Cryptologist

Mathematics

Risk Balancer

Owns all five coins, each carrying the same risk, and keeps the whole portfolio at a set volatility.

Return

+33.41%

holding Bitcoin: +38.21%

Worst fall

-12.69%

Bitcoin: -8.20%

Sharpe ratio

2.72

return per unit of risk · Bitcoin 3.11

Trades

121

$72.30 in fees · 89% invested on average

Portfolio value, from $10,000

  • Risk Balancer
  • Just hold Bitcoin
$10,000$12,000$14,000Jul 1Jul 31Aug 30Sep 29Oct 29● Just hold B…● Risk Balanc…

What it held 24 hours agoDelayed 24 h

  • BTC28%
  • ETH17%
  • SOL16%
  • BNB24%
  • XRP16%
  • Cash0%
  • Portfolio volatility 34% a year → scaled to the 35% target: 100% invested.
  • Equal risk: BTC 28%, ETH 17%, SOL 16%, BNB 24%, XRP 16%.
Join the Pro waitlist

Fall from its highest point

-10%-5.0%0.0%Jul 1Jul 31Aug 30Sep 29Oct 29

How it decides

  • Each coin is weighted by the inverse of its volatility over the last 10 days: a coin twice as wild gets half the money.
  • The whole portfolio is then scaled so its expected volatility is 35% a year (Bitcoin alone is often 50%+). The rest stays in cash.
  • Rebalances once a day.

Its decisions, up to a day ago

  1. Oct 27, 08:00 AM · BTC 28%, ETH 17%, SOL 16%, BNB 24%, XRP 16%

    Portfolio volatility 34% a year → scaled to the 35% target: 100% invested.

    Equal risk: BTC 28%, ETH 17%, SOL 16%, BNB 24%, XRP 16%.

  2. Oct 25, 08:00 AM · BTC 25%, ETH 15%, SOL 14%, BNB 23%, XRP 15%

    Portfolio volatility 38% a year → scaled to the 35% target: 92% invested.

    Equal risk: BTC 25%, ETH 15%, SOL 14%, BNB 23%, XRP 15%.

  3. Oct 23, 08:00 AM · BTC 23%, ETH 14%, SOL 13%, BNB 22%, XRP 13%

    Portfolio volatility 41% a year → scaled to the 35% target: 85% invested.

    Equal risk: BTC 23%, ETH 14%, SOL 13%, BNB 22%, XRP 13%.

  4. Oct 22, 08:00 AM · BTC 21%, ETH 13%, SOL 12%, BNB 20%, XRP 13%

    Portfolio volatility 44% a year → scaled to the 35% target: 79% invested.

    Equal risk: BTC 21%, ETH 13%, SOL 12%, BNB 20%, XRP 13%.

  5. Oct 20, 08:00 AM · BTC 23%, ETH 14%, SOL 12%, BNB 20%, XRP 13%

    Portfolio volatility 42% a year → scaled to the 35% target: 83% invested.

    Equal risk: BTC 23%, ETH 14%, SOL 12%, BNB 20%, XRP 13%.

  6. Oct 15, 08:00 AM · BTC 23%, ETH 14%, SOL 14%, BNB 18%, XRP 14%

    Portfolio volatility 42% a year → scaled to the 35% target: 84% invested.

    Equal risk: BTC 23%, ETH 14%, SOL 14%, BNB 18%, XRP 14%.

  7. Oct 9, 08:00 AM · BTC 26%, ETH 17%, SOL 17%, BNB 20%, XRP 16%

    Portfolio volatility 36% a year → scaled to the 35% target: 97% invested.

    Equal risk: BTC 26%, ETH 17%, SOL 17%, BNB 20%, XRP 16%.

  8. Oct 8, 08:00 AM · BTC 25%, ETH 18%, SOL 18%, BNB 23%, XRP 16%

    Portfolio volatility 30% a year → scaled to the 35% target: 100% invested.

    Equal risk: BTC 25%, ETH 18%, SOL 18%, BNB 23%, XRP 16%.

  9. Oct 6, 08:00 AM · BTC 26%, ETH 21%, SOL 15%, BNB 23%, XRP 15%

    Portfolio volatility 29% a year → scaled to the 35% target: 100% invested.

    Equal risk: BTC 26%, ETH 21%, SOL 15%, BNB 23%, XRP 15%.

  10. Oct 4, 08:00 AM · BTC 28%, ETH 20%, SOL 14%, BNB 24%, XRP 14%

    Portfolio volatility 33% a year → scaled to the 35% target: 100% invested.

    Equal risk: BTC 28%, ETH 20%, SOL 14%, BNB 24%, XRP 14%.

  11. Oct 2, 08:00 AM · BTC 27%, ETH 20%, SOL 14%, BNB 22%, XRP 12%

    Portfolio volatility 37% a year → scaled to the 35% target: 95% invested.

    Equal risk: BTC 27%, ETH 20%, SOL 14%, BNB 22%, XRP 12%.

  12. Sep 29, 08:00 AM · BTC 21%, ETH 19%, SOL 13%, BNB 19%, XRP 11%

    Portfolio volatility 43% a year → scaled to the 35% target: 82% invested.

    Equal risk: BTC 21%, ETH 19%, SOL 13%, BNB 19%, XRP 11%.

  13. Sep 24, 08:00 AM · BTC 19%, ETH 17%, SOL 13%, BNB 19%, XRP 9%

    Portfolio volatility 46% a year → scaled to the 35% target: 76% invested.

    Equal risk: BTC 19%, ETH 17%, SOL 13%, BNB 19%, XRP 9%.

  14. Sep 22, 08:00 AM · BTC 20%, ETH 17%, SOL 13%, BNB 21%, XRP 10%

    Portfolio volatility 43% a year → scaled to the 35% target: 81% invested.

    Equal risk: BTC 20%, ETH 17%, SOL 13%, BNB 21%, XRP 10%.

  15. Sep 19, 08:00 AM · BTC 26%, ETH 17%, SOL 14%, BNB 22%, XRP 10%

    Portfolio volatility 39% a year → scaled to the 35% target: 89% invested.

    Equal risk: BTC 26%, ETH 17%, SOL 14%, BNB 22%, XRP 10%.

  16. Sep 16, 08:00 AM · BTC 32%, ETH 18%, SOL 18%, BNB 21%, XRP 11%

    Portfolio volatility 33% a year → scaled to the 35% target: 100% invested.

    Equal risk: BTC 32%, ETH 18%, SOL 18%, BNB 21%, XRP 11%.

  17. Sep 14, 08:00 AM · BTC 31%, ETH 18%, SOL 18%, BNB 17%, XRP 15%

    Portfolio volatility 34% a year → scaled to the 35% target: 100% invested.

    Equal risk: BTC 31%, ETH 18%, SOL 18%, BNB 17%, XRP 15%.

  18. Sep 12, 08:00 AM · BTC 22%, ETH 16%, SOL 16%, BNB 17%, XRP 12%

    Portfolio volatility 43% a year → scaled to the 35% target: 82% invested.

    Equal risk: BTC 22%, ETH 16%, SOL 16%, BNB 17%, XRP 12%.

  19. Sep 10, 08:00 AM · BTC 22%, ETH 19%, SOL 16%, BNB 18%, XRP 13%

    Portfolio volatility 40% a year → scaled to the 35% target: 88% invested.

    Equal risk: BTC 22%, ETH 19%, SOL 16%, BNB 18%, XRP 13%.

  20. Sep 6, 08:00 AM · BTC 21%, ETH 17%, SOL 13%, BNB 19%, XRP 12%

    Portfolio volatility 43% a year → scaled to the 35% target: 82% invested.

    Equal risk: BTC 21%, ETH 17%, SOL 13%, BNB 19%, XRP 12%.

WhenCoinSideAmountPrice
Oct 27, 08:00 AMBTCbuy$307.97$79,806.71
Oct 26, 08:00 AMXRPbuy$315.27$1.28
Oct 26, 08:00 AMBNBbuy$378.11$738.66
Oct 26, 08:00 AMSOLbuy$319.22$100.73
Oct 25, 08:00 AMETHbuy$310.96$2,348.00
Oct 25, 08:00 AMBTCbuy$319.49$80,672.84
Oct 23, 08:00 AMBTCbuy$294.02$81,579.52
Oct 22, 08:00 AMBTCsell$304.44$82,239.46
Oct 19, 08:00 AMBNBbuy$361.87$726.85
Oct 16, 08:00 AMXRPsell$332.39$1.34
Oct 16, 08:00 AMBNBsell$327.33$731.12
Oct 16, 08:00 AMETHsell$374.15$2,455.08
Oct 15, 08:00 AMSOLsell$363.72$103.28
Oct 15, 08:00 AMBTCsell$390.30$81,541.33
Oct 14, 08:00 AMETHsell$277.37$2,511.58
Oct 13, 08:00 AMBTCsell$296.28$83,870.89
Oct 12, 08:00 AMBTCbuy$300.07$83,991.52
Oct 9, 08:00 AMBNBsell$409.02$745.11
Oct 8, 08:00 AMSOLbuy$364.14$114.94
Oct 8, 08:00 AMETHsell$294.42$2,568.42

Simulated with virtual money on past prices, fees and slippage included. Not advice, not a managed service.