Dashboard consolidating backtest and analysis on a vol-weighted portfolio of Bitcoin, S&P 500 and Gold.
This dashboard backtests a volatility-adjusted portfolio combining Bitcoin, the S&P 500 and Gold, sized using EWMA volatility (here shown with a 30-day vol setting). Daily returns are used to estimate rolling EWMA vol for each asset, then portfolio weights are scaled so each asset targets a similar risk contribution. The result is a simple risk-balanced allocation that tends to de-risk high-vol regimes (often Bitcoin) and lean more on lower-vol assets (often equities or gold). Performance is shown as a normalized index in USD and compared to a US T-Bill proxy as a cash benchmark. Use the time-window buttons to evaluate regime behavior, drawdowns and diversification benefits across different market cycles.
Get insights into how being long the S&P 500 and Gold on a vol adjusted basis is performing
Track how are US Equities are behaving
Visualize how realized EWMA volatilities are changing across main asset classes
