Inside this simulator
Build a multi-asset client portfolio that includes a digital-asset sleeve, then run it forward through eight quarters of simulated markets. You set sleeve weights across US and international equities, investment-grade bonds, cash, REITs, gold, and spot BTC/ETH exposure, and you rebalance at each quarter-end while market events land on the book.
What you'll do
- Set initial target weights across seven traditional sleeves plus a crypto sleeve
- Rebalance quarterly and watch turnover, drift, and drawdown respond
- Absorb scripted market events — ETF approval, Fed pivot, exchange failure, inflation shock
- Compare ending Sharpe, max drawdown, and volatility against the benchmark allocation
Skills you'll evidence
- Risk-budgeting a crypto sleeve against a client's drawdown tolerance rather than expected return
- Choosing between calendar and threshold rebalancing policies
- Explaining why a 10% BTC sleeve behaves differently from a 25% sleeve
Who it's for
Advisors who are asked to put a number on the crypto allocation and need to defend that number in an investment committee.
Common questions
- How large should a crypto allocation be in a client portfolio?
- There is no single answer, but the sizing discipline is consistent: budget the sleeve against the maximum drawdown the client can tolerate. Historically a 100% BTC position has drawn down roughly 75% peak-to-trough, so a 10% sleeve contributes about 7.5% of portfolio drawdown in a worst case while a 25% sleeve contributes closer to 19% — on top of whatever equities do at the same time.
- Does this simulator use real market data?
- No. It runs on a scripted scenario engine with simulated prices and events so that every learner faces the same decisions and the outcomes are comparable. No real funds and no client data are involved.