Portfolio Construction

From: To:

From: To: Step %: Rebal days: Min alloc %: Precision:

Regular Margin Margin + Hedge

Objectives:

History range From: To: Forecast To:

Precision: Block years: to Seed: Starting value: Withdraw every days Income %

From: To:

From: To: Step %: Max: %

From: To:

Portfolio Target value

From: To:

Borrowed alloc: %

Margin spread: %

From: To:

Top DD:

MC Buffer: %

Max Lev: x

Financing: bps over ff (box spread)

Extra Margin Periods

Backspread Overlay

From: To: Precision:

Top DD:

Backspread Overlay

History:

From: To: Live from:

Mode:

Apply gap events (CHF de-peg 2015)

From: To: Rebal days: Mode: Cash on hand: Max leverage %: 0% = 1:1 Priority:

Equiv:

0% $0