Model book
Set weights for a sample book. The desktop app reads your real Kraken balances; this demo uses the same engine on a book you choose.
Today's weights, backcast against BTC buy-and-hold
Ex-ante: today's weights applied to Kraken's closed daily bars (up to 720). It shows how this book would have moved, not a track record. The forming candle is excluded.
Holdings
Deepest drawdowns of the backcast
One-day VaR, four models
VaR 99% backtest: rolling 250-day window, one step ahead
Kupiec tests whether the number of exceptions matches 1%. Christoffersen tests whether exceptions cluster. A model fails if either p-value is below 0.05.
This book through past crashes
30-day NAV fan: block bootstrap (5-day blocks), zero drift
Liquidity against Kraken's own volume
ADV is the 30-day average daily USD volume on the Kraken USD pair. Days to exit assumes selling at 10% of daily volume.
Active return vs BTC, last 365 days
Allocation (cash vs invested), BTC beta and selection add up exactly to the active return. Static weights; past rebalancing is not modelled.
BTC/USD setup (advisory)
Trend strategy on daily bars, risking 0.5% of a $10,000 account to an ATR stop. The desktop app can only pre-fill its order ticket from this, and this demo has no order path at all.