition exercise. Select 3 to 5 strategies from the list, allocate 100% of the capital, and the page computes an allocation score from the aggregates displayed for each strategy (PnL and win rate from the BTC arena). No historical backtest is run: the portfolio is not replayed through time, and no drawdown, Sharpe ratio or correlation is computed.
Your score is calculated across 4 axes: allocation-weighted PnL (40 pts), number of strategies (20 pts), largest allocation on one strategy (20 pts) and average win rate (20 pts). Reach 75/100 to unlock Gold level and earn a free Operator month. This challenge draws from Harry Markowitz's Modern Portfolio Theory — diversification is key.
To go deeper, explore the Backtest Engine to test individual strategies, or the Smart Portfolio for AI-optimized allocations.