Multi-Strategy Portfolio

Combine strategies, set weights, backtest & analyze diversification

QUICK PRESETS

SELECT STRATEGIES (2-8)

PORTFOLIO PERFORMANCE

EQUITY CURVES

STRATEGY BREAKDOWN

Strategy	Weight	PnL	Sharpe	Max DD	Win Rate	Trades

DIVERSIFICATION ANALYSIS

CORRELATION MATRIX

Smart Portfolio: Markowitz theory applied

Smart Portfolio applies Markowitz's theory to combine the arena's best strategies into an optimal portfolio. It calculates the efficient frontier, minimum variance portfolio and optimal allocation based on the Sharpe ratio.