Build your portfolio and pass the test of History
Select 3 to 5 strategies and allocate 100% of your capital.
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The Time Machine Challenge is the final exam of the Strategy Arena Academy. After completing lessons on algorithmic trading and artificial intelligence, it's time to prove what you've learned. Build a portfolio by selecting 3 to 5 strategies from the 50+ available, allocate your capital, and let the Time Machine backtest your allocation on 6 months of real historical data.
Your score is calculated across 4 axes: PnL performance (40 pts), diversification (20 pts), risk management (20 pts) and strategy quality (20 pts). Reach 75/100 to unlock Gold level and earn a free Elite 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.