Portfolio Simulator

What does adding
the BLT Engine do
to your portfolio?

Adjust your base portfolio and BLT allocation. See real-time Sharpe improvement, equity curve evolution, and decorrelation impact — built from 17 years of backtested data.

Configuration panel
BLT Engine allocation 20%
Base portfolioBLT Engine
Base portfolio Sharpe 0.50
Base portfolio volatility 12%
Base portfolio preset

BLT Engine (fixed)

Mean CAGR (all)+9.57%
Volatility (est.)~14%
Correlation (β)≈ 0
Sharpe (est.)~0.65

Important

Simulation based on backtested data 2008–2025. Past performance does not guarantee future results. For illustrative purposes only.

Combined Sharpe ratio
0.78
▲ vs base: +0.28
Portfolio volatility
10.8%
▼ reduced by 1.2%
Expected annual return
+7.8%
▲ vs base: +1.8%
Optimal BLT weight
20%
Mean-variance optimal
Sharpe ratio improvement · Base vs combined portfolio
Base portfolio0.50
With BLT Engine0.78
BLT Engine alone~0.65
◎
SRcombined = √(SRP² + SRA²) = √(0.50² + 0.65²) = 0.82. When correlation ρ ≈ 0, any addition with positive Sharpe strictly improves the combined ratio.
Simulated equity curve 2008–2025 · $1,000,000 initial · Base vs combined portfolio
Annual return comparison · Base vs combined
Correlation matrix · BLT Engine vs major asset classes
vs Equities
0.037
vs Bonds
0.041
vs CTA
0.112
vs Gold
0.098
vs Credit
0.051
vs 60/40
0.044
△
Category IV structural decorrelation — near-zero beta across all major asset classes, maintained through both crisis and normal regimes. Not a statistical artifact: regime-invariant by instrument universe construction.
Drawdown analysis · Combined portfolio vs base · BLT Engine acts as crisis buffer

Ready to discuss
an allocation?

Institutional enquiries reviewed personally within 5 business days.

Get in touch →

This website is for informational purposes only and does not constitute an offer or solicitation to buy or sell any financial instrument. All performance data is backtested and simulated — not live. Past performance does not guarantee future results. OrgaX LLC. For qualified professional and institutional investors only. · Full legal disclaimers →